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dc.contributor.authorSimar, Léopolden_US
dc.date.accessioned2009-01-29T14:55:06Z-
dc.date.available2009-01-29T14:55:06Z-
dc.date.issued2003en_US
dc.identifier.piurn:nbn:de:kobv:11-10050382-
dc.identifier.urihttp://hdl.handle.net/10419/22248-
dc.description.abstractIn frontier analysis, most of the nonparametric approaches (DEA, FDH) are based on envelopment ideas which suppose that with probability one, all the observed units belong to the attainable set. In these "deterministic" frontier models, statistical theory is now mostly available. In the presence of noise, this is no more true and envelopment estimators could behave dramatically since they are very sensitive to extreme observations that could result only from noise. DEA/FDH techniques would provide estimators with an error of the order of the standard deviation of the noise. In this paper we propose to adapt some recent results on detecting change points, to improve the performances of the classical DEA/FDH estimators in the presence of noise. We show by simulated examples that the procedure works well when the noise is of moderate size, in term of noise to signal ratio. It turns out that the procedure is also robust to outliers.en_US
dc.language.isoengen_US
dc.publisheren_US
dc.relation.ispartofseriesDiscussion papers of interdisciplinary research project 373 2003,33en_US
dc.subject.ddc330en_US
dc.subject.keywordNonparametric frontieren_US
dc.subject.keywordStochastic DEA/FDHen_US
dc.subject.keywordRobustness to outliersen_US
dc.subject.stwNichtparametrisches Verfahrenen_US
dc.subject.stwData-Envelopment-Analyseen_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwTheorieen_US
dc.titleHow to Improve the Performances of DEA/FDH Estimators in the Presence of Noise?en_US
dc.typeWorking Paperen_US
dc.identifier.ppn379165767en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:sfb373:200333-
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