Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang - In: Econometric Theory 24 (2008) 06, pp. 1607-1627
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....
