Probability and statistics, 2014, Vol.18, p.642-666
2014
Details
- Autor(en) / Beteiligte
- Titel
- Uniform strong consistency of a frontier estimator using kernel regression on high order moments
- Ist Teil von
- Probability and statistics, 2014, Vol.18, p.642-666
- Ort / Verlag
- Les Ulis: EDP Sciences
- Erscheinungsjahr
- 2014
- Link zum Volltext
- Quelle
- Alma/SFX Local Collection
- Beschreibungen/Notizen
- We consider the high order moments estimator of the frontier of a random pair, introduced by [S. Girard, A. Guillou and G. Stupfler, J. Multivariate Anal. 116 (2013) 172–189]. In the present paper, we show that this estimator is strongly uniformly consistent on compact sets and its rate of convergence is given when the conditional cumulative distribution function belongs to the Hall class of distribution functions.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 1292-8100eISSN: 1262-3318DOI: 10.1051/ps/2013050Titel-ID: cdi_hal_primary_oai_HAL_hal_00764425v2
- Format
- –
- Schlagworte
- 62G05, 62G20, Analysis, Estimating techniques, Frontier estimation, Hall class, kernel estimation, Mathematics, Probability, Statistics, Statistics Theory, strong uniform consistency, Studies