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Robust Nonparametric Estimators of Monotone Boundaries by Abdelaati Daouia; Léopold Simar is a Mathematics article available to read on EtoBox.

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This paper revisits some asymptotic properties of the robust nonparametric estimators of order-m and order-quantile frontiers and proposes isotonized version of these estimators. Previous convergence properties of the order-m frontier are extended (from weak uniform convergence to complete uniform convergence). Complete uniform convergence of the order-m (and of the quantile order-) nonparametric estimators to the boundary is also established, for an appropriate choice of m (and of , respectively) as a function of the sample size. The new isotonized estimators share the asymptotic properties of the original ones and a simulated example shows, as expected, that these new versions are even more robust than the original estimators. The procedure is also illustrated through a real data set.

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Author

Abdelaati Daouia; Léopold Simar

Publisher

Elsevier Science; Elsevier ; Elsevier Inc.; Elsevier BV (ISSN 0047-259X)

Published

2005

Language

EN

Field

Mathematics (Physical Sciences)