株式会社極東書店トップ商品一覧Estimation and Inference in Nonparametric Frontier Models : Recent Developments and Perspectives.

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Estimation and Inference in Nonparametric Frontier Models

Estimation and Inference in Nonparametric Frontier Models : Recent Developments and Perspectives. ノンパラメトリック・フロンティアモデルにおける推定と推測

・ISBN 978-1-60198-666-5 paper

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著者・編者Simar, Léopold / Wilson, P. W.,
シリーズFoundations and Trends in Econometrics
出版社(Now Publishers, US)
出版年月2013
ページ数168 pp.
言語ENG
ニュース番号<612-293>

解説

Estimation and Inference in Nonparametric Frontier Models provides a thorough examination of this topic for students and researchers alike. While nonparametric estimators are widely used to estimate the Productive efficiency of firms and other organizations, it is often done without any attempt to make statistical inference. Recent work has provided statistical properties of these estimators and methods for making statistical inference has established a link between frontier estimation and extreme value theory. New estimators that avoid many of the problems inherent with traditional efficiency estimators have been developed and these new estimators are robust with respect to outliers and avoid the problem of dimensionality. In addition, statistical properties, including asymptotic distributions, of the new estimators are uncovered. Finally, the authors show several approaches for introducing environmental variables into Production models.