User menu

Measuring Firm Performance Using Nonparametric Quantile-type Distances

Bibliographic reference Daouia, Abdelaati ; Simar, Léopold ; Wilson, Paul. Measuring Firm Performance Using Nonparametric Quantile-type Distances. In: Econometric Reviews, Vol. 36, no. 1-3, p. 156-181 (2017)
Permanent URL http://hdl.handle.net/2078.1/144756
  1. Aigner Dennis, Lovell C.A.Knox, Schmidt Peter, Formulation and estimation of stochastic frontier production function models, 10.1016/0304-4076(77)90052-5
  2. Aragon Y., Daouia A., Thomas-Agnan C., NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH, 10.1017/s0266466605050206
  3. Battese George E., Corra Greg S., ESTIMATION OF A PRODUCTION FRONTIER MODEL: WITH APPLICATION TO THE PASTORAL ZONE OF EASTERN AUSTRALIA, 10.1111/j.1467-8489.1977.tb00204.x
  4. Bauer Keldon, Detecting abnormal credit union performance, 10.1016/j.jbankfin.2007.04.022
  5. Berger Allen N., The Economic Effects of Technological Progress: Evidence from the Banking Industry, 10.1353/mcb.2003.0009
  6. Cazals Catherine, Florens Jean-Pierre, Simar Léopold, Nonparametric frontier estimation: a robust approach, 10.1016/s0304-4076(01)00080-x
  7. Chambers Robert G., Chung Yangho, Färe Rolf, Benefit and Distance Functions, 10.1006/jeth.1996.0096
  8. Charnes A., Cooper W. W., Rhodes E., Evaluating Program and Managerial Efficiency: An Application of Data Envelopment Analysis to Program Follow Through, 10.1287/mnsc.27.6.668
  9. Daouia Abdelaati, Florens Jean-Pierre, Simar Léopold, Frontier estimation and extreme value theory, 10.3150/10-bej256
  10. Daouia Abdelaati, Gardes Laurent, Girard Stéphane, On kernel smoothing for extremal quantile regression, 10.3150/12-bej466
  11. Daouia Abdelaati, Gijbels Irène, Estimating Frontier Cost Models Using Extremiles, Exploring Research Frontiers in Contemporary Statistics and Econometrics (2011) ISBN:9783790823486 p.65-81, 10.1007/978-3-7908-2349-3_4
  12. Daouia A., Statistica Sinica, 16, 1233 (2006)
  13. Daouia Abdelaati, Simar Léopold, Robust nonparametric estimators of monotone boundaries, 10.1016/j.jmva.2004.10.005
  14. Daouia Abdelaati, Simar Léopold, Nonparametric efficiency analysis: A multivariate conditional quantile approach, 10.1016/j.jeconom.2006.07.002
  15. Daraio Cinzia, Simar Léopold, Introducing Environmental Variables in Nonparametric Frontier Models: a Probabilistic Approach, 10.1007/s11123-005-3042-8
  16. Daraio C., Advanced Robust and Nonparametric Methods in Efficiency Analysis (2007)
  17. Debreu Gerard, The Coefficient of Resource Utilization, 10.2307/1906814
  18. Deprins D., The Performance of Public Enterprises: Concepts and Measurements, 243 (1984)
  19. Donoho D. L., A Festschrift for Erich L. Lehmann (1983)
  20. Falk N., Annals of the Institute of Statistical Mathematics, 41, 19 (1989)
  21. Färe Rolf, Grosskopf Shawna, Lovell C. A. Knox, The Measurement of Efficiency of Production, ISBN:9789048158133, 10.1007/978-94-015-7721-2
  22. Farrell M. J., The Measurement of Productive Efficiency, 10.2307/2343100
  23. Frame W. Scott, Coelli Tim J., 10.1023/a:1007831600451
  24. Scott Frame W, Karels Gordon V, McClatchey Christine A, Do credit unions use their tax advantage to benefit members? Evidence from a cost function, 10.1016/s1058-3300(03)00005-3
  25. Fried Harold O., Knox Lovell C.A., Eeckaut Philippe Vanden, Evaluating the performance of US credit unions, 10.1016/0378-4266(93)90031-8
