Probabilistic characterization of directional distances and their robust versions

DOI10.1016/j.jeconom.2011.10.002zbMath1441.62872OpenAlexW2130547445MaRDI QIDQ738127

Léopold Simar, Anne Vanhems

Publication date: 15 August 2016

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

Full work available at URL: http://publications.ut-capitole.fr/3469/1/10-195.pdf

zbMATH Keywords

directional distance functionconditional measures of efficiencymutual funds performancespartial frontierrobust nonparametric estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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