NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
非参数前沿估计:基于条件分位数的方法
In frontier analysis, most of the nonparametric approaches (free disposal hull [FDH], data envelopment analysis [DEA]) are based on envelopment ideas, and their statistical theory is now mostly available. However, by construction, they are very sensitive to outliers. Recently, a robust nonparametric estimator has been suggested by Cazals, Florens, and Simar (2002, Journal of Econometrics 1, 1–25). In place of estimating the full frontier, they propose rather to estimate an…