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Asymptotic Properties Of Nonparametric Frontier Estimators

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  • Horváth, Lajos
  • Horváth, Zsuzsanna
  • Zhou, Wang

Abstract

Aragon, Daouia, and Thomas-Agnan (2005, Econometric Theory 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. We provide a method to construct uniform confidence bands without estimating the conditional quantile density.

Suggested Citation

  • Horváth, Lajos & Horváth, Zsuzsanna & Zhou, Wang, 2008. "Asymptotic Properties Of Nonparametric Frontier Estimators," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1607-1627, December.
    • Handle: RePEc:cup:etheor:v:24:y:2008:i:06:p:1607-1627_08
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    Cited by:

    1. Abdelaati Daouia & Byeong U. Park, 2013. "On Projection-type Estimators of Multivariate Isotonic Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 363-386, June.

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