Frontier estimation via kernel regression on high power-transformed data

Details Frontier estimation via kernel regression on high power-transformed data Frontier estimation via kernel regression on high power-transformed data

2011-03-30

arxiv.org/abs/1103.5956v1

Journal of Multivariate Analysis, 99, 403--420, 2008

Statistics

Methodology

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Frontier estimation via kernel regression on high power-transformed data does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Frontier estimation via kernel regression on high power-transformed data, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Frontier estimation via kernel regression on high power-transformed data will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-569443