IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v96y2005i2p311-331.html
   My bibliography  Save this article

Robust nonparametric estimators of monotone boundaries

Author

Listed:
  • Daouia, Abdelaati
  • Simar, Léopold

Abstract

This paper revisits some asymptotic properties of the robust nonparametric estimators of order-m and order-[alpha] quantile frontiers and proposes isotonized version of these estimators. Previous convergence properties of the order-m frontier are extended (from weak uniform convergence to complete uniform convergence). Complete uniform convergence of the order-m (and of the quantile order-[alpha]) nonparametric estimators to the boundary is also established, for an appropriate choice of m (and of [alpha], respectively) as a function of the sample size. The new isotonized estimators share the asymptotic properties of the original ones and a simulated example shows, as expected, that these new versions are even more robust than the original estimators. The procedure is also illustrated through a real data set.

Suggested Citation

  • Daouia, Abdelaati & Simar, Léopold, 2005. "Robust nonparametric estimators of monotone boundaries," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 311-331, October.
    • Handle: RePEc:eee:jmvana:v:96:y:2005:i:2:p:311-331
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(04)00213-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Léopold Simar & Paul Wilson, 2000. "Statistical Inference in Nonparametric Frontier Models: The State of the Art," Journal of Productivity Analysis, Springer, vol. 13(1), pages 49-78, January.
    2. Park, B.U. & Simar, L. & Weiner, Ch., 2000. "The Fdh Estimator For Productivity Efficiency Scores," Econometric Theory, Cambridge University Press, vol. 16(6), pages 855-877, December.
    3. Léopold Simar, 2003. "Detecting Outliers in Frontier Models: A Simple Approach," Journal of Productivity Analysis, Springer, vol. 20(3), pages 391-424, November.
    4. Cazals, Catherine & Florens, Jean-Pierre & Simar, Leopold, 2002. "Nonparametric frontier estimation: a robust approach," Journal of Econometrics, Elsevier, vol. 106(1), pages 1-25, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Amparo Soler Domínguez & Juan Carlos Matallín Sáez & Emili Tortosa Ausina, 2011. "On the informativeness of persistence for mutual funds' performance evaluation using partial frontiers," Working Papers. Serie EC 2011-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    2. David C. Wheelock & Paul W. Wilson, 2003. "Robust nonparametric estimation of efficiency and technical change in U.S. commercial banking," Working Papers 2003-037, Federal Reserve Bank of St. Louis.
    3. Cinzia Daraio & Léopold Simar, 2007. "Conditional nonparametric frontier models for convex and nonconvex technologies: a unifying approach," Journal of Productivity Analysis, Springer, vol. 28(1), pages 13-32, October.
    4. Cinzia Daraio & Léopold Simar, 2005. "Introducing Environmental Variables in Nonparametric Frontier Models: a Probabilistic Approach," Journal of Productivity Analysis, Springer, vol. 24(1), pages 93-121, September.
    5. Wheelock, David C. & Wilson, Paul W., 2008. "Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 209-225, July.
    6. Daouia, Abdelaati & Simar, Leopold, 2007. "Nonparametric efficiency analysis: A multivariate conditional quantile approach," Journal of Econometrics, Elsevier, vol. 140(2), pages 375-400, October.
    7. Thieme, Claudio & Prior, Diego & Tortosa-Ausina, Emili, 2013. "A multilevel decomposition of school performance using robust nonparametric frontier techniques," Economics of Education Review, Elsevier, vol. 32(C), pages 104-121.
    8. Franz R. Hahn, 2007. "Determinants of Bank Efficiency in Europe. Assessing Bank Performance Across Markets," WIFO Studies, WIFO, number 31499, February.
    9. Camilla Mastromarco & Léopold Simar, 2021. "Latent heterogeneity to evaluate the effect of human capital on world technology frontier," Journal of Productivity Analysis, Springer, vol. 55(2), pages 71-89, April.
    10. Simar, Léopold & Vanhems, Anne, 2012. "Probabilistic characterization of directional distances and their robust versions," Journal of Econometrics, Elsevier, vol. 166(2), pages 342-354.
    11. Léopold Simar & Valentin Zelenyuk, 2011. "Stochastic FDH/DEA estimators for frontier analysis," Journal of Productivity Analysis, Springer, vol. 36(1), pages 1-20, August.
    12. Kristof De Witte & Rui Marques, 2010. "Designing performance incentives, an international benchmark study in the water sector," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 18(2), pages 189-220, June.
    13. Gilbert, R. Alton & Wheelock, David C. & Wilson, Paul W., 2004. "New evidence on the Fed's productivity in providing payments services," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2175-2190, September.
    14. Cinzia Daraio & Léopold Simar & Paul W. Wilson, 2020. "Fast and efficient computation of directional distance estimators," Annals of Operations Research, Springer, vol. 288(2), pages 805-835, May.
    15. Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2023. "Proportional incremental cost probability functions and their frontiers," Empirical Economics, Springer, vol. 64(6), pages 2721-2756, June.
    16. de Sousa, Maria da Conceição Sampaio & Cribari-Neto, Francisco & Stosic, Borko D., 2005. "Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: The Case of Public Services in Brazilian Municipalities," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 25(2), November.
    17. Mastromarco, Camilla & Simar, Leopold, 2017. "Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance," LIDAM Discussion Papers ISBA 2017030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    18. Fulvio Castellacci & Jinghai Zheng, 2010. "Technological regimes, Schumpeterian patterns of innovation and firm-level productivity growth," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 19(6), pages 1829-1865, December.
    19. Bădin, Luiza & Daraio, Cinzia & Simar, Léopold, 2012. "How to measure the impact of environmental factors in a nonparametric production model," European Journal of Operational Research, Elsevier, vol. 223(3), pages 818-833.
    20. Mª Pilar García-Alcober & Emili Tortosa-Ausina & Diego Prior & Manuel Illueca, 2014. "Cost and revenue efficiency in Spanish banking: What distributions show," Working Papers 2014/12, Economics Department, Universitat Jaume I, Castellón (Spain).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:96:y:2005:i:2:p:311-331. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.