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Regression and edge estimation

Author

Listed:
  • Jacob, P.
  • Suquet, Ch.

Abstract

This short paper points out the fact that, for a large class of multidimensional probability distributions with bounded support, every estimate of the regression can be modified in order to give an estimate of the edge of the support.

Suggested Citation

  • Jacob, P. & Suquet, Ch., 1996. "Regression and edge estimation," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 11-15, March.
    • Handle: RePEc:eee:stapro:v:27:y:1996:i:1:p:11-15
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    References listed on IDEAS

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    1. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
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    Cited by:

    1. Jacob, P. & Suquet, Ch., 1997. "Regression and asymptotical location of a multivariate sample," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 173-179, September.
    2. Girard, Stéphane & Jacob, Pierre, 2008. "Frontier estimation via kernel regression on high power-transformed data," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 403-420, March.
    3. Kristýna Ivanková, 2012. "A Relative Efficiency Measure Based on Stock Market Index Data," Working Papers IES 2012/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2012.
    4. Kristýna Ivanková, 2010. "Isobars and the Efficient Market Hypothesis," Working Papers IES 2010/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2010.

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