.png){kind=icon}
返回
Nonparametric efficiency analysis: A multivariate conditional quantile approach
.png){kind=icon}
OA
AI
DOI：10.1016/j.jeconom.2006.07.002.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
This paper focuses on nonparametric efficiency analysis based on robust estimation of partial frontiers in a complete multivariate setup (multiple inputs and multiple outputs). It introduces alpha-quantile efficiency scores. A nonparametric estimator is proposed achieving strong consistency and asymptotic normality. Then if alpha increases to one as a function of the sample size we recover the properties of the FDH estimator. But our estimator is more robust to the perturbations in data, since it attains a finite gross-error sensitivity. Environmental variables can be introduced to evaluate efficiencies and a consistent estimator is proposed. Numerical examples illustrate the usefulness of the approach. (c) 2006 Elsevier B.V. All rights reserved.
Keyword:
efficiency
frontier estimation
Robust nonparametric estimators
conditional quantiles
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
4
论文数:
5.2K
被引数:
3.0W
机构
暂无机构信息
引用论文
.png){kind=icon}
查看更多内容