An alternative smoothing method for the high dimensional max function has been studied. The proposed method is a recursive extension of the two dimensional smoothing functions. In order to analyze the proposed method, a theoretical framework related to smoothing methods has been discussed. Moreover, we support our discussion by considering some application areas. This is followed by a comparison with an alternative well-known smoothing method.

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Erasmus Research Institute of Management
hdl.handle.net/1765/267
ERIM Report Series Research in Management , Econometric Institute Research Papers
Erasmus Research Institute of Management

Birbil, I., Fang, S.-C., Frenk, H., & Zhang, S. (2003). Recursive Approximation of the High Dimensional max Function (No. ERS-2003-003-LIS). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/267