Nonparametric efficiency analysis: A multivariate conditional quantile approach
نویسندگان
چکیده
This paper focuses on nonparametric efficiency analysis based on robust estimation of partial frontiers in a complete multivariate setup (multiple inputs and multiple outputs). It introduces a-quantile efficiency scores. A nonparametric estimator is proposed achieving strong consistency and asymptotic normality. Then if a increases to one as a function of the sample size we recover the properties of the FDH estimator. But our estimator is more robust to the perturbations in data, since it attains a finite gross-error sensitivity. Environmental variables can be introduced to evaluate efficiencies and a consistent estimator is proposed. Numerical examples illustrate the usefulness of the approach. r 2006 Elsevier B.V. All rights reserved. JEL classification: C13; C14; D20
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