Daouia, Abdelaati; Florens, Jean-Pierre; Simar, Léopold - Toulouse School of Economics (TSE) - 2009
In this paper we investigate the problem of nonparametric monotone frontier estimation from an extreme-values theory perspective. This allows to revisit the asymptotic theory of the popular Free Disposal Hull estimator in a general setup, to derive new and asymptotically Gaussian estimators and...