Uniform strong consistency of a frontier estimator using kernel regression on high order moments
Résumé
We consider the high order moments estimator of the frontier of a random pair introduced by Girard, S., Guillou, A., Stupfler, G. (2012). {\it Frontier estimation with kernel regression on high order moments}. It is shown that this estimator is strongly uniformly consistent, and its rate of convergence is given when the conditional cumulative distribution function belongs to the Hall class of distribution functions.
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