Pages that link to "Item:Q295567"

The following pages link to Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations (Q295567):

Displaying 11 items.

• Estimating the hyperbolic distance function: a directional distance function approach (Q323337) (← links)
• Probabilistic characterization of directional distances and their robust versions (Q738127) (← links)
• Robust estimation in stochastic frontier models (Q1658542) (← links)
• Quantile regression methods with varying-coefficient models for censored data (Q1663290) (← links)
• Dimension reduction in nonparametric models of production (Q1754245) (← links)
• Statistical inference for DEA estimators of directional distances (Q1926810) (← links)
• Theory and statistical properties of quantile data envelopment analysis (Q2184157) (← links)
• The robustness of the hyperbolic efficiency estimator (Q2359490) (← links)
• Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour (Q6064069) (← links)
• Investigating the performance of Chinese banks over 2007--2014 (Q6099421) (← links)
• Model averaging for semiparametric varying coefficient quantile regression models (Q6173731) (← links)