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Estimating Frontier Cost Models Using Extremiles

In: Exploring Research Frontiers in Contemporary Statistics and Econometrics

Author

Listed:
  • Abdelaati Daouia

    (University of Toulouse, Toulouse School of Economics (GREMAQ))

  • Irène Gijbels

    (Katholieke Universiteit Leuven, Department of Mathematics and Leuven Statistics Research Center)

Abstract

In the econometric literature on the estimation of production technologies, there has been considerable interest in estimating so called cost frontier models that relate closely to models for extreme non-standard conditional quantiles (Aragon et al. Econ Theor 21:358–389, 2005) and expected minimum input functions (Cazals et al. J Econometrics 106:1–25, 2002). In this paper, we introduce a class of extremile-based cost frontiers which includes the family of expected minimum input frontiers and parallels the class of quantile-type frontiers. The class is motivated via several angles, which reveals its specific merits and strengths. We discuss nonparametric estimation of the extremile-based costs frontiers and establish asymptotic normality and weak convergence of the associated process. Empirical illustrations are provided.

Suggested Citation

  • Abdelaati Daouia & Irène Gijbels, 2011. "Estimating Frontier Cost Models Using Extremiles," Springer Books, in: Ingrid Van Keilegom & Paul W. Wilson (ed.), Exploring Research Frontiers in Contemporary Statistics and Econometrics, chapter 0, pages 65-81, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2349-3_4
    DOI: 10.1007/978-3-7908-2349-3_4
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