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Title: Asymptotic properties of nonparametric frontier estimators
Authors: Horváth, L.
Horváth, Z.
Zhou, W. 
Issue Date: Dec-2008
Citation: Horváth, L., Horváth, Z., Zhou, W. (2008-12). Asymptotic properties of nonparametric frontier estimators. Econometric Theory 24 (6) : 1607-1627. ScholarBank@NUS Repository.
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.
Source Title: Econometric Theory
ISSN: 02664666
DOI: 10.1017/S0266466608080638
Appears in Collections:Staff Publications

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