Frontier Estimation and Extreme Values Theory

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2009) Frontier Estimation and Extreme Values Theory. IDEI Working Paper, n. 611

[img]
Preview
Text
Download (1MB) | Preview
Official URL: http://tse-fr.eu/pub/22785

Abstract

In this paper we investigate the problem of nonparametric monotone frontier estimation from an extreme-values theory perspective. This allows to revisit the asymptotic theory of the popular Free Disposal Hull estimator in a general setup, to derive new and asymptotically Gaussian estimators and to provide useful asymptotic confidence bands for the monotone boundary function. The finite sample behavior of the suggested estimators is explored through Monte-Carlo experiments. We also apply our approach to a real data set on the production activity of the French postal services.

Item Type: Monograph (Working Paper)
Language: English
Date: 2009
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 09 Jul 2014 17:12
Last Modified: 07 Mar 2018 13:22
OAI ID: oai:tse-fr.eu:22785
URI: http://publications.ut-capitole.fr/id/eprint/15043

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year