Nonparametric efficiency analysis : A multivariate conditional quantile approach

@inproceedings{Daouiaa2006NonparametricEA,
  title={Nonparametric efficiency analysis : A multivariate conditional quantile approach},
  author={Abdelaati Daouiaa and L{\'e}opold Simarb},
  year={2006}
}
  • Abdelaati Daouiaa, Léopold Simarb
  • Published 2006
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 a-quantile efficiency scores. A nonparametric estimator is proposed achieving strong consistency and asymptotic normality. Then if a 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… CONTINUE READING
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