A Γ-moment approach to monotonic boundary estimation

A-Tier
Journal: Journal of Econometrics
Year: 2014
Volume: 178
Issue: 2
Pages: 727-740

Authors (3)

Daouia, Abdelaati (Toulouse School of Economics (...) Girard, Stéphane (not in RePEc) Guillou, Armelle (not in RePEc)

Score contribution per author:

1.345 = (α=2.02 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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 complete envelopment frontier models that often suffer 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.

Technical Details

RePEc Handle
repec:eee:econom:v:178:y:2014:i:2:p:727-740
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25