A smooth nonparametric conditional quantile frontier estimator

DOI10.1016/j.jeconom.2007.10.004zbMath1418.62141OpenAlexW2070307990MaRDI QIDQ291120

Carlos Martins-Filho, Feng Yao

Publication date: 6 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.10.004

zbMATH Keywords

production functionconditional quantile estimationnonparametric frontier

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

Semiparametric Stochastic Frontier Estimation via Profile Likelihood ⋮ Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour ⋮ NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY ⋮ Generalized quantile and expectile properties for shape constrained nonparametric estimation ⋮ Empirical implementation of nonparametric first-price auction models ⋮ Nonparametric quantile frontier estimation under shape restriction ⋮ Quantile stochastic frontiers ⋮ Online banking performance evaluation using data envelopment analysis and principal component analysis ⋮ High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression ⋮ Quantile Methods for Stochastic Frontier Analysis

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