Stochastic data envelopment analysis: a quantile regression approach to estimate the production frontier

DOI10.1016/J.EJOR.2018.11.017MaRDI QIDQ1999367zbMATHOpenAlexWikidataFDO

Authors Samah Jradi, John Ruggiero

Publication date 26 June 2019

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2018.11.017

zbMATH Keywords

DEAstochastic DEA

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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Cites work

• Data envelopment analysis as nonparametric least-squares regression
• Efficiency Estimation of Production Functions
• Efficiency estimation and error decomposition in the stochastic frontier model: A Monte Carlo analysis
• Efficiency measurement in the stochastic frontier model
• Formulation and estimation of stochastic frontier production function models
• Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation
• Measuring the efficiency of decision making units
• Nonparametic kernel regression with multiple predictors and multiple shape constraints
• Nonparametric quantile frontier estimation under shape restriction
• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Representation theorem for convex nonparametric least squares
• Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
• The skew-normal and related families. With the collaboration of Antonella Capitanio.

Cited in

(18)

• Quantile stochastic frontiers
• Quantile stochastic frontier models with endogeneity
• Robustness in stochastic frontier analysis
• Stochastic DEA
• The hinging hyperplanes: an alternative nonparametric representation of a production function.
• Quantile estimation of the stochastic frontier model
• Exploring robustness management for dynamic technology fusion
• Efficiency evaluation with cross-efficiency in the presence of undesirable outputs in stochastic environment
• Quantile estimation of stochastic frontier models with the normal-half normal specification: a cumulative distribution function approach
• Quantile Methods for Stochastic Frontier Analysis
• Combining the virtues of stochastic frontier and data envelopment analysis
• Theory and statistical properties of quantile data envelopment analysis
• Quantile estimation of stochastic frontiers with the normal-exponential specification
• Generalized quantile and expectile properties for shape constrained nonparametric estimation
• Stochastic data envelopment analysis -- a review
• Robust maximum likelihood estimation of stochastic frontier models
• Investigating models of stochastic data envelopment analysis
• A modified semi-oriented radial measure to deal with negative and stochastic data: an application in banking industry

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