Nonparametric Frontier Estimation from Noisy Data

Florens, Jean-Pierre, Schwarz, Maik and Van Bellegem, Sébastien (2010) Nonparametric Frontier Estimation from Noisy Data. TSE Working Paper, n. 10-179

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Official URL: http://tse-fr.eu/pub/22897

Abstract

A new nonparametric estimator of production a frontier is defined and studied when the data set of production units is contaminated by measurement error. The measurement error is assumed to be an additive normal random variable on the input variable, but its variance is unknown. The estimator is a modification of the m-frontier, which necessitates the computation of a consistent estimator of the conditional survival function of the input variable given the output variable. In this paper, the identification and the consistency of a new estimator of the survival function is proved in the presence of additive noise with unknown variance. The performance of the estimator is also studied through simulated data.

Item Type: Monograph (Working Paper)
Language: English
Date: May 2010
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 06:02
Last Modified: 07 Mar 2018 13:22
OAI ID: oai:tse-fr.eu:22897
URI: http://publications.ut-capitole.fr/id/eprint/3399

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