An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
DOI10.1007/s10479-017-2431-5zbMath1406.90066OpenAlexW2588343817WikidataQ59606536 ScholiaQ59606536MaRDI QIDQ2400016
Publication date: 25 August 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-017-2431-5
data envelopment analysisrisk assessmentbankruptcy predictionK-nearest neighborout-of-sample evaluation
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09) Management decision making, including multiple objectives (90B50)
Related Items (8)
Cites Work
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
- Measuring the efficiency of decision making units
- Bankruptcy prediction using a data envelopment analysis.
- Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis
- A slacks-based measure of super-efficiency in data envelopment analysis
- A Procedure for Ranking Efficient Units in Data Envelopment Analysis
- Nonlinear Programming
- A slacks-based measure of efficiency in data envelopment analysis
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