Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis
From MaRDI portal
Publication:5129215
DOI10.1287/opre.2018.1831zbMath1456.62054OpenAlexW2975717292WikidataQ127197373 ScholiaQ127197373MaRDI QIDQ5129215
Valentin Zelenyuk, Christopher F. Parmeter
Publication date: 26 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2018.1831
Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Statistical aspects of big data and data science (62R07)
Related Items (10)
FairDEA -- removing disparate impact from efficiency scores ⋮ Dependence modeling in stochastic frontier analysis ⋮ Simulation designs for production frontiers ⋮ Clustering and meta-envelopment in data envelopment analysis ⋮ Bayesian artificial neural networks for frontier efficiency analysis ⋮ Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity ⋮ Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs ⋮ Nonparametric estimation of stochastic frontier models with weak separability ⋮ Optimal combinations of stochastic frontier and data envelopment analysis models ⋮ Robust Efficiency Analysis of Public Hospitals in Queensland, Australia
Uses Software
Cites Work
- 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
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Nonparametric estimation of regression functions with both categorical and continuous data
- Estimation and inference in two-stage, semi-parametric models of production processes
- Nonparametric stochastic frontiers: a local maximum likelihood approach
- Stochastic data envelopment analysis -- a review
- A consistent model specification test with mixed discrete and continuous data
- Frontier estimation using kernel smoothing estimators with data transformation
- Benchmarking with DEA, SFA, and R.
- Nonparametric least squares estimation of a multivariate convex regression function
- Estimating a stochastic production frontier when the adjusted error is symmetric
- Conditional variance estimation in heteroscedastic regression models
- Measuring output efficiency
- Likelihood functions for generalized stochastic frontier estimation
- A Monte Carlo study of estimators of stochastic frontier production functions
- A stationary point for the stochastic frontier likelihood
- When does bootstrap work! Asymptotic results and simulations
- Estimation of returns to scale using data envelopment analysis
- Formulation and estimation of stochastic frontier production function models
- The effects of exogenous variables in efficiency measurement -- a Monte Carlo study
- A simple consistent bootstrap test for a parametric regression function
- Comparing nonparametric versus parametric regression fits
- Generalized likelihood ratio statistics and Wilks phenomenon
- Nonparametric kernel regression subject to monotonicity constraints
- Significance testing in nonparametric regression based on the bootstrap.
- A Monte Carlo study of old and new frontier methods for efficiency measurement
- Normal reference bandwidths for the general order, multivariate kernel density derivative estimator
- Frontier estimation in the presence of measurement error with unknown variance
- Data Envelopment Analysis with Nonhomogeneous DMUs
- Local Likelihood Estimation
- An Effective Bandwidth Selector for Local Least Squares Regression
- Evaluating Contextual Variables Affecting Productivity Using Data Envelopment Analysis
- CAR-DEA: Context-Dependent Assurance Regions in DEA
- Inferences from Cross-Sectional, Stochastic Frontier Models
- Imprecise DEA via Standard Linear DEA Models with a Revisit to a Korean Mobile Telecommunication Company
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Efficient estimation of conditional variance functions in stochastic regression
- Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error
- NONPARAMETRIC SIGNIFICANCE TESTING
- Chance Constrained Efficiency Evaluation
- The “wrong skewness” problem in stochastic frontier models: A new approach
- Semiparametric Stochastic Frontier Estimation via Profile Likelihood
- Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production
- Applied Nonparametric Econometrics
- Efficiency Analysis: A Primer on Recent Advances
- Testing heteroscedasticity in nonlinear and nonparametric regressions
- Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives
- Bootstrap non-parametric significance test
- The Coefficient of Resource Utilization
- Nonparametric Knn estimation with monotone constraints
- Pitfalls and protocols in DEA
- Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
This page was built for publication: Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis
