A gamma-moment approach to monotonic boundaries estimation

Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2013) A gamma-moment approach to monotonic boundaries estimation. TSE Working Paper, n. 13-411

WarningThere is a more recent version of this item available.
Download (1MB) | Preview
Official URL: http://tse-fr.eu/pub/27252


The estimation of optimal support boundaries under the monotonicity constraint is relatively
unexplored and still in full development. This article examines a new extreme-value based model
which provides a valid alternative for completely envelopment frontier models that often super
from lack of precision, and for purely stochastic ones that are known to be sensitive to model
misspecification. We provide different motivating applications including the estimation of the
minimal cost in production activity and the assessment of the reliability of nuclear reactors.

Item Type: Monograph (Working Paper)
Language: English
Date: May 2013
Uncontrolled Keywords: cost function, edge data, extreme-value index, free disposal hull, moment frontier
JEL codes: C13 - Estimation
C14 - Semiparametric and Nonparametric Methods
D20 - General
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 09 Jul 2014 17:36
Last Modified: 07 Mar 2018 13:22
OAI ID: oai:tse-fr.eu:27252
URI: http://publications.ut-capitole.fr/id/eprint/15648

Available Versions of this Item

Actions (login required)

View Item View Item


Downloads per month over past year