2189

Автор(ы): 

Автор(ов): 

3

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Linear Programming Problems for L1-Optimal Frontier Estimation

Наименование источника: 

  • arXiv.org

Обозначение и номер тома: 

arXiv e-print

Город: 

  • Cornell

Издательство: 

  • Cornell University

Год издания: 

2011

Страницы: 

27. http://arxiv.org/abs/1103.5913
Аннотация
We propose new optimal estimators for the Lipschitz frontier of a set of points. They are defined as kernel estimators being sufficiently regular, covering all the points and whose associated support is of smallest surface. The estimators are written as linear combinations of kernel functions applied to the points of the sample. The coefficients of the linear combination are then computed by solving related linear programming problem. The L1 error between the estimated and the true frontier function with a known Lipschitz constant is shown to be almost surely converging to zero, and the rate of convergence is proved to be optimal.

Библиографическая ссылка: 

Юдицкий А.Б., Жирар С.С., Назин А.В. Linear Programming Problems for L1-Optimal Frontier Estimation / arXiv.org. Cornell: Cornell University, 2011. arXiv e-print. С. 27. http://arxiv.org/abs/1103.5913.