Large deviation properties for empirical quantile-type production functions
From MaRDI portal
Publication:3396487
DOI10.1080/02331880802395963zbMath1278.62063OpenAlexW2000179204MaRDI QIDQ3396487
Abdelaati Daouia, Cyrille Joutard
Publication date: 18 September 2009
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880802395963
Asymptotic properties of nonparametric inference (62G20) Production theory, theory of the firm (91B38) Large deviations (60F10)
Related Items (2)
A strong large deviation theorem ⋮ Strong large deviations for arbitrary sequences of random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Frontier estimation and extreme value theory
- Strong large deviation and local limit theorems
- Nonparametric frontier estimation: A robust approach.
- The Probability in the Extreme Tail of a Convolution
- On Deviations of the Sample Mean
- Approximation Theorems of Mathematical Statistics
- Asymptotic representation theory for nonstandard conditional quantiles
- NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
- On Bahadur's Representation of Sample Quantiles
This page was built for publication: Large deviation properties for empirical quantile-type production functions