EMBAF

Estimating monotone boundaries and frontiers

 Coordinatore UNIVERSITE CATHOLIQUE DE LOUVAIN 

 Organization address address: Place De L'Universite 1
city: LOUVAIN LA NEUVE
postcode: 1348

contact info
Titolo: Mr.
Nome: Francisco
Cognome: Santana Ferra
Email: send email
Telefono: 3210474338
Fax: +32 10 47 43 01

 Nazionalità Coordinatore Belgium [BE]
 Totale costo 163˙800 €
 EC contributo 163˙800 €
 Programma FP7-PEOPLE
Specific programme "People" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013)
 Code Call FP7-PEOPLE-2010-IEF
 Funding Scheme MC-IEF
 Anno di inizio 2011
 Periodo (anno-mese-giorno) 2011-12-01   -   2013-11-30

 Partecipanti

# participant  country  role  EC contrib. [€] 
1    UNIVERSITE CATHOLIQUE DE LOUVAIN

 Organization address address: Place De L'Universite 1
city: LOUVAIN LA NEUVE
postcode: 1348

contact info
Titolo: Mr.
Nome: Francisco
Cognome: Santana Ferra
Email: send email
Telefono: 3210474338
Fax: +32 10 47 43 01

BE (LOUVAIN LA NEUVE) coordinator 163˙800.00

Mappa


 Word cloud

Esplora la "nuvola delle parole (Word Cloud) per avere un'idea di massima del progetto.

isotonic    recent    model    frontier    mathematical    partial    estimation    monotone    models    literature    class    unsolved    frontiers    statistics    estimators    ones   

 Obiettivo del progetto (Objective)

'The estimation of monotone support boundaries is relatively unexplored and still in full development. This research project examines two partial frontier models which provide a valid alternative for purely stochastic ones, that are known to be sensitive to model misspecification, and for completely envelopment models, which often suffer from lack of robustness and precision. The development of mathematical properties under these two recent models is, however, often a lot harder than under the other ones. This project tries to solve this difficulty by attacking many unsolved issues.

The added value of this study is three-fold. First, we contribute to the recent literature on robust frontier modeling by tackling the vexing defect of non-monotonicity of large empirical partial frontiers. Moreover, we will regularize both partial frontier estimators by relying on a conditional Generalized Pareto model. Other improvements include the extension to fractional expected-maximum frontiers and to non-positive data.

Second, we contribute to the expanding literature on isotonic estimation of a multivariate monotone function by analyzing projection-type versions of its unconstrained estimator. In most studies employing this technique, the difficult question of developing the asymptotic distributional behavior remains unsolved. We will show here that the projected isotonic estimators are free of charge.

Finally, we will introduce a new class of specific probability-weighted moments, ‘xpectiles’ called, which parallels the class of quantiles. It will be motivated via several angles, and is expected to afford an appropriate theory that better displays the interesting features of the population distribution.

Each of these three research ideas, coming from different areas in statistics is an independent and challenging research project on its own. The methodologies developed and the results found will be important both for a mathematical statistics and an econometrics audience.'

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MOSTMASSIVESTARS (2009)

The Most Massive Stars in the Local Universe

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RLMFNC (2010)

Rabbinic Literature in Moravia from the Fifteenth to the Nineteenth Century

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BIOANODE (2012)

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