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ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS

Horv?th, Lajos,
Horv?th, Zsuzsanna,
Zhou, Wang

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.

Publication details

Download	http://journals.cambridge.org/abstract_S0266466608080638
Repository	RePEc (Germany)
Type	article