Chernozhukov, Victor; Kocatulum, Emre; Menzel, Konrad - 2012
econometric structure of the problem allows us to construct convenient and powerful confidence regions based upon the weighted … structured projection methods, which rely upon building confidence sets for the frontier-determining sufficient parameters (e ….g. frontier-spanning portfolios), and then projecting them to obtain confidence sets for HJ sets or MF sets. Lastly, the framework …