A \(\Gamma\)-moment approach to monotonic boundary estimation

DOI10.1016/j.jeconom.2013.10.013zbMath1293.62110MaRDI QIDQ2512526

Armelle Guillou, Stéphane Girard, Abdelaati Daouia

Publication date: 7 August 2014

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

Full work available at URL: https://hal.inria.fr/hal-00737732/file/aas_final_long.pdf

zbMATH Keywords

cost function; free disposal hull; extreme-value index; edge data; moment frontier

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G20: Asymptotic properties of nonparametric inference

62P30: Applications of statistics in engineering and industry; control charts

62G32: Statistics of extreme values; tail inference

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ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS

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