Methods for tracking support boundaries with corners

Ming-Yen Cheng and Peter Hall

Journal of Multivariate Analysis, 2006, vol. 97, issue 8, 1870-1893

Abstract: In a range of practical problems the boundary of the support of a bivariate distribution is of interest, for example where it describes a limit to efficiency or performance, or where it determines the physical extremities of a spatially distributed population in forestry, marine science, medicine, meteorology or geology. We suggest a tracking-based method for estimating a support boundary when it is composed of a finite number of smooth curves, meeting together at corners. The smooth parts of the boundary are assumed to have continuously turning tangents and bounded curvature, and the corners are not allowed to be infinitely sharp; that is, the angle between the two tangents should not equal [pi]. In other respects, however, the boundary may be quite general. In particular it need not be uniquely defined in Cartesian coordinates, its corners my be either concave or convex, and its smooth parts may be neither concave nor convex. Tracking methods are well suited to such generalities, and they also have the advantage of requiring relatively small amounts of computation. It is shown that they achieve optimal convergence rates, in the sense of uniform approximation.

Keywords: Bandwidth; Boundary; Corner; Curvature; Frontier; Kernel; method; Local; linear; Nonparametric; curve; estimation; Support (search for similar items in EconPapers)
Date: 2006
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