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Daouia, Abdelaati
, Girard, Stéphane and Guillou, Armelle
(2014)
A gamma-moment approach to monotonic boundary estimation.
Journal of Econometrics, 178 (2).
pp. 727-740.
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Abstract
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 complete envelopment frontier models that often suffer 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: | Article |
|---|---|
| Language: | English |
| Date: | February 2014 |
| Refereed: | Yes |
| Uncontrolled Keywords: | Cost function, Edge data, Extreme-value index, Free disposal hull, Moment frontier |
| JEL Classification: | C13 - Estimation C14 - Semiparametric and Nonparametric Methods D20 - General |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 09 Jul 2014 17:40 |
| Last Modified: | 02 Apr 2021 15:48 |
| OAI Identifier: | oai:tse-fr.eu:27753 |
| URI: | https://publications.ut-capitole.fr/id/eprint/15778 |
Available Versions of this Item
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A gamma-moment approach to monotonic boundaries estimation. (deposited 09 Jul 2014 17:36)
- A gamma-moment approach to monotonic boundary estimation. (deposited 09 Jul 2014 17:40) [Currently Displayed]
