Can I read Frontier Estimation with Local Polynomials and High Power-transformed Data on EtoBox?

Frontier Estimation with Local Polynomials and High Power-transformed Data by Girard, Stéphane; Jacob, Pierre is a scholarly article available to read on EtoBox.

What is Frontier Estimation with Local Polynomials and High Power-transformed Data about?

We present a new method for estimating the frontier of a sample. The estimator is based on a local polynomial regression on the power-transformed data. We assume that the exponent of the transformation goes to infinity while the bandwidth goes to zero. We give conditions on these two parameters to obtain almost complete convergence. The asymptotic conditional bias and variance of the estimator are provided and its good performance is illustrated on some finite sample situations.

Author

Girard, Stéphane; Jacob, Pierre

Published

2011

Language

EN