Inference on a distribution from noisy draws

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic embeddin...

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Bibliographic Details
Main Authors: Jochmans, K, Weidner, M
Format: Journal article
Language:English
Published: Cambridge University Press 2022