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A gamma-moment approach to monotonic boundaries estimation

  • Daouia, Abdelaati
  • Girard, Stéphane
  • Guillou, Armelle
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    The estimation of optimal support boundaries under the monotonicity constraint is relatively unexplored and still in full development. This article examines a new extreme-value based model which provides a valid alternative for completely envelopment frontier models that often super from lack of precision, and for purely stochastic ones that are known to be sensitive to model misspecification. We provide different motivating applications including the estimation of the minimal cost in production activity and the assessment of the reliability of nuclear reactors.

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    File URL: http://www.tse-fr.eu/images/doc/wp/etrie/wp_tse_411.pdf
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    Paper provided by Toulouse School of Economics (TSE) in its series TSE Working Papers with number 13-411.

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    Date of creation: May 2013
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    Publication status: Published in Journal of Econometrics, vol.�178, n°2, février 2014, p.�727-740.
    Handle: RePEc:tse:wpaper:27252
    Contact details of provider: Phone: (+33) 5 61 12 86 23
    Web page: http://www.tse-fr.eu/

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