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Nonparametric conditional efficiency measures: asymptotic properties

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Jeong, Seok-Oh Park, Byeong U. Simar, Léopold [UCL]

Cazals et al. (J. Econom. 106: 1-25, 2002), Daraio and Simar (J. Prod. Anal. 24: 93-121, 2005; Advanced Robust and Nonparametric Methods in Efficiency Analysis, 2007a; J. Prod. Anal. 28: 13-32, 2007b) developed a conditional frontier model which incorporates the environmental factors into measuring the efficiency of a production process in a fully nonparametric setup. They also provided the corresponding nonparametric efficiency measures: conditional FDH estimator, conditional DEA estimator. The two estimators have been applied in the literature without any theoretical background about their statistical properties. The aim of this paper is to provide an asymptotic analysis (i.e. asymptotic consistency and limit sampling distribution) of the conditional FDH and conditional DEA estimators.

Document type Article de périodique (Journal article) – Article de recherche
Access type Accès restreint
Publication date 2010
Language Anglais
Journal information "Annals of Operations Research" - Vol. 173, no. 1, p. 105-122 (2010)
Peer reviewed yes
Publisher Springer (Dordrecht)
issn 0254-5330
e-issn 1572-9338
Publication status Publié
Affiliation UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
Keywords Frontier model ; Environmental variable ; Conditional frontier ; Conditional DEA ; Conditional FDH ; Asymptotic distribution
Links
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Bibliographic reference Jeong, Seok-Oh ; Park, Byeong U. ; Simar, Léopold. Nonparametric conditional efficiency measures: asymptotic properties. In: Annals of Operations Research, Vol. 173, no. 1, p. 105-122 (2010)
Permanent URL http://hdl.handle.net/2078.1/34168