Regularization of nonparametric frontier estimators
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Publication:527943
DOI10.1016/j.jeconom.2012.01.032zbMath1443.62074OpenAlexW2028316590MaRDI QIDQ527943
Léopold Simar, Abdelaati Daouia, Jean-Pierre Florens
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/15553/1/dfs_je_2012.pdf
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
Related Items (8)
Robust estimation in stochastic frontier models ⋮ Frontier estimation with kernel regression on high order moments ⋮ Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour ⋮ Visualization of Data: Methods, Software, and Applications ⋮ Fast and efficient computation of directional distance estimators ⋮ Probabilistic characterization of directional distances and their robust versions ⋮ ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS ⋮ WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES
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