  26. Fried Harold O., Lovell C.A.Knox, Yaisawarng Suthathip, The impact of mergers on credit union service provision, 10.1016/s0378-4266(98)00090-9
  27. Gijbels I., Peng L., 10.1023/a:1011407111136
  28. Goddard John A, McKillop Donal G, Wilson John O.S, The growth of US credit unions, 10.1016/s0378-4266(01)00203-5
  29. Hall Peter, Nussbaum Michael, Stern Steven E., On the Estimation of a Support Curve of Indeterminate Sharpness, 10.1006/jmva.1997.1681
  30. Hall Peter, Park Byeong U, Stern Steven E, On Polynomial Estimators of Frontiers and Boundaries, 10.1006/jmva.1998.1738
  31. Hardle W., Park B.U., Tsybakov A.B., Estimation of Non-sharp Support Boundaries, 10.1006/jmva.1995.1075
  32. Hendricks Wallace, Koenker Roger, Hierarchical Spline Models for Conditional Quantiles and the Demand for Electricity, 10.1080/01621459.1992.10475175
  33. Hwang J.H., Park B.U., Ryu W., Limit theorems for boundary function estimators, 10.1016/s0167-7152(02)00211-0
  34. Kneip Alois, Park Byeong U., Simar Léopold, A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES, 10.1017/s0266466698146042
  35. Kneip Alois, Simar Léopold, Wilson Paul W., ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS, 10.1017/s0266466608080651
  36. Landajo Manuel, de Andrés Javier, Lorca Pedro, Measuring firm performance by using linear and non-parametric quantile regressions, 10.1111/j.1467-9876.2007.00610.x
  37. Meeusen Wim, van Den Broeck Julien, Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error, 10.2307/2525757
  38. Park B.U., Simar L., Weiner Ch., THE FDH ESTIMATOR FOR PRODUCTIVITY EFFICIENCY SCORES Asymptotic Properties, 10.1017/s0266466600166034
  39. Resnick Sidney I., Extreme Values, Regular Variation and Point Processes, ISBN:9780387759524, 10.1007/978-0-387-75953-1
  40. Rousseeuw Peter J., A new infinitesimal approach to robust estimation, 10.1007/bf00531978
  41. Approximation Theorems of Mathematical Statistics, ISBN:9780470316481, 10.1002/9780470316481
  42. Shephard R. W., Theory of Cost and Production Functions (1970)
  43. Simar Léopold, 10.1023/a:1027308001925
  44. Simar Léopold, Vanhems Anne, Probabilistic characterization of directional distances and their robust versions, 10.1016/j.jeconom.2011.10.002
  45. Simar Léopold, Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives, 10.1561/0800000020
  46. SMITH DONALD J., A Theoretic Framework for the Analysis of Credit Union Decision Making, 10.1111/j.1540-6261.1984.tb03899.x
  47. Spong K., Banking Regulation: Its Purposes, Implementation, and Effects (2000)
  48. Stevenson Rodney E., Likelihood functions for generalized stochastic frontier estimation, 10.1016/0304-4076(80)90042-1
  49. van der Vaart A. W., Asymptotic Statistics, ISBN:9780511802256, 10.1017/cbo9780511802256
  50. Watts V., Probability Theory and Related Fields, 54, 209 (1980)
  51. Wheelock David C., Wilson Paul W., Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations, 10.1016/j.jeconom.2008.05.007
  52. Wheelock David C., Wilson Paul W., Are Credit Unions Too Small?, 10.1162/rest_a_00121
  53. Wheelock David C., Wilson Paul W., The evolution of cost-productivity and efficiency among US credit unions, 10.1016/j.jbankfin.2012.08.003
  54. Wilson Paul W., Detecting Outliers in Deterministic Nonparametric Frontier Models With Multiple Outputs, 10.1080/07350015.1993.10509959