Stochastic data envelopment analysis -- a review

DOI10.1016/j.ejor.2015.07.058zbMath1346.90595MaRDI QIDQ322610

Ole Bent Olesen, Niels Christian Petersen

Publication date: 7 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.07.058

zbMATH Keywords

data envelopment analysis; stochastic DEA; stochastic frontier analysis; review of stochastic DEA; stochastic production possibility sets

Mathematics Subject Classification ID

90C15: Stochastic programming

90C08: Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

Related Items

A comparison between stochastic DEA and fuzzy DEA approaches: revisiting efficiency in Angolan banks, A satisficing DEA model to measure the customer-based brand equity, Efficiency evaluation with cross-efficiency in the presence of undesirable outputs in stochastic environment, Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis, THE SELECTION OF PROJECTS WITHIN CONSTRAINED RESOURCES USING STOCHASTIC DATA ENVELOPMENT ANALYSIS, Benchmarking with network dea in a fuzzy environment, Fuzzy stochastic Data Envelopment Analysis with application to NATO enlargement problem, Uncertain data envelopment analysis, DEA model considering outputs with stochastic noise and a heavy-tailed (stable) distribution, Unnamed Item, Assessing Panamanian hospitals' performance with alternative frontier methods, A generalized robust data envelopment analysis model based on directional distance function, Foundations of operations research: from linear programming to data envelopment analysis, Measuring performance in the presence of noisy data with targeted desirable levels: evidence from healthcare units, Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector, Microfoundations for stochastic frontiers, Endogenous bank risk and efficiency, A multidimensional approach to measuring bank branch efficiency, Operations research for sustainability assessment of products: a review, Computational tractability of chance constrained data envelopment analysis, Efficiency analysis in two-stage structures using fuzzy data envelopment analysis, Stochastic efficiency measures for production units with correlated data, Measuring the smoothness of the DEA frontier, Preface to the special issue on performance measurement and efficiency analysis -- theory and practice, Integrating multiple criteria decision analysis and production theory for performance evaluation: framework and review, Integrated dynamic interval data envelopment analysis in the presence of integer and negative data, The origins and development of statistical approaches in non-parametric frontier models: a survey of the first two decades of scholarly literature (1998--2020), Development of opened-network data envelopment analysis models under uncertainty, Robust productivity growth and efficiency measurement with undesirable outputs: evidence from the oil industry, Efficiency assessment using fuzzy production possibility set and enhanced Russell graph measure, The uncertain two-stage network DEA models, On a high-dimensional model representation method based on copulas, Dealing with missing information in data envelopment analysis by means of low-rank matrix completion, Cost functions are nonconvex in the outputs when the technology is nonconvex: convexification is not harmless, Developing a new chance constrained NDEA model to measure performance of sustainable supply chains

Uses Software

• sfa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
• Measuring the efficiency of decision making units
• Estimation and inference in two-stage, semi-parametric models of production processes
• A taxonomy and review of the fuzzy data envelopment analysis literature: two decades in the making
• Polyhedral cone-ratio DEA models with an illustrative application to large commercials banks
• Estimating and bootstrapping Malmquist indices
• Formulation and estimation of stochastic frontier production function models
• A Monte Carlo comparison of two production frontier estimation methods: Corrected ordinary least squares and data envelopment analysis
• Non-parametric tests of returns to scale
• Satisficing DEA models under chance constraints
• Efficiency measurement in the stochastic frontier model
• Nonparametric kernel regression subject to monotonicity constraints
• Efficient estimation of monotone boundaries
• How to measure the impact of environmental factors in a nonparametric production model
• Nonparametric quantile frontier estimation under shape restriction
• Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models
• Data Envelopment Analysis as Nonparametric Least-Squares Regression
• Inferences from Cross-Sectional, Stochastic Frontier Models
• Representation theorem for convex nonparametric least squares
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation
• A general methodology for bootstrapping in non-parametric frontier models
• Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error
• Data envelopment analysis with stochastic data
• TESTING RESTRICTIONS IN NONPARAMETRIC EFFICIENCY MODELS
• Chance Constrained Efficiency Evaluation
• Point Estimates of Ordinates of Concave Functions