NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH

By Y. Aragon, Abdelaati Daouia, Christine Thomas-Agnan. Econometric Theory, 2005

313 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e171e0247a44b8836ce4e2d67aa7fb8eabe99ea9

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Citations in the corpus

Robust nonparametric estimators of monotone boundaries (2005, background): “[1] on frontier analysis of 9521 French post offices observed in 1994, with X as the quantity of labor and Yas the volume of delivered mail.”
Robustness and inference in nonparametric partial frontier modeling (2011, methodology): “In particular, the practical algorithm described above in the three steps [1]-[3] for detecting potential outliers remains still valid in the full multivariate case up to two natural adaptations :”
Frontier estimation and extreme values theory (2010, methodology): “Recently, Aragon et al. [1] constructed an original estimator of ϕ(x), which is more robust than ϕ̂1(x), but which keeps the same limiting Weibull distribution as ϕ̂1(x) under the restrictive condition β = 0.”
Asymptotic Properties of Some Non-Parametric Hyperbolic Efficiency Estimators (2011, background): “In addition, I have benefited from numerous discussions with Léopold Simar and other members of the Institut de Statistique, Université Catholique de Louvain in Louvain-la-Neuve over the years.”
Probabilistic characterization of directional distances and their robust versions (2012, background): “More precisely, we have: n−1/(p+q) (log (γ(x∗, y∗))− log (γ̂(x∗, y∗))) = 1 γ(x∗, y∗) n−1/(p+q) (γ(x∗, y∗)− γ̂(x∗, y∗))+oP (1).”
Nonparametric efficiency analysis: a multivariate conditional quantile approach (2007, background): “As pointed out in Aragon et al. (2005) and in Daouia and Ruiz Gazen (2006), partial frontiers based on a-quantile estimators have better robustness properties than the ones based on the order-m estimators.”
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation (2016, background): “Robust alternatives have been proposed in Cazals et al. (2002), Aragon et al. (2005) and Daouia and Simar (2007) using partial frontiers (order-m and order-α quantile frontiers).”
Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations (2005, unknown): “Then an estimator of γα(x,y) is obtained by replacing H(·, ·) in (3.4) with Ĥn(·, ·) to obtain γ̂α,n(x,y) = sup { γ > 0 | Ĥn(γ−1x, γy) > (1 − α) } .”
Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives (2013, methodology): “These ideas were developed for the univariate case in the input and output orientations by Aragon et al. (2005), and extended to the multivariate setting by Daouia and Simar (2007).”