Author/Authors :
Lajos Horvath، نويسنده , , Zsuzsanna Horv?th and Wang Zhou، نويسنده ,
Abstract :
Aragon, Daouia, and Thomas-Agnan ~2005, Econometric Theory 21, 358–389!
introduced a new nonparametric frontier estimation+ We prove the weak convergence
of the empirical conditional quantile function+ The distribution of the limit
depends on the unknown conditional quantile density function+ We provide a
method to construct uniform confidence bands without estimating the conditional
quantile density+
