Asymptotic normality of the L1-error of a boundary estimator

被引：2

作者：

Geffroy, J

Girard, S

Jacob, P

机构：

[1] Univ Paris 06, F-76130 Mont St Aignan, France

[2] Univ Grenoble 1, SMS LMC, F-38041 Grenoble 9, France

[3] Univ Montpellier 2, EPS 13M, F-34095 Montpellier 5, France

来源：

JOURNAL OF NONPARAMETRIC STATISTICS | 2006年 / 18卷 / 01期

关键词：

boundaries frontier function; extreme values; Poisson approximations; asymptotic normality;

D O I：

10.1080/10485250500456664

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present a result on the asymptotic normality of the L-1-error of the sup-piecewise constant estimator of frontier functions. This result is obtained by means of an original squeezing method of the empirical point process between two Poisson point processes. The result is available under the best rate of convergence, but becomes fully useful under sub-optimal conditions.

引用

页码：21 / 31

页数：11

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