Frontier estimation with kernel regression on high order moments
From MaRDI portal
Publication:391532
DOI10.1016/j.jmva.2012.12.001zbMath1277.62111MaRDI 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
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
Related Items
On multivariate associated kernels to estimate general density functions, \(L_{1}\)-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, Nonparametric estimation in a regression model with additive and multiplicative noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- Regularization of nonparametric frontier estimators
- Frontier estimation and extreme value theory
- Minimax theory of image reconstruction
- Optimal bandwidth selection in nonparametric regression function estimation
- On polynomial estimators of frontiers and boundaries
- Projection estimates of point processes boundaries
- 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
- \(L_1\)-optimal nonparametric frontier estimation via linear programming
- Frontier estimation via kernel regression on high power-transformed data
- Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries
- Robust nonparametric estimators of monotone boundaries
- The asymptotic expansion of a ratio of gamma functions
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
- 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
- Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination
- Extreme Values and Haar Series Estimates of Point Process Boundaries
- Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
- On Estimation of a Probability Density Function and Mode
