ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS

Horv?th, Lajos, Horv?th, Zsuzsanna and Wang Zhou
Authors registered in the RePEc Author Service: Lajos Horvath

Econometric Theory, 2008, vol. 24, issue 06, pages 1607-1627

Abstract: Aragon, Daouia, and Thomas-Agnan (2005, Econometric Theory 21, 358 389) introduced a new nonparametric frontier estimation. We prove the weak convergence of the empirical conditional quantile function. The distribution of the limit depends on the unknown conditional quantile density function. We provide a method to construct uniform confidence bands without estimating the conditional quantile density.

Date: 2008

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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:24:y:2008:i:06:p:1607-1627_08

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