Frontier estimation with local polynomials and high power-transformed data

DOI10.1016/j.jmva.2009.01.011zbMath1163.62030arXiv1104.0089OpenAlexW2057012017MaRDI QIDQ1026358

J. Blot

Publication date: 24 June 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.0089

zbMATH Keywords

power transformfrontier estimationlocal polynomials estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimax theory of image reconstruction
• On polynomial estimators of frontiers and boundaries
• Projection estimates of point processes boundaries
• Multivariate locally weighted least squares regression
• Limiting distributions of linear programming estimators
• Nonparametric frontier estimation: A robust approach.
• Bandwidth choice for local polynomial estimation of smooth boundaries
• Efficient estimation of monotone boundaries
• Estimating the edge of a Poisson process by orthogonal series
• Estimation of non-sharp support boundaries
• Frontier estimation via kernel regression on high power-transformed data
• Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries
• On Estimation of Monotone and Concave Frontier Functions
• Extreme values and kernel estimates of point processes boundaries
• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• Extreme Values and Haar Series Estimates of Point Process Boundaries