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  • 标题:Nonparametric frontier estimation from noisy data.
  • 本地全文:下载
  • 作者:Maik SCHWARZ ; Sébastien VAN BELLEGEM ; Jean-Pierre FLORENS
  • 期刊名称:CORE Discussion Papers / Center for Operations Research and Econometrics (UCL), Louvain
  • 出版年度:2010
  • 卷号:2010
  • 期号:1
  • 出版社:Center for Operations Research and Econometrics (UCL), Louvain
  • 摘要:A new nonparametric estimator of production frontiers is defined and studied when the data set of production units is contaminated by measurement error. The measurement error is assumed to be an additive normal random variable on the input variable, but its variance is unknown. The estimator is a modification of the m-frontier, which necessitates the computation of a consistent estimator of the conditional survival function of the input variable given the output variable. In this paper, the identification and the consistency of a new estimator of the survival function is proved in the presence of additive noise with unknown variance. The performance of the estimator is also studied through simulated data.
  • 关键词:Keywords: production frontier, deconvolution, measurement error, efficiency analysis.
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