Martins-Filho, Carlos; Yao, Feng - In: Journal of Econometrics 143 (2008) 2, pp. 317-333
Traditional estimators for nonparametric frontier models (DEA, FDH) are very sensitive to extreme values/outliers. Recently, Aragon et al. [2005. Nonparametric frontier estimation: a conditional quantile-based approach. Econometric Theory 21, 358-389] proposed a nonparametric [alpha]-frontier...
