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Daouia, Abdelaati
, Florens, Jean-Pierre and Simar, Léopold
(2009)
Frontier Estimation and Extreme Values Theory.
TSE Working Paper, n. 10-165
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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: | January 2009 |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 18 Jan 2012 06:02 |
| Last Modified: | 02 Apr 2021 15:36 |
| OAI Identifier: | oai:tse-fr.eu:22818 |
| URI: | https://publications.ut-capitole.fr/id/eprint/3384 |
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- Frontier Estimation and Extreme Values Theory. (deposited 18 Jan 2012 06:02) [Currently Displayed]
