Nonparametric quantile frontier estimation under shape restriction
From MaRDI portal
Publication:2255990
Recommendations
- NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
- Functional convergence of quantile-type frontiers with application to parametric approximations
- Estimation of additive frontier functions with shape constraints
- A smooth nonparametric conditional quantile frontier estimator
- Regularization of nonparametric frontier estimators
Cites work
- A more efficient algorithm for convex nonparametric least squares
- A smooth nonparametric conditional quantile frontier estimator
- Consistency of multidimensional convex regression
- Convex piecewise-linear fitting
- Data envelopment analysis as nonparametric least-squares regression
- Fitting piecewise linear continuous functions
- Forecasting daily supermarket sales using exponentially weighted quantile regression
- Formulation and estimation of stochastic frontier production function models
- Maximum Likelihood Estimates of Monotone Parameters
- Measuring the efficiency of decision making units
- NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
- Noncrossing quantile regression curve estimation
- Nonparametric efficiency analysis: a multivariate conditional quantile approach
- Nonparametric least squares estimation of a multivariate convex regression function
- On uniform consistent estimators for convex regression
- Point Estimates of Ordinates of Concave Functions
- Quantile regression for modelling distributions of profit and loss
- Quantile regression for robust bank efficiency score estimation
- Regression Quantiles
- Representation theorem for convex nonparametric least squares
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
Cited in
(23)- Quantile stochastic frontiers
- Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints
- Quantile stochastic frontier models with endogeneity
- Convex support vector regression
- Estimation of additive frontier functions with shape constraints
- Stochastic DEA
- A penalized method for multivariate concave least squares with application to productivity analysis
- Estimating production functions through additive models based on regression splines
- Functional convergence of quantile-type frontiers with application to parametric approximations
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization?
- Quantile estimation of the stochastic frontier model
- Non-crossing convex quantile regression
- Shadow prices and marginal abatement costs: convex quantile regression approach
- DEA model considering outputs with stochastic noise and a heavy-tailed (stable) distribution
- Stochastic data envelopment analysis: a quantile regression approach to estimate the production frontier
- Quantile Methods for Stochastic Frontier Analysis
- Theory and statistical properties of quantile data envelopment analysis
- Quantile estimation of stochastic frontiers with the normal-exponential specification
- Generalized quantile and expectile properties for shape constrained nonparametric estimation
- What drives decarbonization of new passenger cars?
- Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution
- Stochastic data envelopment analysis -- a review
- Frontier estimation using kernel smoothing estimators with data transformation
This page was built for publication: Nonparametric quantile frontier estimation under shape restriction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2255990)
