Outliers, Sample Size and Robust Estimation of Stochastic Frontier Production Models

DOI10.1080/02522667.1993.10699154MaRDI QIDQ4298546zbMATH OpenOpenAlexFDO

Authors Gerrit K. Janssens, Julien van den Broeck

Publication date 2 August 1994

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1993.10699154

zbMATH Keywords

outliersmaximum likelihood estimatesstochastic frontier production function

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Production theory, theory of the firm (91B38)

Recommendations

• Robust estimation in stochastic frontier models
• Formulation and estimation of stochastic frontier production function models
• Robust maximum likelihood estimation of stochastic frontier models
• Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
• Estimation of stochastic frontier production functions with input-oriented technical efficiency
• Quantile estimation of the stochastic frontier model
• Estimating a stochastic production frontier when the adjusted error is symmetric

Cites work

• scientific article; zbMATH DE number 3549968 (Why is no real title available?)
• scientific article; zbMATH DE number 3587861 (Why is no real title available?)
• Decomposing stochastic frontier efficiency into secular and organisational efficiency
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Formulation and estimation of stochastic frontier production function models

Cited in

(3)

• Robustness in stochastic frontier analysis
• Robust estimation in stochastic frontier models
• Robust maximum likelihood estimation of stochastic frontier models

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