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Daouia, Abdelaati
, Laurent, Thibault and Noh, Hohsuk
(2015)
npbr: A Package for Nonparametric Boundary Regression in R.
TSE Working Paper, n. 15-576, Toulouse
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Abstract
The package npbr is the first free specialized software for data edge and frontier analysis in the statistical literature. It provides a variety of functions for the best known and most innovative approaches to nonparametric boundary estimation. The selected methods are concerned with empirical, smoothed, unrestricted as well as constrained fits under both single and multiple shape constraints. They also cover data envelopment techniques as well as robust approaches to outliers. The routines included in npbr are user friendly and afford a large degree of flexibility in the estimation specifications. They provide smoothing parameter selection for the modern local linear and polynomial spline methods as well as for some promising extreme value techniques. Also, they seamlessly allow for Monte Carlo comparisons among the implemented estimation procedures. This package will be very useful for statisticians and applied researchers interested in employing nonparametric boundary regression models. Its use is illustrated with a number of empirical applications and simulated examples.
| Item Type: | Monograph (Working Paper) |
|---|---|
| Language: | English |
| Date: | May 2015 |
| Place of Publication: | Toulouse |
| Uncontrolled Keywords: | Boundary curve, concavity, extreme-values, kernel smoothing, linear programming, local linear fitting, monotonicity, multiple shape constraints, piecewise polynomials, spline smoothing, R |
| JEL Classification: | C14 - Semiparametric and Nonparametric Methods C61 - Optimization Techniques; Programming Models; Dynamic Analysis C63 - Computational Techniques; Simulation Modeling C87 - Econometric Software |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Institution: | Université Toulouse 1 Capitole |
| Site: | UT1 |
| Date Deposited: | 21 Sep 2015 13:08 |
| Last Modified: | 02 Apr 2021 15:49 |
| OAI Identifier: | oai:tse-fr.eu:29308 |
| URI: | https://publications.ut-capitole.fr/id/eprint/16907 |
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- npbr: A Package for Nonparametric Boundary Regression in R. (deposited 21 Sep 2015 13:08) [Currently Displayed]
