English

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

Statistics Theory 2014-09-23 v1 Statistics Theory

Abstract

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.

Keywords

Cite

@article{arxiv.1409.6230,
  title  = {L1-optimal linear programming estimatorfor periodic frontier functions with Holder continuous derivative},
  author = {Alexander Nazin and Stephane Girard},
  journal= {arXiv preprint arXiv:1409.6230},
  year   = {2014}
}

Comments

arXiv admin note: text overlap with arXiv:1103.5913

R2 v1 2026-06-22T06:02:33.215Z