2009, English, Article edition: Large sample approximation of the distribution for smooth monotone frontier estimation Daouia, Abdelaati; Gardes, Laurent; Girard, Stéphane

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/199645
Physical Description
  • text
Published
  • HAL - CCSD
  • 2009
Language
  • English

Edition details

Title
  • Large sample approximation of the distribution for smooth monotone frontier estimation
Author
  • Daouia, Abdelaati
  • Gardes, Laurent
  • Girard, Stéphane
Published
  • HAL - CCSD
  • 2009
Physical Description
  • text
Subjects
Notes
  • This paper deals with nonparametric estimation of the upper boundary of a mul- tivariate support under monotonicity constraint. This estimation problem arises in various contexts such as efficiency and frontier analysis in econometrics and portfolio management. The traditional estimators based on envelopment techniques are very non-robust. To reduce this defect, previous works have rather concentrated on esti- mation of a concept of a partial frontier of order alpha ∈ (0, 1) lying near the full support boundary. However the resulting sample estimator is a discontinuous curve and suffers from a lack of efficiency due to the large variation of the extreme observations involved in its construction. A smoothed-kernel variant of this empirical estimator may be then preferable as shown recently in the econometric literature, but no attention was de- voted to the limit distribution of the smoothed alpha-frontier when it estimates the true full boundary itself. In this paper, we address this problem by specifying the different limit laws of this estimator for fixed orders alpha ∈ (0, 1] as well as for sequences alpha depending on n tending to one at different rates as the sample size n goes to infinity.
  • HAL:hal-00409447, version 1
  • HAL:http:/​/​hal.archives-ouvertes.fr/​hal-00409447/​en/​
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment