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Asymptotic theory for bootstrap methods in statistics
Rudolf Beran,Gilles R. Ducharme +1 more
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The article was published on 1991-11-01 and is currently open access. It has received 101 citations till now. The article focuses on the topics: Asymptotic analysis & Asymptotology.read more
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Statistical inference in nonparametric frontier models: the state of the art
Léopold Simar,Paul W. Wilson +1 more
TL;DR: In this article, the authors define a statistical model allowing determination of the statistical properties of the nonparametric estimators in the multi-output and multi-input case, and provide the asymptotic sampling distribution of the FDH estimator in a multivariate setting and of the DEA estimator for the bivariate case.
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A general methodology for bootstrapping in non-parametric frontier models
Leâ Opold Simar,Paul W. Wilson +1 more
TL;DR: This paper proposes a general methodology for bootstrapping in frontier models, extending the more restrictive method proposed in Simar & Wilson (1998) by allowing for heterogeneity in the structure of efficiency.
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Nonparametric Regression Techniques in Economics
TL;DR: In this article, a brief overview of the class of models under study and central theoretical issues such as the curse of dimensionality, the bias-variance trade-off and rates of convergence are discussed.
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Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives
Léopold Simar,Paul W. Wilson +1 more
TL;DR: In this paper, a link between frontier estimation and extreme value theory has been established, and several approaches exist for introducing environmental variables into production models; both two-stage approaches, in which estimated efficiencies are regressed on environmental variables, and conditional efficiency measures, as well as the underlying assumptions required for either approach, are examined.
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Bootstrap Methods For Time Series
TL;DR: It is argued that methods for implementing the bootstrap with time‐series data are not as well understood as methods for data that are independent random samples, and there is a considerable need for further research.