Robust maximum likelihood estimation of stochastic frontier models

DOI10.1016/J.EJOR.2022.12.033MaRDI QIDQ6112746zbMATH OpenFDO

Authors Alexander D. Stead, Phill Wheat, William Greene

Publication date 10 July 2023

Published in European Journal of Operational Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/J.EJOR.2022.12.033

zbMATH Keywords

outliersrobustness and sensitivity analysisstochastic frontier analysis

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• A Laplace stochastic frontier model
• A stationary point for the stochastic frontier likelihood
• DEA and its use in the regulation of water companies
• DEA-based yardstick competition: The optimality of best practice regulation
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Formulation and estimation of stochastic frontier production function models
• Forward search outlier detection in data envelopment analysis
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Inference in stochastic frontier analysis with dependent error terms
• Inferences from cross-sectional, stochastic frontier models
• Least Median of Squares Regression
• Local influence analysis of stochastic frontier estimation: a case-weights perturbation approach
• Maximum L\(q\)-likelihood estimation
• Measuring the efficiency of decision making units
• Minimum Hellinger distance estimates for parametric models
• On the distribution of estimated technical efficiency in stochastic frontier models
• On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*
• Outlier detection in data envelopment analysis: an analysis of jackknifing
• Outliers, Sample Size and Robust Estimation of Stochastic Frontier Production Models
• Quantile estimation of stochastic frontier models with the normal-half normal specification: a cumulative distribution function approach
• Quantile estimation of stochastic frontiers with the normal-exponential specification
• Quantile estimation of the stochastic frontier model
• Quantile regression for robust bank efficiency score estimation
• Quantile stochastic frontier models with endogeneity
• Quantile stochastic frontiers
• Robust and efficient estimation by minimising a density power divergence
• Robust estimation in stochastic frontier models
• Robust Estimation of a Location Parameter
• Robust Gaussian graphical modeling
• Robustness of the student t based M-estimator
• Stochastic data envelopment analysis: a quantile regression approach to estimate the production frontier
• Stochastic frontier models with dependent error components
• The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem
• The skew generalized t (SGT) distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
• The super-efficiency procedure for outlier identification, not for ranking efficient units

Cited in

(3)

• Outliers, Sample Size and Robust Estimation of Stochastic Frontier Production Models
• ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS
• Robustness in stochastic frontier analysis

This page was built for publication: Robust maximum likelihood estimation of stochastic frontier models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6112746)