Geodesic
Uniform strong consistency of a frontier estimator using kernel regression on high order moments
ESAIM: Probability and Statistics, Tome 18 (2014), pp. 642-666

Voir la notice de l'article provenant de la source Numdam

We consider the high order moments estimator of the frontier of a random pair, introduced by [S. Girard, A. Guillou and G. Stupfler, J. Multivariate Anal. 116 (2013) 172-189]. In the present paper, we show that this estimator is strongly uniformly consistent on compact sets and its rate of convergence is given when the conditional cumulative distribution function belongs to the Hall class of distribution functions.

DOI : 10.1051/ps/2013050
Classification : 62G05, 62G20
Keywords: frontier estimation, kernel estimation, strong uniform consistency, Hall class 
@article{PS_2014__18__642_0,
     author = {Girard, St\'ephane and Guillou, Armelle and Stupfler, Gilles},
     title = {Uniform strong consistency of a frontier estimator using kernel regression on high order moments},
     journal = {ESAIM: Probability and Statistics},
     pages = {642--666},
     publisher = {EDP-Sciences},
     volume = {18},
     year = {2014},
     doi = {10.1051/ps/2013050},
     mrnumber = {3334007},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps/2013050/}
}
TY  - JOUR
AU  - Girard, Stéphane
AU  - Guillou, Armelle
AU  - Stupfler, Gilles
TI  - Uniform strong consistency of a frontier estimator using kernel regression on high order moments
JO  - ESAIM: Probability and Statistics
PY  - 2014
SP  - 642
EP  - 666
VL  - 18
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ps/2013050/
DO  - 10.1051/ps/2013050
LA  - en
ID  - PS_2014__18__642_0
ER  - 
%0 Journal Article
%A Girard, Stéphane
%A Guillou, Armelle
%A Stupfler, Gilles
%T Uniform strong consistency of a frontier estimator using kernel regression on high order moments
%J ESAIM: Probability and Statistics
%D 2014
%P 642-666
%V 18
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ps/2013050/
%R 10.1051/ps/2013050
%G en
%F PS_2014__18__642_0
Girard, Stéphane; Guillou, Armelle; Stupfler, Gilles. Uniform strong consistency of a frontier estimator using kernel regression on high order moments. ESAIM: Probability and Statistics, Tome 18 (2014), pp. 642-666. doi: 10.1051/ps/2013050

Cité par Sources :