ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS

B-Tier
Journal: Econometric Theory
Year: 2008
Volume: 24
Issue: 6
Pages: 1607-1627

Authors (3)

Horváth, Lajos (University of Utah) Horváth, Zsuzsanna (not in RePEc) Zhou, Wang (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Aragon, Daouia, and Thomas-Agnan (2005, Econometric Theory 21, 358–389) introduced a new nonparametric frontier estimation. We prove the weak convergence of the empirical conditional quantile function. The distribution of the limit depends on the unknown conditional quantile density function. We provide a method to construct uniform confidence bands without estimating the conditional quantile density.

Technical Details

RePEc Handle
repec:cup:etheor:v:24:y:2008:i:06:p:1607-1627_08
Journal Field
Econometrics
Author Count
3
Added to Database
2026-02-02