Journal
STATISTICS & PROBABILITY LETTERS
Volume 59, Issue 4, Pages 353-360Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/S0167-7152(02)00211-0
Keywords
convex-hull; data envelope analysis; free disposal hull; boundary function; asymptotic distribution; productivity analysis; rate of convergence
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Park et al. (Econometric Theory 16 (2000) 855) and Gijbels et al. (J. Amer. Statist. Assoc. 94 (1999) 220) derived the limit distributions of the two most popular nonparametric estimators, FDH and DEA, of a boundary in a setting where the density or intensity of the data has a sharp or fault-type boundary. In this paper, we extend their results to the general case where the density or intensity may decrease to zero or infinity at a speed of power alpha - 1 (alpha > 0) of the distance from the boundary. (C) 2002 Elsevier Science B.V. All rights reserved.
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