|
Avtomatika i Telemekhanika, 2005, Issue 12, Pages 143–161
(Mi at1482)
|
|
|
|
This article is cited in 7 scientific papers (total in 7 papers)
Stochastic Systems
$L_1$-optimal nonparametric frontier estimation via linear programming
S. Girarda, A. B. Yuditskiia, A. V. Nazinb a University Grenoble-I, Grenoble, France
b Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Abstract:
A frontier estimation method for a set of points on a plane is proposed, being optimal in $L_1$-norm on a given class of $\beta$-Hölder boundary functions under $\beta\in(0,1]$. The estimator is defined as sufficiently regular linear combination of kernel functions centered in the sample points, which covers all these points and whose associated support is of minimal surface. The linear combination weights are calculated via solution of the related linear programming problem. The $L_1$-norm of the estimation error is demonstrated to be convergent to zero with probability one, with the optimal rate of convergence.
Citation:
S. Girard, A. B. Yuditskii, A. V. Nazin, “$L_1$-optimal nonparametric frontier estimation via linear programming”, Avtomat. i Telemekh., 2005, no. 12, 143–161; Autom. Remote Control, 66:12 (2005), 2000–2018
Linking options:
https://www.mathnet.ru/eng/at1482 https://www.mathnet.ru/eng/at/y2005/i12/p143
|
Statistics & downloads: |
Abstract page: | 268 | Full-text PDF : | 78 | References: | 48 | First page: | 1 |
|