Skip to Main content Skip to Navigation
Conference papers

A gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields

Abdelaati Daouia 1 Stéphane Girard 2 Armelle Guillou 3
2 MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology, LJK - Laboratoire Jean Kuntzmann, Inria Grenoble - Rhône-Alpes
Abstract : The estimation of optimal support boundaries under the monotonicity constraint is relatively unexplored and still in full development. This article examines a new extreme-value based model which provides a valid alternative for completely envelopment frontier models that often suffer from lack of precision, and for purely stochastic ones that are known to be sensitive to model misspecification. We provide different motivating applications including the estimation of the minimal cost in production activity and the assessment of the reliability of nuclear reactors.
Complete list of metadata

https://hal.archives-ouvertes.fr/hal-00851125
Contributor : Stephane Girard Connect in order to contact the contributor
Submitted on : Monday, August 12, 2013 - 2:53:42 PM
Last modification on : Thursday, January 20, 2022 - 5:30:21 PM

Identifiers

  • HAL Id : hal-00851125, version 1

Citation

Abdelaati Daouia, Stéphane Girard, Armelle Guillou. A gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields. EVA 2013 - 8th International Conference on Extreme Value Analysis, Jul 2013, Shanghai, China. ⟨hal-00851125⟩

Share

Metrics

Record views

237