TY  - RPRT
ID  - publications3252
UR  - http://tse-fr.eu/pub/22200
A1  - Schwarz, Maik
A1  - Van Bellegem, Sébastien
Y1  - 2009/10/06/
N2  - We estimate the distribution of a real-valued random variable from contaminated observations. The additive error is supposed to be normally distributed, but with unknown variance. The distribution is identifiable from the observations if we restrict the class of considered distributions by a simple condition in the time domain. A minimum distance estimator is shown to be consistent imposing only a slightly stronger assumption than the identification condition.
PB  - TSE Working Paper
T3  - TSE Working Paper
KW  - deconvolution
KW  - error measurement
KW  - density estimation
M1  - working_paper
TI  - Consistent Density Deconvolution under Partially Known Error Distribution
AV  - public
ER  -