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.