Limit theorems for boundary function estimators

J. H. Hwang, B. U. Park and W. Ryu

Statistics & Probability Letters, 2002, vol. 59, issue 4, 353-360

Abstract: Park et al. (Econometric Theory 16 (2000) 855) and Gijbels et al. (J. Amer. Statist. Assoc. 94 (1999) 220) derived the limit distributions of the two most popular nonparametric estimators, FDH and DEA, of a boundary in a setting where the density or intensity of the data has a sharp or fault-type boundary. In this paper, we extend their results to the general case where the density or intensity may decrease to zero or infinity at a speed of power [alpha]-1 ([alpha]>0) of the distance from the boundary.

Keywords: Convex-hull; Data; envelope; analysis; Free; disposal; hull; Boundary; function; Asymptotic; distribution; Productivity; analysis; Rate; of; convergence (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (11)

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