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Article Dans Une Revue Journal of Econometrics Année : 2007

Nonparametric efficiency analysis: a multivariate conditional quantile approach

Résumé

This paper focuses on nonparametric efficiency analysis based on robust estimation of partial frontiers in a complete multivariate setup (multiple inputs and multiple outputs). It introduces α-quantile efficiency scores. A nonparametric estimator is proposed achieving strong consistency and asymptotic normality. Then if α increases to one as a function of the sample size we recover the properties of the FDH estimator. But our estimator is more robust to the perturbations in data, since it attains a finite gross-error sensitivity. Environmental variables can be introduced to evaluate efficiencies and a consistent estimator is proposed. Numerical examples illustrate the usefulness of the approach.

Dates et versions

hal-02663745 , version 1 (31-05-2020)

Identifiants

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Abdelaati Daouia, Léopold Simar. Nonparametric efficiency analysis: a multivariate conditional quantile approach. Journal of Econometrics, 2007, 140 (2), pp.375-400. ⟨10.1016/j.jeconom.2006.07.002⟩. ⟨hal-02663745⟩
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