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Nonparametric conditional efficiency measures: asymptotic properties

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  • Jeong, Seok-Oh
  • Park, Byeong U.
  • Simar, Leopold

Abstract

Cazals et al. (J. Econom. 106: 1–25, 2002 ), Daraio and Simar (J. Prod. Anal. 24: 93–121, 2005 ; Advanced Robust and Nonparametric Methods in Efficiency Analysis, 2007a ; J. Prod. Anal. 28: 13–32, 2007b ) developed a conditional frontier model which incorporates the environmental factors into measuring the efficiency of a production process in a fully nonparametric setup. They also provided the corresponding nonparametric efficiency measures: conditional FDH estimator, conditional DEA estimator. The two estimators have been applied in the literature without any theoretical background about their statistical properties. The aim of this paper is to provide an asymptotic analysis (i.e. asymptotic consistency and limit sampling distribution) of the conditional FDH and conditional DEA estimators. Copyright Springer Science+Business Media, LLC 2010
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Suggested Citation

  • Jeong, Seok-Oh & Park, Byeong U. & Simar, Leopold, 2010. "Nonparametric conditional efficiency measures: asymptotic properties," LIDAM Reprints ISBA 2010004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Handle: RePEc:aiz:louvar:2010004
    Note: In : Annals of Operations Research, vol. 173, no. 1, p. 105-122 (2010)
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    1. PARK, Byeong & TURLACH, Berwin, 1992. "Practical performance of several data driven bandwidth selectors," LIDAM Discussion Papers CORE 1992005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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