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The robustness of the hyperbolic efficiency estimator

  • Bruffaerts, C.
  • De Rock, B.
  • Dehon, C.

The robustness properties of a specific type of orientation in the context of efficiency measurement using partial frontiers are investigated. This so called unconditional hyperbolic quantile estimator of efficiency has been recently studied and can be seen as an extension of the input/output methodology of partial frontiers that was introduced previously. The influence function as well as the breakdown point of this fully non-parametric and unconditional estimator are derived for a complete multivariate setup (multiple inputs and outputs). Like for the input and output quantile estimators, the hyperbolic quantile estimator is B-robust but unlike the two former types of estimator its breakdown point does not depend on the actual input or output level of the production unit. Some examples are given to assess the relevance of this type of estimator and to show the differences with the input and output quantile estimators of efficiency from both a robustness and a statistical efficiency point of view. Finally, a real life example is used to illustrate how the hyperbolic efficiency estimator might be used in a robust context.

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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 57 (2013)
Issue (Month): 1 ()
Pages: 349-363

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Handle: RePEc:eee:csdana:v:57:y:2013:i:1:p:349-363
Contact details of provider: Web page: http://www.elsevier.com/locate/csda

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  1. Rolf Färe & Shawna Grosskopf, 2000. "Theory and Application of Directional Distance Functions," Journal of Productivity Analysis, Springer, vol. 13(2), pages 93-103, March.
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  5. Abdelaati Daouia & Irène Gijbels, 2011. "Robustness and inference in nonparametric partial-frontier modeling," Post-Print peer-00796744, HAL.
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