Robust nonparametric frontier estimation in two steps
提出一种两步非参数回归方法，在多维投入下稳健估计生产前沿，能处理异常值和形状约束，理论性质良好，模拟和实证表现优异。
We propose a robust methodology for estimating production frontiers with multi-dimensional input via a two-step nonparametric regression, in which we estimate the level and shape of the frontier before shifting it to an appropriate position. Our main contribution is to derive a novel frontier estimation method under a variety of flexible models which is robust to the presence of outliers and possesses some inherent advantages over traditional frontier estimators. Our approach may be viewed as a simplification, yet a generalization, of those proposed by Martins-Filho and coauthors, who estimate frontier surfaces in three steps. In particular, outliers, as well as commonly seen shape constraints of the frontier surfaces, such as concavity and monotonicity, can be straightforwardly handled by our estimation procedure. We show consistency and asymptotic distributional theory of our resulting estimators under standard assumptions in the multi-dimensional input setting. The competitive finite-sample performances of our estimators are highlighted in both simulation studies and empirical data analysis.