Quantile regression for robust bank efficiency score estimation
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Cites work
- Biases in frontier estimation due to heteroscedasticity
- Chance Constrained Efficiency Evaluation
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Formulation and estimation of stochastic frontier production function models
- Measuring the efficiency of decision making units
- NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
- Nonparametric efficiency analysis: a multivariate conditional quantile approach
- Quantile regression.
- Regression Quantiles
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Stochastic Frontier Analysis
Cited in
(17)- Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis
- Operational research and artificial intelligence methods in banking
- Quantile stochastic frontiers
- Quantile stochastic frontier models with endogeneity
- Quantile estimation of the stochastic frontier model
- Theory and statistical properties of quantile data envelopment analysis
- Microfoundations for stochastic frontiers
- A review of bank efficiency and productivity
- Robustness in stochastic frontier analysis
- Take it to the limit: innovative CVaR applications to extreme credit risk measurement
- Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis
- Robust maximum likelihood estimation of stochastic frontier models
- Risk and efficiency in the Central and Eastern European banking industry under quantile analysis
- Quantile Methods for Stochastic Frontier Analysis
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization?
- Nonparametric quantile frontier estimation under shape restriction
- Effects of heterogeneity on bank efficiency scores
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