Quantile regression for robust bank efficiency score estimation
From MaRDI portal
Publication:1042513
DOI10.1016/j.ejor.2008.12.033zbMath1177.91142MaRDI QIDQ1042513
Publication date: 14 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2008.12.033
91G70: Statistical methods; risk measures
90B90: Case-oriented studies in operations research
91B82: Statistical methods; economic indices and measures
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Uses Software
Cites Work
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- Measuring the efficiency of decision making units
- Nonparametric efficiency analysis: a multivariate conditional quantile approach
- Formulation and estimation of stochastic frontier production function models
- Biases in frontier estimation due to heteroscedasticity
- Robust Locally Weighted Regression and Smoothing Scatterplots
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Regression Quantiles
- Stochastic Frontier Analysis
- NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH
- Chance Constrained Efficiency Evaluation
