A Gamma-moment approach to monotonic boundary estimation

Daouia, Abdelaati;Girard, Stéphanie;Guillou, Armelle
(2014) Journal of Econometrics — Vol. 178, n° 2, p. 727-740 (2014)

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Authors
  • Daouia, AbdelaatiUCLouvain
    Author
  • Girard, StéphanieLaboratoire Jean Kuntzmann
    Author
  • Guillou, ArmelleUniversité de Strasbourg
    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 complete envelopment frontier models that often suffer from lack of precision, and for purely stochastic ones that are known to be sensitive to model misspecification. 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. (2014). A Gamma-moment approach to monotonic boundary estimation. Journal of Econometrics, 178(2), 727-740. https://doi.org/10.1016/j.jeconom.2013.10.013 (Original work published 2014)