Uniform strong consistency of a frontier estimator using kernel regression on high order moments
暂无分享,去创建一个
[1] W. Härdle,et al. Optimal Bandwidth Selection in Nonparametric Regression Function Estimation , 1985 .
[2] Anatoli Iouditski,et al. L1-Optimal Nonparametric Frontier Estimation via Linear Programming , 2005 .
[3] A. Tsybakov,et al. Estimation of non-sharp support boundaries , 1995 .
[4] Pierre Jacob,et al. Frontier estimation with local polynomials and high power-transformed data , 2009, J. Multivar. Anal..
[5] B. Silverman,et al. Weak and Strong Uniform Consistency of the Kernel Estimate of a Density and its Derivatives , 1978 .
[6] Irene A. Stegun,et al. Handbook of Mathematical Functions. , 1966 .
[7] B. Silverman,et al. Weak and strong uniform consistency of kernel regression estimates , 1982 .
[8] P. Pestieau,et al. Public Enterprise Economics.@@@The Performance of Public Enterprises: Concepts and Measurement. , 1987 .
[9] Mohamed Lemdani,et al. Asymptotic properties of a conditional quantile estimator with randomly truncated data , 2009, J. Multivar. Anal..
[10] M. Meerschaert. Regular Variation in R k , 1988 .
[11] John E. Kolassa,et al. Asymptotic Normality , 2011, International Encyclopedia of Statistical Science.
[12] A. Tsybakov,et al. Efficient Estimation of Monotone Boundaries , 1995 .
[13] P. Jacob,et al. Estimating the edge of a Poisson process by orthogonal series , 1995 .
[14] Stéphane Girard,et al. Asymptotic normality of the L 1-error of a boundary estimator , 2006 .
[15] C. Klüppelberg,et al. Modelling Extremal Events , 1997 .
[16] L. Gardes,et al. Estimation of the conditional tail index using a smoothed local Hill estimator , 2014 .
[17] L. Simar,et al. Robust nonparametric estimators of monotone boundaries , 2005 .
[18] M. Rosenblatt. Remarks on Some Nonparametric Estimates of a Density Function , 1956 .
[19] Uwe Einmahl,et al. An Empirical Process Approach to the Uniform Consistency of Kernel-Type Function Estimators , 2000 .
[20] Stéphane Girard,et al. Frontier estimation with kernel regression on high order moments , 2013, J. Multivar. Anal..
[21] Wolfgang Härdle,et al. Strong uniform consistency rates for estimators of conditional functionals , 1988 .
[22] J. Florens,et al. Nonparametric frontier estimation: a robust approach , 2002 .
[23] Dominique Deprins,et al. Measuring Labor-Efficiency in Post Offices , 2006 .
[24] C. Thomas-Agnan,et al. NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH , 2005, Econometric Theory.
[25] E. Nadaraya. On Non-Parametric Estimates of Density Functions and Regression Curves , 1965 .
[26] E. Parzen. On Estimation of a Probability Density Function and Mode , 1962 .
[27] Peter Hall,et al. On Estimating the Endpoint of a Distribution , 1982 .
[28] W. Hoeffding. Probability Inequalities for sums of Bounded Random Variables , 1963 .
[29] S. Girard,et al. Frontier estimation via kernel regression on high power-transformed data , 2008, 1103.5956.
[30] W. Stute. A Law of the Logarithm for Kernel Density Estimators , 1982 .