Frontier estimation and extreme value theory
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Publication:627286
DOI10.3150/10-BEJ256zbMath1207.62112arXiv1011.5722MaRDI QIDQ627286
Abdelaati Daouia, Léopold Simar, Jean-Pierre Florens
Publication date: 28 February 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.5722
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)
Related Items (23)
The stochastic approximation method for recursive kernel estimation of the conditional extreme value index ⋮ Nonparametric instrumental variables estimation for efficiency frontier ⋮ Robust estimation in stochastic frontier models ⋮ A moment estimator for the conditional extreme-value index ⋮ GMM quantile regression ⋮ Frontier estimation with kernel regression on high order moments ⋮ Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour ⋮ Kernel estimation of extreme regression risk measures ⋮ On kernel smoothing for extremal quantile regression ⋮ Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization ⋮ Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model ⋮ Identification of mixture models using support variations ⋮ Fast and efficient computation of directional distance estimators ⋮ Robustness and inference in nonparametric partial frontier modeling ⋮ Regularization of nonparametric frontier estimators ⋮ On Projection‐type Estimators of Multivariate Isotonic Functions ⋮ A \(\Gamma\)-moment approach to monotonic boundary estimation ⋮ Frontier estimation in nonparametric location-scale models ⋮ Probabilistic characterization of directional distances and their robust versions ⋮ Large deviation properties for empirical quantile-type production functions ⋮ ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS ⋮ Frontier estimation in the presence of measurement error with unknown variance ⋮ Measuring firm performance using nonparametric quantile-type distances
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