Nonparametric efficiency analysis: a multivariate conditional quantile approach

By Abdelaati Daouia, Léopold Simar. 2007

303 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/82e2fc1c9207ed31175bc0faaf70b287334217e9

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Citations in the corpus

Unobserved heterogeneity and endogeneity in nonparametric frontier estimation (2016, background): “Here too the statistical properties of these estimators and their robust versions, have been established (in Cazals et al., 2002, Daouia and Simar, 2007 and Jeong et al., 2010).”
Stochastic multi-attribute acceptability analysis (SMAA): an application to the ranking of Italian regions (2018, background): “(2002) and later generalized and extended by Daraio and Simar (2005, 2007b), although the intuition could be similar in applying the order-a robust frontiers (Aragon et al., 2003; Daouia and Simar, 2007).”
Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives (2013, background): “9 holds, conditional measures of technical efficiency developed by Daraio and Simar (2005) are needed. Daraio and Simar (2005) proposed an intuitive way to introduce environmental factors into the production process by defining a conditional efficiency measure; the idea is an extension of the ideas ”
Robustness and inference in nonparametric partial frontier modeling (2011, methodology): “We simulate 100 observations according to this scenario and we add five outliers #1, . . . , #5, as in Daouia and Simar (2007), respec- tively at the following values of X: (1.25,1.5), (1.25, 1.75), (1.5,1.5), (1.75, 1.25) and (1.5, 1.25); the corresponding values for the slopes in the Y space are…”
On the comparative performance of socially responsible and Islamic mutual funds (2014, methodology): “In addition, it can be shown (see Daouia and Simar, 2007) that the order-α frontiers are more robust to extremes than the order-m frontiers (see Daraio and Simar, 2007, p.74).”
Probabilistic characterization of directional distances and their robust versions (2012, methodology): “Daouia and Simar (2007) derive the √ n-consistency and the asymptotic normality for the α-quantile estimator (input or output orienttation).”
How to measure the impact of environmental factors in a nonparametric production model (2012, background): “In the right panel, the regression curves, corresponding to different levels of the quantiles, confirm the inverse-U -shape effect of Z on the frontier level.(7) The curves are not parallel because (7)In order to understand the impact of Z on the production processes in DGP2 and DGP3, the reader”
Effect of FDI and Time on Catching Up: New Insights from a Conditional Nonparametric Frontier Analysis (2015, unknown): “The order-α quantile efficiency measures have been introduced in Daouia and Simar (2007).”