Exploring Research Frontiers in Contemporary Statistics and Econometrics [electronic resource] : A Festschrift for Léopold Simar /
Van Keilegom, Ingrid.editor.
Wilson, Paul W.editor.
Léopold Simar became Professor of Statistics at the Université catholique de Louvain (UCL) in 1992, after moving from the Faculté des Sciences Economiques Sociales et Politiques (FSESP) at Facultés Universitaires Saint-Louis in Brussels, where he had served as Professor of Statistics since 1974 and as Dean of the FSESP from 1978 to 1990. He founded the Institute of Statistics at the UCL in 1992, and chaired the Institute from its creation until 2004. During this period, the Institute became recognized as a leading center for research in mathematical statistics. Over his long and successful career, Léopold Simar has worked on a variety of topics in statistics, including count-data models, Bayesian estimation and inference, and frontier estimation. He is regarded as one of the world's leading experts on frontier estimation; his work in this area has found application in a broad variety of fields, including efficiency studies in industry, air traffic control, the research output of universities, insurance companies, etc. This book collects contributions written by well-known statisticians and econometricians to acknowledge Léopold Simar’s far-reaching scientific impact on Statistics and Econometrics throughout his career. The papers contained herein were presented at a conference in Louvain-la-Neuve in May 2009 in honor of his retirement.  The contributions cover a broad variety of issues surrounding frontier estimation, which Léopold Simar has contributed much to over the past two decades, as well as related issues such as semiparametric regression and models for censored data.
Description based upon print version of record.
Exploring Research Frontiers in Contemporary Statistics and Econometrics; Preface; References; Contents; Contributors; Chapter 1: Nadaraya's Estimates for Large Quantiles and Free Disposal Support Curves; 1.1 Main Results; 1.2 Limit Theorems; 1.3 Numerical Illustrations; 1.3.1 Illustrative Examples on One Sample; 1.3.1.1 Case of a Finite Support Boundary; 1.3.1.2 Case of an Infinite Support Boundary; 1.3.1.3 Frontier Analysis of French Post Offices; 1.3.2 Monte Carlo Experiments; 1.3.2.1 Comparison of the Full Frontier Estimators; 1.3.2.2 Comparison of Extreme Partial Frontiers; References
Chapter 2: Production Efficiency versus Ownership: The Case of China2.1 Introduction; 2.2 Methodology; 2.2.1 Estimation of Efficiency (Stage 1); 2.2.2 Analysis of Efficiency Distributions (Method 1 of Stage 2); 2.2.3 Analysis of Aggregate Efficiency Scores (Method 2 of Stage 2); 2.2.4 Regression Analysis of Determinants of Efficiency (Method 3 of Stage 2); 2.3 Data; 2.4 Main Results; 2.4.1 Analysis of Densities and Means for Light Industry; 2.4.2 Analysis of Densities and Means for Heavy Industry; 2.4.3 Truncated Regression Analysis; 2.5 Concluding Remarks; 2.5.1 Possible Extensions
ReferencesChapter 3: Nonparametric Frontier Estimation from Noisy Data; 3.1 Introduction; 3.2 Density Estimation from Noisy Observations; 3.3 A New Estimator of the Survival Function from Noisy Observations; 3.3.1 Identification of the Survival Function; 3.3.2 A Consistent Estimator; 3.4 Robust m-Frontier Estimation in the Presence of Noise; 3.4.1 Inconsistency of the m-Frontier Estimator; 3.4.2 Robust m-Frontier Estimation; 3.5 Conclusion and Further Research; References; Chapter 4: Estimating Frontier Cost Models Using Extremiles; 4.1 Introduction; 4.2 The Extremile-Based Cost Function
4.3 Nonparametric Estimation4.4 Empirical Illustration; 4.5 Conclusions; References; Chapter 5: Panel Data, Factor Models, and the Solow Residual; 5.1 Introduction; 5.2 Productivity Growth and Its Measurement; 5.2.1 Classical Residual Based Partial and Total Factor Productivity Measurement; 5.2.2 Technical Efficiency in Production; 5.2.3 Difficulty in Measuring the Decomposition of Productivity Growth into Technical Change and Technical Efficiency Change; 5.2.3.1 How Can We Identify Specific Constraints at the Macro Level?; 5.2.3.2 How Can We Identify Specific Constraints at the Micro Level?
5.3 Alternatives to Measurement of Technical Change and Technical Efficiency Change5.3.1 Survey-Based Methods for Decomposing Total Factor Productivity Growth into Technical Change and Technical Efficiency Change: A New Blue Chip Indicator; 5.4 Measuring Technical Change and Efficiency Change Decompositions of Productivity Growth Decompositions; 5.4.1 Index Number Procedures; 5.4.2 Regression Based Approaches; 5.4.3 Bayesian Treatments for Time Varying Inefficiency; 5.4.4 The Latent Class Model
5.4.5 The Semiparametric Model and Estimators of Technical Efficiency: The Park, Sickles, and Simar SPE Estimators
Includes bibliographical references and index.
Léopold Simar became Professor of Statistics at the Université catholique de Louvain (UCL) in 1992, after moving from the Faculté des Sciences Economiques Sociales et Politiques (FSESP) at Facultés Universitaires Saint-Louis in Brussels, where he had served as Professor of Statistics since 1974 and as Dean of the FSESP from 1978 to 1990. He founded the Institute of Statistics at the UCL in 1992, and chaired the Institute from its creation until 2004. During this period, the Institute became recognized as a leading center for research in mathematical statistics. Over his long and successful career, Léopold Simar has worked on a variety of topics in statistics, including count-data models, Bayesian estimation and inference, and frontier estimation. He is regarded as one of the world's leading experts on frontier estimation; his work in this area has found application in a broad variety of fields, including efficiency studies in industry, air traffic control, the research output of universities, insurance companies, etc. This book collects contributions written by well-known statisticians and econometricians to acknowledge Léopold Simar’s far-reaching scientific impact on Statistics and Econometrics throughout his career. The papers contained herein were presented at a conference in Louvain-la-Neuve in May 2009 in honor of his retirement.  The contributions cover a broad variety of issues surrounding frontier estimation, which Léopold Simar has contributed much to over the past two decades, as well as related issues such as semiparametric regression and models for censored data.
Statistics .
Statistical Theory and Methods.
Statistics for Business, Management, Economics, Finance, Insurance.
Statistics and Computing/Statistics Programs.