A smooth nonparametric conditional quantile frontier estimator

DOI10.1016/J.JECONOM.2007.10.004MaRDI QIDQ291120zbMATHOpenAlexFDO

Authors Carlos Martins-Filho, Feng Yao

Publication date 6 June 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.10.004

zbMATH Keywords

production functionconditional quantile estimationnonparametric frontier

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 996424 (Why is no real title available?)
• scientific article; zbMATH DE number 739534 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A Smooth Nonparametric Estimator of a Quantile Function
• A gamma-distributed stochastic frontier model
• An Effective Bandwidth Selector for Local Least Squares Regression
• Asymptotic normality of the kernel quantile estimator
• Bandwith selection for the smoothing of distribution functions
• Estimation and inference in nonparametric frontier models: recent developments and perspectives
• Extreme values and kernel estimates of point processes boundaries
• Limiting distributions of linear programming estimators
• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• Nonparametric frontier estimation via local linear regression
• Nonparametric frontier estimation: A robust approach.
• On Estimation of Monotone and Concave Frontier Functions
• On kernel density derivative estimation
• On polynomial estimators of frontiers and boundaries
• Some New Estimates for Distribution Functions
• The FDH estimator for productivity efficiency scores

Cited in

(17)

• Quantile stochastic frontiers
• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• Quasi-Bayesian Inference for Production Frontiers
• Online banking performance evaluation using data envelopment analysis and principal component analysis
• Robust nonparametric frontier estimators: qualitative robustness and influence function
• Asymptotic properties of nonparametric frontier estimators
• High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
• Nonparametric quantile frontier estimation under shape restriction
• Optimal smoothing in nonparametric conditional quantile derivative function estimation
• Empirical implementation of nonparametric first-price auction models
• Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
• Quantile Methods for Stochastic Frontier Analysis
• Better nonparametric confidence intervals via robust bias correction for quantile regression
• Generalized quantile and expectile properties for shape constrained nonparametric estimation
• Semiparametric Stochastic Frontier Estimation via Profile Likelihood
• Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations

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