Asymptotic normality of the L1-error of a boundary estimator - Archive ouverte HAL
Article Dans Une Revue Journal of Nonparametric Statistics Année : 2006

Asymptotic normality of the L1-error of a boundary estimator

Résumé

We present a result on the asymptotic normality of the $L_1$-error of the sup-piecewise constant estimator of frontier functions. This result is obtained by means of an original squeezing method of the empirical point process between two Poisson point processes. The result is available under the best rate of convergence, but becomes fully useful under sub-optimal conditions.
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Dates et versions

hal-00103267 , version 1 (03-10-2006)

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Jean Geffroy, Stéphane Girard, Pierre Jacob. Asymptotic normality of the L1-error of a boundary estimator. Journal of Nonparametric Statistics, 2006, 18 (1), pp.21-31. ⟨10.1080/10485250500456664⟩. ⟨hal-00103267⟩
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