Functional convergence of quantile-type frontiers with application to parametric approximations

DOI10.1016/J.JSPI.2007.01.005MaRDI QIDQ2475752zbMATH OpenOpenAlexFDO

Authors Abdelaati Daouia, Léopold Simar, Jean-Pierre Florens

Publication date 11 March 2008

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://hal.inrae.fr/hal-02660040/file/24126_20080516073337653_1.pdf

zbMATH Keywords

nonstandard conditional quantile-type frontiersparametric approximations of nonparametric estimators

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 177228 (Why is no real title available?)
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• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• Nonparametric efficiency analysis: a multivariate conditional quantile approach
• Nonparametric frontier estimation: A robust approach.
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Parametric approximations of nonparametric frontiers
• Portfolio efficiency tests based on stochastic dominance and co-integration
• Robust nonparametric estimators of monotone boundaries
• Robust nonparametric frontier estimators: qualitative robustness and influence function
• The FDH estimator for productivity efficiency scores
• Weak convergence and empirical processes. With applications to statistics

Cited in

(9)

• Asymptotic properties of nonparametric frontier estimators
• Nonparametric methodology for the time-dependent partial area under the ROC curve
• Measurement of eco-efficiency and convergence: evidence from a non-parametric frontier analysis
• Probabilistic characterization of directional distances and their robust versions
• Bootstrapping profit change: an application to Spanish banks
• Robustness and inference in nonparametric partial frontier modeling
• Parametric approximations of nonparametric frontiers
• Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
• Nonparametric quantile frontier estimation under shape restriction

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