Performance estimation when the distribution of inefficiency is unknown

DOI10.1016/J.EJOR.2022.05.004OpenAlexW4229448690MaRDI QIDQ2079433FDOQ2079433

Authors: Mike G. Tsionas 

Publication date: 29 September 2022

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.05.004

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zbMATH Keywords

data envelopment analysisstochastic frontier modelsfast Fourier transformempirical characteristic functionproductivity and competitiveness

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Regression-Type Estimation of the Parameters of Stable Laws
• On Some Fourier Methods for Inference
• Title not available (Why is that?)
• Measuring the efficiency of decision making units
• Stochastic Frontier Analysis
• A coherent approach to Bayesian data envelopment analysis
• Title not available (Why is that?)
• Fast Fourier transforms: A tutorial review and a state of the art
• Maximum likelihood estimation of stable Paretian models.
• One-stage and two-stage DEA estimation of the effects of contextual variables
• An iterative procedure for the estimation of the parameters of stable laws
• Efficiency estimation and error decomposition in the stochastic frontier model: A Monte Carlo analysis
• Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation
• Testing the accuracy of DEA estimates under endogeneity through a Monte Carlo simulation
• Pitfalls and protocols in DEA
• Impacts of random noise and specification on estimates of capacity derived from data envelopment analysis
• A Monte Carlo comparison of two production frontier estimation methods: Corrected ordinary least squares and data envelopment analysis
• A more efficient algorithm for convex nonparametric least squares
• Assessing productive efficiency of banks using integrated fuzzy-DEA and bootstrapping: a case of Mozambican banks
• Maximum likelihood estimation of stochastic frontier models by the Fourier transform
• An approximation procedure for asymmetric stable Paretian densities
• Combining DEA and stochastic frontier models: an empirical Bayes approach.
• Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares
• Semiparametric Efficient Distribution Free Estimation of Panel Models

Cited In (2)

• Merging decision-making units with stochastic data
• Unequal numbers of observations and partial efficiency gain

Uses Software

• sfa

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