NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
نویسندگان
چکیده
منابع مشابه
A Smooth Nonparametric Conditional Quantile Frontier Estimator
Traditional estimators for nonparametric frontier models (DEA, FDH) are very sensitive to extreme values/outliers. Recently, Aragon, Daouia, and Thomas-Agnan (2005) proposed a nonparametric α-frontier model and estimator based on a suitably defined conditional quantile which is more robust to extreme values/outliers. Their estimator is based on a nonsmooth empirical conditional distribution. In...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2005
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466605050206