A Gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields

Daouia, Abdelaati;Girard, S.;Guillou, A.
(2012) , 27 pages

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Authors
  • Daouia, AbdelaatiUCLouvain
    Author
  • Girard, S.INRIA Grenoble Rhônes-Alpes, France
    Author
  • Guillou, A.Université de Strasbourg, France
    Author
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 completely envelopment frontier models that often suffer from lack of precision, and for purely stochastic ones that are known to be sensitive to model misspecication. We provide different motivating applications including the estimation of the minimal cost in production activity and the assessment of the reliability of nuclear reactors.
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Daouia, A., Girard, S., & Guillou, A. (2012). A Gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields (ISBA Discussion Paper 2012/35). https://hdl.handle.net/2078.5/204632