Abstract
Smith (1994) proposes estimation in linear regression models with non-negative errors by maximizing the sum of fitted values subject to the constraint that the fitted values can be no larger than the corresponding response value. In this paper, we consider the limiting distribution of these estimators under very general conditions. Some extensions to local polynomial estimation are also considered.
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Knight, K. Limiting Distributions of Linear Programming Estimators. Extremes 4, 87–103 (2001). https://doi.org/10.1023/A:1013991808181
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DOI: https://doi.org/10.1023/A:1013991808181