29604

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

L1-optimal linear programming estimator for periodic frontier functions with Holder continuous derivative

Электронная публикация: 

Да

Наименование источника: 

  • arXiv.org

Обозначение и номер тома: 

arXiv e-print

Город: 

  • Cornell

Издательство: 

  • Cornell University

Год издания: 

2014

Страницы: 

22. http://arxiv.org/pdf/1409.6230v1.pdf
Аннотация
We propose a new estimator based on a linear programming method for smooth frontiers of sample points. The derivative of the frontier function is supposed to be Holder continuous.The estimator is defined as a linear combination of kernel functions being sufficiently regular, covering all the points and whose associated support is of smallest surface. The coefficients of the linear combination are computed by solving a linear programming problem. The L1- error between the estimated and the true frontier functionsis shown to be almost surely converging to zero, and the rate of convergence is proved to be optimal.

Библиографическая ссылка: 

Назин А.В., Жирар С.С. L1-optimal linear programming estimator for periodic frontier functions with Holder continuous derivative / arXiv.org. Cornell: Cornell University, 2014. arXiv e-print. С. 22. http://arxiv.org/pdf/1409.6230v1.pdf.