Extreme-value theory applied to boundary estimation

Rao Salim (1)

1 Department of Information Technology [Howrah]

In this paper, the problem of nonparametric estimation of boundaries is investigated from the perspective of extreme value theory. This enables us to revisit the asymptotic theory of the popular three disposal hull estimator in a more general setting, to derive new estimators and to provide useful asymptotic results for the boundary function.

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Rao Salim. Extreme-value theory applied to boundary estimation. 2014. ⟨hal-00971695⟩