Quantile stochastic frontiers

DOI10.1016/J.EJOR.2019.10.012zbMath1431.62671OpenAlexW2990453472MaRDI QIDQ2286909

Mike G. Tsionas

Publication date: 23 January 2020

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/149584/1/paper_revised.pdf

zbMATH Keywords

efficiencyBayesian inferenceproductivity and competitivenessquantile stochastic frontier model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items (5)

Robust maximum likelihood estimation of stochastic frontier models ⋮ Quantile estimation of stochastic frontier models with the normal-half normal specification: a cumulative distribution function approach ⋮ Quantile estimation of stochastic frontiers with the normal-exponential specification ⋮ Quantile stochastic frontier models with endogeneity ⋮ Quantile Methods for Stochastic Frontier Analysis

Cites Work

• A smooth nonparametric conditional quantile frontier estimator
• Bayesian empirical likelihood for quantile regression
• Nonparametric efficiency analysis: a multivariate conditional quantile approach
• Quantile regression for robust bank efficiency score estimation
• Stochastic data envelopment analysis: a quantile regression approach to estimate the production frontier
• Nonparametric quantile frontier estimation under shape restriction
• Quantile estimation of the stochastic frontier model
• Data Envelopment Analysis as Nonparametric Least-Squares Regression
• Flexible Functional Forms and Global Curvature Conditions
• Regression Quantiles
• Bayesian quantile inference
• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• Bayesian quantile regression
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood

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