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Journal of the Royal Statistical Society Series B (Statistical Methodology)
Article . 2014 . Peer-reviewed
License: OUP Standard Publication Reuse
Data sources: Crossref
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Data Envelope Fitting with Constrained Polynomial Splines

Authors: Daouia, Abdelaati; Noh, Hohsuk; Park, Byeong U.;

Data Envelope Fitting with Constrained Polynomial Splines

Abstract

SummaryEstimation of support frontiers and boundaries often involves monotone and/or concave edge data smoothing. This estimation problem arises in various unrelated contexts, such as optimal cost and production assessments in econometrics and master curve prediction in the reliability programmes of nuclear reactors. Very few constrained estimators of the support boundary of a bivariate distribution have been introduced in the literature. They are based on simple envelopment techniques which often suffer from lack of precision and smoothness. Combining the edge estimation idea of Hall, Park and Stern with the quadratic spline smoothing method of He and Shi, we develop a novel constrained fit of the boundary curve which benefits from the smoothness of spline approximation and the computational efficiency of linear programmes. Using cubic splines is also feasible and more attractive under multiple shape constraints; computing the optimal spline smoother is then formulated as a second-order cone programming problem. Both constrained quadratic and cubic spline frontiers have a similar level of computational complexity to those of the unconstrained fits and inherit their asymptotic properties. The utility of this method is illustrated through applications to some real data sets and simulation evidence is also presented to show its superiority over the best-known methods.

Countries
Belgium, France
Keywords

Boundary curve, Least majorant, 330, Multiple shape constraints, Concavity, 510, Second-order cone programming, Boundary curve; Concavity; Least majorant; Linear programming; Monotone smoothing; Multiple shape constraints; Polynomial spline; Second-order cone programming, Linear programming, Monotone smoothing, B- ECONOMIE ET FINANCE, Polynomial spline

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
34
Top 10%
Top 10%
Average
Green
hybrid