EconPapers    
Economics at your fingertips  
 

Limit Distribution of Convex-Hull Estimators of Boundaries

Seok-Oh Jeong and Byeong U. Park

No 2004,39, Papers from Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE)

Abstract: Given n independent and identically distributed observations in a set G with an unknown function g, called a boundary or frontier, it is desired to estimate g from the observations. The problem has several important applications including classification and cluster analysis, and is closely related to edge estimation in image reconstruction. It is particularly important in econometrics. The convex-hull estimator of a boundary or frontier is very popular in econometrics, where it is a cornerstone of a method known as `data envelope analysis´ or DEA. In this paper we give a large sample approximation of the distribution of the convex-hull estimator in the general case where p>=1. We discuss ways of using the large sample approximation to correct the bias of the convex-hull and the DEA estimators and to construct confidence intervals for the true function.

Keywords: Convex-hull; free disposal hull; frontier function; data envelope analysis; productivity analysis; rate of convergence (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/22212/1/39_soj_bup.pdf (application/pdf)

Related works:
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:zbw:caseps:200439

Access Statistics for this paper

More papers in Papers from Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE) Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().

 
Page updated 2018-11-24
Handle: RePEc:zbw:caseps:200439