Uniform strong consistency of a frontier estimator using kernel regression on high order moments - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2012

Uniform strong consistency of a frontier estimator using kernel regression on high order moments

Résumé

We consider the high order moments estimator of the frontier of a random pair introduced by Girard, S., Guillou, A., Stupfler, G. (2012). {\it Frontier estimation with kernel regression on high order moments}. It is shown that this estimator is strongly uniformly consistent, and its rate of convergence is given when the conditional cumulative distribution function belongs to the Hall class of distribution functions.
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Dates et versions

hal-00764425 , version 1 (13-12-2012)
hal-00764425 , version 2 (16-07-2013)

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Stéphane Girard, Armelle Guillou, Gilles Stupfler. Uniform strong consistency of a frontier estimator using kernel regression on high order moments. 2012. ⟨hal-00764425v1⟩
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