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Asymptotic properties of nonparametric frontier estimators

Horváth, L.
Horváth, Z.
Zhou, W.
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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. © 2008 Cambridge University Press.
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Econometric Theory
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Date
2008-12
DOI
10.1017/S0266466608080638
Type
Article
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