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Estimating a changepoint, boundary, or frontier in the presence of observation error

Hall, Peter; Simar, L


A range of problems in economics and statistics involve calculation of the boundary, or frontier, of the support of a distribution. Several practical and attractive solutions exist if the sampled distribution has a sharp discontinuity at the frontier, but accuracy can be greatly diminished if the data are observed with error. Indeed, if the error is additive and has variance σ2 then inaccuracies are usually of order σ, for small σ. In this article we suggest an elementary method for reducing...[Show more]

CollectionsANU Research Publications
Date published: 2002
Type: Journal article
Source: Journal of the American Statistical Association
DOI: 10.1198/016214502760047050


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