Frontier estimation via kernel regression on high power-transformed data
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Publication:2476143
DOI10.1016/j.jmva.2006.11.006zbMath1206.62070arXiv1103.5956MaRDI QIDQ2476143
Publication date: 11 March 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.5956
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
Related Items
Frontier estimation with kernel regression on high order moments, Frontier estimation using kernel smoothing estimators with data transformation, \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative, Frontier estimation with local polynomials and high power-transformed data, Kernel estimators of extreme level curves, Functional kernel estimators of large conditional quantiles, On kernel smoothing for extremal quantile regression, On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles, Estimation in Nonparametric Regression with Non-Regular Errors
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