Quantile Methods for Stochastic Frontier Analysis seeks to merge two seemingly disparate econometric fields, quantile estimation and stochastic frontier analysis (SFA). Why might these two fields be viewed as disparate? Quantiles exist on a continuum of the distribution; the frontier is a fixed object of it. As will be seen, these two approaches can, when used properly, be merged to provide a unified approach to studying a stochastic boundary. Sections 1 to 5 present the current state of affairs. Section 1 details the very close link between the regression function and the conditional...
Quantile Methods for Stochastic Frontier Analysis seeks to merge two seemingly disparate econometric fields, quantile estimation and stochastic fronti...