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Nonparametric frontier estimation from noisy data

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  • SCHWARZ, Maik

    ()
    (Université catholique de Louvain, Institut de Statistique, de Biostatistique et de Sciences Actuarielles, B-1348 Louvain-la-Neuve, Belgium)

  • VAN BELLEGEM, Sébastien

    ()
    (Toulouse School of Economics, France; Université catholique de Louvain, CORE, B-1348 Louvain-la-Neuve, Belgium)

  • FLORENS, Jean - Pierre

    (Toulouse School of Economics, France)

Abstract

A new nonparametric estimator of production frontiers is defined and studied when the data set of production units is contaminated by measurement error. The measurement error is assumed to be an additive normal random variable on the input variable, but its variance is unknown. The estimator is a modification of the m-frontier, which necessitates the computation of a consistent estimator of the conditional survival function of the input variable given the output variable. In this paper, the identification and the consistency of a new estimator of the survival function is proved in the presence of additive noise with unknown variance. The performance of the estimator is also studied through simulated data.

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Bibliographic Info

Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 2010050.

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Date of creation: 01 Aug 2010
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Handle: RePEc:cor:louvco:2010050

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Keywords: production frontier; deconvolution; measurement error; efficiency analysis;

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  1. Bruno de Borger & Kristiaan Kerstens & Wim Moesen & Jacques Vanneste, 1994. "A non-parametric Free Disposal Hull (FDH) approach to technical efficiency: an illustration of radial and graph efficiency measures and some sensitivity results," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(IV), pages 647-667, December.
  2. Belleflamme,Paul & Peitz,Martin, 2010. "Industrial Organization," Cambridge Books, Cambridge University Press, number 9780521681599, November.
  3. Winfried Pohlmeier & Luc Bauwens & David Veredas, 2007. "High frequency financial econometrics. Recent developments," ULB Institutional Repository 2013/136223, ULB -- Universite Libre de Bruxelles.
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