Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146871 | Journal of Multivariate Analysis | 2009 | 15 Pages |
Abstract
We present a new method for estimating the frontier of a sample. The estimator is based on a local polynomial regression on the power-transformed data. We assume that the exponent of the transformation goes to infinity while the bandwidth goes to zero. We give conditions on these two parameters for obtaining almost complete convergence. The asymptotic conditional bias and variance of the estimator are provided and its good performance is illustrated for some finite sample situations.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Séphane Girard, Pierre Jacob,