Nonparametric frontier estimation via local linear regression

DOI10.1016/J.JECONOM.2007.01.005MaRDI QIDQ288362zbMATH OpenOpenAlexFDO

Authors Carlos Martins-Filho, Feng Yao

Publication date 25 May 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.01.005

zbMATH Keywords

local linear estimationnonparametric regression frontierU statistics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Recommendations

• Nonparametric frontier estimation: A robust approach.
• Nonparametric stochastic frontiers: a local maximum likelihood approach
• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• Regularization of nonparametric frontier estimators
• A bias-corrected nonparametric envelopment estimator of frontiers

Cites work

• An Effective Bandwidth Selector for Local Least Squares Regression
• Consistent nonparametric regression. Discussion
• Design-adaptive Nonparametric Regression
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Efficient estimation of conditional variance functions in stochastic regression
• Efficient estimation of monotone boundaries
• Extreme values and kernel estimates of point processes boundaries
• Formulation and estimation of stochastic frontier production function models
• scientific article; zbMATH DE number 4100415 (Why is no real title available?)
• scientific article; zbMATH DE number 47948 (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?)
• Limiting distributions of linear programming estimators
• Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation
• Measuring the efficiency of decision making units
• Nonparametric frontier estimation: A robust approach.
• On Estimation of Monotone and Concave Frontier Functions
• On polynomial estimators of frontiers and boundaries
• Semiparametric Estimation of Index Coefficients
• Stochastic Production Frontier and Technical Inefficiency: A Sensitivity Analysis
• The FDH estimator for productivity efficiency scores

Cited in

(28)

• Online banking performance evaluation using data envelopment analysis and principal component analysis
• Distribution of cost and profit efficiency: evidence from Indian banking
• Local nonlinear least squares: using parametric information in nonparametric regression
• Bootstrapping profit change: an application to Spanish banks
• Nonparametric frontier estimation by linear programming
• Nonparametric testing for differences in electricity prices: the case of the Fukushima nuclear accident
• Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation
• \(L_1\)-optimal nonparametric frontier estimation via linear programming
• Frontier estimation in nonparametric location-scale models
• Nonparametric instrumental variables estimation for efficiency frontier
• Nonparametric stochastic frontiers: a local maximum likelihood approach
• An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: applications to nonparametric estimators and test statistics
• A smooth nonparametric conditional quantile frontier estimator
• A nonparametric R^2 test for the presence of relevant variables
• Local linear kernel estimation for discontinuous nonparametric regression functions
• Finding local departures from a parametric model using nonparametric regression
• Semiparametric stochastic frontier models for clustered data
• NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
• Semiparametric Stochastic Frontier Estimation via Profile Likelihood
• Estimation of additive frontier functions with shape constraints
• Regularization of nonparametric frontier estimators
• A bias-corrected nonparametric envelopment estimator of frontiers
• Robust nonparametric frontier estimation in two steps
• Variance function estimation in regression model via aggregation procedures
• Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints
• Deep learning based estimation in higher-order semiparametric additive stochastic frontier model
• Title not available (Why is no real title available?)
• Linearly interpolated FDH efficiency score for nonconvex frontiers

This page was built for publication: Nonparametric frontier estimation via local linear regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q288362)