Frontier estimation via kernel regression on high power-transformed data
We present a new method for estimating the frontier of a multidimensional sample. The estimator is based on a kernel regression on the power-transformed data. We assume that the exponent of the transformation goes to infinity while the bandwidth of the kernel goes to zero. We give conditions on these two parameters to obtain complete convergence and asymptotic normality. The good performance of the estimator is illustrated on some finite sample situations.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 99 (2008)
Issue (Month): 3 (March)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hall, Peter & Park, Byeong U. & Stern, Steven E., 1998. "On Polynomial Estimators of Frontiers and Boundaries," Journal of Multivariate Analysis, Elsevier, vol. 66(1), pages 71-98, July.
- Aragon, Y. & Daouia, A. & Thomas-Agnan, C., 2005. "Nonparametric Frontier Estimation: A Conditional Quantile-Based Approach," Econometric Theory, Cambridge University Press, vol. 21(02), pages 358-389, April.
- Tsybakov, A.B. & Korostelev, A.P. & Simar, L., 1992. "Efficient Estimation of Monotone Boundaries," Papers 9209, Catholique de Louvain - Institut de statistique.
- Stéphane Girard, 2003. "Extreme Values and Haar Series Estimates of Point Process Boundaries," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(2), pages 369-384.
- Hardle, W. & Park, B. U. & Tsybakov, A. B., 1995. "Estimation of Non-sharp Support Boundaries," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 205-218, November.
- Jacob, P. & Suquet, Ch., 1996. "Regression and edge estimation," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 11-15, March.
- Hall, Peter & Park, Byeong U., 2004. "Bandwidth choice for local polynomial estimation of smooth boundaries," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 240-261, November.
- Hall, Peter & Nussbaum, Michael & Stern, Steven E., 1997. "On the Estimation of a Support Curve of Indeterminate Sharpness," Journal of Multivariate Analysis, Elsevier, vol. 62(2), pages 204-232, August.
- Cazals, Catherine & Florens, Jean-Pierre & Simar, Leopold, 2002. "Nonparametric frontier estimation: a robust approach," Journal of Econometrics, Elsevier, vol. 106(1), pages 1-25, January.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:99:y:2008:i:3:p:403-420. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.