Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error

P. Hall and Leopold Simar

Working Papers from Catholique de Louvain - Institut de statistique

Abstract: When stochastic errors are added to data from a distribution with a sharp boundary, such as a changepoint or a frontier, nonparametric estimation of the boundary can be interpreted as a problem of deconvolution. We argue that, rather than attempting to estimate the distribution of the uncorrupted data, and thereby approximate the boundary, one might focus more directly on the boundary estimation problem.

Keywords: DISTRIBUTION; EVALUATION; PRODUCTION; BOUNDARIES (search for similar items in EconPapers)
JEL-codes: C13 C14 (search for similar items in EconPapers)
Pages: 28 pages
Date: 2000
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Journal Article: Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:louvis:0012

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