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Limit theorems for boundary function estimators

✍ Scribed by J.H. Hwang; B.U. Park; W. Ryu

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
121 KB
Volume
59
Category
Article
ISSN
0167-7152

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✦ Synopsis

Park et al. (Econometric Theory 16 (2000)

  1. 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 inΓΏnity at a speed of power -1 ( ΒΏ 0) of the distance from the boundary.

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