Coverart for item
The Resource Advanced robust and nonparametric methods in efficiency analysis : methodology and applications, Cinzia Daraio, Léopold Simar, (electronic book)

Advanced robust and nonparametric methods in efficiency analysis : methodology and applications, Cinzia Daraio, Léopold Simar, (electronic book)

Label
Advanced robust and nonparametric methods in efficiency analysis : methodology and applications
Title
Advanced robust and nonparametric methods in efficiency analysis
Title remainder
methodology and applications
Statement of responsibility
Cinzia Daraio, Léopold Simar
Creator
Contributor
Author
Subject
Language
eng
Summary
Provides information on the developments in efficiency analysis. This book presents advanced nonparametric and robust methods complemented by empirical analysis of three different economic fields: scientific research, mutual funds industry and the insurance sector. It is of interest to applied economists and those focused on Operations Research
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Daraio, Cinzia
Dewey number
338/.06
Illustrations
illustrations
Index
index present
LC call number
HD56
LC item number
.D375 2007eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Simar, Léopold
http://library.link/vocab/subjectName
  • Industrial efficiency
  • Input-output analysis
  • Industries
  • Production functions (Economic theory)
Label
Advanced robust and nonparametric methods in efficiency analysis : methodology and applications, Cinzia Daraio, Léopold Simar, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 221-242) and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Cover -- Contents -- Dedication -- List of Figures -- List of Tables -- Preface -- Acknowledgments -- 1. INTRODUCTION -- 1.1 What this work is about -- 1.2 Improving the nonparametric approach in frontier analysis -- 1.3 An outline of the work -- Part I: Methodology -- 2. THE MEASUREMENT OF EFFICIENCY -- 2.1 Productivity and Efficiency -- 2.2 A short history of thought -- 2.3 The economic model -- 2.4 A taxonomy of efficient frontier models -- 2.5 The nonparametric frontier approach -- 2.6 Recent developments in nonparametric efficiency analysis -- 3. STATISTICAL INFERENCE IN NONPARAMETRIC FRONTIER ESTIMATION -- 3.1 Statistical foundation -- 3.2 Introducing stochastic noise in the model -- 3.3 Asymptotic results -- 3.4 Bootstrap techniques and applications -- 4. NONPARAMETRIC ROBUST ESTIMATORS: PARTIAL FRONTIERS -- 4.1 A re-formulation based on the probability of being dominated -- 4.2 Order-m frontiers and efficiency scores -- 4.3 Order- quantile-type frontiers -- 4.4 Properties of partial frontier estimators -- 4.5 Summary of the results for the output oriented case -- 4.6 Parametric approximations of robust nonparametric frontiers -- 4.7 Multivariate parametric approximations -- 5. CONDITIONAL MEASURES OF EFFICIENCY -- 5.1 Explaining efficiency in the literature -- 5.2 Introducing external-environmental variables -- 5.3 Bandwidth selection -- 5.4 An econometric methodology -- 5.5 Simulated illustrations -- Part II: Applications -- 6. ECONOMIES OF SCALE, SCOPE AND EXPERIENCE IN THE ITALIAN MOTOR-VEHICLE SECTOR -- 6.1 Introduction -- 6.2 Data description -- 6.3 Testing returns to scale and bootstrapping efficiency scores -- 6.4 Economies of scale -- 6.5 Economies of scope -- 6.6 Economies of experience -- 6.7 Conclusions -- 7. AGE, SCALE AND CONCENTRATION EFFECTS IN A PUBLIC RESEARCH SYSTEM -- 7.1 Introduction -- 7.2 Data description -- 7.3 Scale and concentration effects -- 7.4 Age effects on CNR scientific productivity -- 7.5 Robust parametric approximation of multioutput distance function -- 7.6 Conclusions -- 8. EXPLORING THE EFFECTS OF MANAGER TENURE, FUND AGE AND THEIR INTERACTION -- 8.1 Introduction -- 8.2 Data description -- 8.3 Impact of mutual fund manager tenure on performance -- 8.4 Interaction between manager tenure and fund age -- 8.5 Conclusions -- 9. CONCLUSIONS -- References -- Topic Index -- Author Index -- Last Page
Control code
SPR186508418
Dimensions
unknown
Extent
1 online resource (xxii, 248 pages)
Form of item
online
Isbn
9780387351551
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Specific material designation
remote
Label
Advanced robust and nonparametric methods in efficiency analysis : methodology and applications, Cinzia Daraio, Léopold Simar, (electronic book)
Publication
Bibliography note
Includes bibliographical references (pages 221-242) and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Cover -- Contents -- Dedication -- List of Figures -- List of Tables -- Preface -- Acknowledgments -- 1. INTRODUCTION -- 1.1 What this work is about -- 1.2 Improving the nonparametric approach in frontier analysis -- 1.3 An outline of the work -- Part I: Methodology -- 2. THE MEASUREMENT OF EFFICIENCY -- 2.1 Productivity and Efficiency -- 2.2 A short history of thought -- 2.3 The economic model -- 2.4 A taxonomy of efficient frontier models -- 2.5 The nonparametric frontier approach -- 2.6 Recent developments in nonparametric efficiency analysis -- 3. STATISTICAL INFERENCE IN NONPARAMETRIC FRONTIER ESTIMATION -- 3.1 Statistical foundation -- 3.2 Introducing stochastic noise in the model -- 3.3 Asymptotic results -- 3.4 Bootstrap techniques and applications -- 4. NONPARAMETRIC ROBUST ESTIMATORS: PARTIAL FRONTIERS -- 4.1 A re-formulation based on the probability of being dominated -- 4.2 Order-m frontiers and efficiency scores -- 4.3 Order- quantile-type frontiers -- 4.4 Properties of partial frontier estimators -- 4.5 Summary of the results for the output oriented case -- 4.6 Parametric approximations of robust nonparametric frontiers -- 4.7 Multivariate parametric approximations -- 5. CONDITIONAL MEASURES OF EFFICIENCY -- 5.1 Explaining efficiency in the literature -- 5.2 Introducing external-environmental variables -- 5.3 Bandwidth selection -- 5.4 An econometric methodology -- 5.5 Simulated illustrations -- Part II: Applications -- 6. ECONOMIES OF SCALE, SCOPE AND EXPERIENCE IN THE ITALIAN MOTOR-VEHICLE SECTOR -- 6.1 Introduction -- 6.2 Data description -- 6.3 Testing returns to scale and bootstrapping efficiency scores -- 6.4 Economies of scale -- 6.5 Economies of scope -- 6.6 Economies of experience -- 6.7 Conclusions -- 7. AGE, SCALE AND CONCENTRATION EFFECTS IN A PUBLIC RESEARCH SYSTEM -- 7.1 Introduction -- 7.2 Data description -- 7.3 Scale and concentration effects -- 7.4 Age effects on CNR scientific productivity -- 7.5 Robust parametric approximation of multioutput distance function -- 7.6 Conclusions -- 8. EXPLORING THE EFFECTS OF MANAGER TENURE, FUND AGE AND THEIR INTERACTION -- 8.1 Introduction -- 8.2 Data description -- 8.3 Impact of mutual fund manager tenure on performance -- 8.4 Interaction between manager tenure and fund age -- 8.5 Conclusions -- 9. CONCLUSIONS -- References -- Topic Index -- Author Index -- Last Page
Control code
SPR186508418
Dimensions
unknown
Extent
1 online resource (xxii, 248 pages)
Form of item
online
Isbn
9780387351551
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Specific material designation
remote

Library Locations

Processing Feedback ...