Estimating an endpoint with high order moments in the Weibull domain of attraction
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References listed on IDEAS
- Girard, Stéphane & Jacob, Pierre, 2008. "Frontier estimation via kernel regression on high power-transformed data," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 403-420, March.
- Peter Hall & Julian Z. Wang, 2005. "Bayesian likelihood methods for estimating the end point of a distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 717-729.
- Deyuan Li & Liang Peng & Yongcheng Qi, 2011. "Empirical likelihood confidence intervals for the endpoint of a distribution function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 353-366, August.
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- Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle, 2014. "A Γ-moment approach to monotonic boundary estimation," Journal of Econometrics, Elsevier, vol. 178(2), pages 727-740.
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KeywordsEndpoint estimation; High order moments; Consistency; Asymptotic normality;
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