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A gamma-moment approach to monotonic boundaries estimation

Author

Listed:
  • Daouia, Abdelaati
  • Girard, Stéphane
  • Guillou, Armelle

Abstract

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.

Suggested Citation

  • Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle, 2013. "A gamma-moment approach to monotonic boundaries estimation," TSE Working Papers 13-411, Toulouse School of Economics (TSE).
    • Handle: RePEc:tse:wpaper:27252
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    More about this item

    Keywords

    cost function; edge data; extreme-value index; free disposal hull; moment frontier;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • D20 - Microeconomics - - Production and Organizations - - - General

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