EconPapers    
Economics at your fingertips  
 

Estimation of the Boundary of a Variable Observed with A Symmetric Error

Jean-Pierre Florens, Leopold Simar () and Ingrid Van Keilegom
Additional contact information
Jean-Pierre Florens: TSE - Toulouse School of Economics - UT1 - Université Toulouse 1 Capitole - Université Fédérale Toulouse Midi-Pyrénées - EHESS - École des hautes études en sciences sociales - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement
Ingrid Van Keilegom: UCL - Université Catholique de Louvain = Catholic University of Louvain

Post-Print from HAL

Abstract: Consider the model with , where tau is an unknown constant (the boundary of X), Z is a random variable defined on , epsilon is a symmetric error, and epsilon and Z are independent. Based on an iid sample of Y, we aim at identifying and estimating the boundary tau when the law of epsilon is unknown (apart from symmetry) and in particular its variance is unknown. We propose an estimation procedure based on a minimal distance approach and by making use of Laguerre polynomials. Asymptotic results as well as finite sample simulations are shown. The paper also proposes an extension to stochastic frontier analysis, where the model is conditional to observed variables. The model becomes , where Y is a cost, w(1) are the observed outputs and w(2) represents the observed values of other conditioning variables, so Z is the cost inefficiency. Some simulations illustrate again how the approach works in finite samples, and the proposed procedure is illustrated with data coming from post offices in France.

Keywords: Laguerre polynomials; frontier estimation; flexible parametric family; cumulant function; Characteristic function (search for similar items in EconPapers)
Date: 2020-03
New Economics Papers: this item is included in nep-eff
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-02929524
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed

Published in Journal of the American Statistical Association, Taylor & Francis, 2020, 115 (529), pp.425-451. ⟨10.1080/01621459.2018.1555093⟩

Downloads: (external link)
https://hal.archives-ouvertes.fr/hal-02929524/document (application/pdf)

Related works:
Journal Article: Estimation of the Boundary of a Variable Observed With Symmetric Error (2020) Downloads
Working Paper: Estimation of the Boundary of a Variable observed with Symmetric Error (2019)
Working Paper: Estimation of the Boundary of a Variable Observed with A Symmetric Error (2019) Downloads
Working Paper: Estimation of the Boundary of a Variable observed with Symmetric Error (2018) Downloads
Working Paper: Estimation of the boundary of a variable observed with symmetric error (2018) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02929524

DOI: 10.1080/01621459.2018.1555093

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().

 
Page updated 2022-01-17
Handle: RePEc:hal:journl:hal-02929524