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Author: Daisuke Kurisu

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Econometrics Paper
Nonparametric inference for extremal conditional quantiles

Daisuke Kurisu and Taisuke Otsu

This paper studies asymptotic properties of the local linear quantile estimator under the extremal order quantile asymptotics, and develops a practical inference method for conditional quantiles in extreme tail areas. By...Read more...

14 September 2021

Econometrics Paper
On linearization of nonparametric deconvolution estimators for repeated measurements model

Daisuke Kurisu and Taisuke Otsu

By utilizing intermediate Gaussian approximations, this paper establishes asymptotic linear representations of nonparametric deconvolution estimators for the classical measurement error model with repeated measurements. ...Read more...

19 July 2021

Econometrics Paper
On the uniform convergence of deconvolution estimators from repeated measurements

Daisuke Kurisu and Taisuke Otsu

This paper studies the uniform convergence rates of Li and Vuong's (1998) nonparametric deconvolution estimator and its regularized version by Comte and Kappus (2015) for the classical measurement error model, where repe...Read more...

22 July 2019