Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
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Cites work
- scientific article; zbMATH DE number 756563 (Why is no real title available?)
- scientific article; zbMATH DE number 794688 (Why is no real title available?)
- scientific article; zbMATH DE number 3083088 (Why is no real title available?)
- A Comparison of the Performance of Three Flexible Functional Forms
- A New Proof of the Bahadur Representation of Quantiles and an Application
- A Procedure for Ranking Efficient Units in Data Envelopment Analysis
- A general methodology for bootstrapping in non-parametric frontier models
- ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS
- Complete Convergence and the Law of Large Numbers
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Efficiency of financial institutions: International survey and directions for future research
- Efficient estimation of monotone boundaries
- Formulation and estimation of stochastic frontier production function models
- Measuring the robustness of empirical efficiency valuations
- NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
- Nonparametric efficiency analysis: a multivariate conditional quantile approach
- Nonparametric frontier estimation: A robust approach.
- On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
- Probability Inequalities for Sums of Bounded Random Variables
- Seminonparametric Bayesian estimation of the asymptotically ideal production model
- Sensitivity analysis of efficiency scores: How to bootstrap in nonparametric frontier models
- The FDH estimator for productivity efficiency scores
- Unbiased determination of production technologies
Cited in
(14)- ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS
- Theory and statistical properties of quantile data envelopment analysis
- Investigating the performance of Chinese banks over 2007--2014
- Model averaging for semiparametric varying coefficient quantile regression models
- Probabilistic characterization of directional distances and their robust versions
- Quantile regression methods with varying-coefficient models for censored data
- Nonparametric estimation of higher-order moments of technical efficiency
- Estimating the hyperbolic distance function: a directional distance function approach
- Robust estimation in stochastic frontier models
- Measuring firm performance using nonparametric quantile-type distances
- Statistical inference for DEA estimators of directional distances
- The robustness of the hyperbolic efficiency estimator
- Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
- Dimension reduction in nonparametric models of production
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