Robust nonparametric estimators of monotone boundaries

This paper revisits some asymptotic properties of the robust nonparametric estimators of order-m and order-α quantile frontiers and proposes isotonized version of these estimators. Previous convergence properties of the order-m frontier are extended(from weak uniform convergence to complete uniform convergence). Complete uniform convergence of the order-m (and of the quantile order-α) nonparametric estimators to the boundary is also established, for an appropriate choice of m (and of α, respectively)as a function of the sample size. The new isotonized estimators share the asymptotic properties of the original ones and a simulated example shows, as expected, that these new versions are even more robust than the original estimators. The procedure is also illustrated through a real data set.

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Document type	Document de travail (Working Paper)
Access type	Accès libre
Publication date	2003
Language	Anglais
Number of pages	18 pages
Collection	STAT Discussion Papers - 0326
Affiliations	Université de Toulouse I - GREMAQ UCL - EUEN/STAT - Institut de statistique
Keywords	Estimation of a monotone boundary ; Robust nonparametric estimators ; Isotonization procedure ; Complete uniform convergence
Links	http://sites.uclouvain.be/IAP-Stat-Phase-V-VI/ISBApub/ISBAdp.html#2003 http://hdl.handle.net/2078.1/122488[Handle]

See also
	[boreal:39047]	Robust nonparametric estimators of monotone boundaries