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ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS

Aragon, Daouia, and Thomas-Agnan (2005, <italic>Econometric Theory</italic> 21, 358–389) introduced a new nonparametric frontier estimation. We prove the weak convergence of the empirical conditional quantile function. The distribution of the limit depends on the unknown conditional quantile density function. We provide a method to construct uniform confidence bands without estimating the conditional quantile density.
Year of publication:
2008
Authors: Horváth, Lajos ; Horváth, Zsuzsanna ; Zhou, Wang
Published in:
Econometric Theory. - Cambridge University Press. - Vol. 24.2008, 06, p. 1607-1627
Publisher: Cambridge University Press
Description of contents: Abstract [journals.cambridge.org]
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Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005411974
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