-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading … bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function … mean and variance have been derived. Given a closed-form expression for the bias, bias-corrected estimator of the …

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading … bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function … for selection bias and shrinkage estimation and is to be contrasted with deconvolution. Simulation results confirm the …

bias arising from the presence of noise. Conditions are obtained under which this bias is asymptotically non … the density and quantile function. Our approach can be connected to corrections for selection bias and shrinkage …