Multivariate boundary regression models - Archive ouverte HAL
Article Dans Une Revue Scandinavian Journal of Statistics Année : 2022

Multivariate boundary regression models

Résumé

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general Hölder class and estimate it via a nonparametric local polynomial approach that consists of minimization of the local integral of a polynomial approximation lying above the data points. While the consideration of multivariate covariates offers an undeniable opportunity from an application-oriented standpoint, it requires a new method of proof to replace the established ones for the univariate case. The main purpose of this paper is to show the uniform consistency and to provide the rates of convergence of the considered nonparametric estimator for both multivariate random covariates and multivariate deterministic design points. To demonstrate the performance of the estimators, the small sample behavior is investigated in a simulation study in dimension two and three.
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hal-03604077 , version 1 (31-05-2022)

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Leonie Selk, Charles Tillier, Orlando Marigliano. Multivariate boundary regression models. Scandinavian Journal of Statistics, 2022, 49 (1), pp.400-426. ⟨10.1111/sjos.12519⟩. ⟨hal-03604077⟩
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