Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error.

When stochastic errors are added to data from a distribution with a sharp boundary, such as a changepoint or a frontier, nonparametric estimation of the boundary can be interpreted as a problem of deconvolution. We argue that, rather than attempting to estimate the distribution of the uncorrupted data, and thereby approximate the boundary, one might focus more directly on the boundary estimation problem.

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Year of publication:	2000
Authors:	Hall, P. ; Simar, L.
Institutions:	Catholique de Louvain - Institut de statistique
Subject:	DISTRIBUTION \| EVALUATION \| PRODUCTION \| BOUNDARIES

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Series:	Catholique de Louvain - Institut de statistique.
Type of publication:	Book / Working Paper
Notes:	28 pages
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005776110