Frontier estimation with kernel regression on high order moments
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Publication:391532
DOI10.1016/j.jmva.2012.12.001zbMath1277.62111OpenAlexW2026123839MaRDI QIDQ391532
Armelle Guillou, Gilles Stupfler, Stéphane Girard
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.12.001
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (5)
Nonparametric estimation in a regression model with additive and multiplicative noise ⋮ \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative ⋮ Kernel estimation of extreme regression risk measures ⋮ Estimation and hypotheses testing in boundary regression models ⋮ On multivariate associated kernels to estimate general density functions
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