Probabilistic characterization of directional distances and their robust versions

Journal of Econometrics

Volumn 166, Issue 2, 2012, Pages 342-354

  Simar, Léopold ^a   Vanhems, Anne ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b TOULOUSE BUSINESS SCHOOL   (France)

Author keywords

Conditional measures of efficiency; Directional distance function; Mutual funds performances; Partial frontier; Robust nonparametric estimation

Indexed keywords

ASYMPTOTIC PROPERTIES; DIRECTIONAL DISTANCE FUNCTION; ENVIRONMENTAL FACTORS; MUTUAL FUNDS; PARTIAL FRONTIER; PRODUCTION UNITS; ROBUST NONPARAMETRIC ESTIMATION; SIMPLE METHOD;

INVESTMENTS;

ESTIMATION;

EID: 81955161803     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.10.002     Document Type: Article

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