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Nonparametric efficiency analysis: A multivariate conditional quantile approach
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DOI：10.1016/j.jeconom.2006.07.002.png)
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Abstract
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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.
Keywords:
efficiency
frontier estimation
Robust nonparametric estimators
conditional quantiles
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