A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
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Publication:656957
DOI10.1007/s10614-010-9217-zzbMath1247.91139MaRDI QIDQ656957
Léopold Simar, Paul W. Wilson, Alois Kneip
Publication date: 13 January 2012
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-010-9217-z
62P30: Applications of statistics in engineering and industry; control charts
62F40: Bootstrap, jackknife and other resampling methods
62G09: Nonparametric statistical resampling methods
90C08: Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)
91B82: Statistical methods; economic indices and measures
Related Items
Unnamed Item, WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES, Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour, Explaining inefficiency in nonparametric production models: the state of the art, Weak disposability in nonparametric production analysis: a new taxonomy of reference technology sets, Statistical inference for DEA estimators of directional distances, Subsampling bootstrap in network DEA, Data sharpening for improving central limit theorem approximations for data envelopment analysis-type efficiency estimators, Improving finite sample approximation by central limit theorems for estimates from data envelopment analysis, Technical, allocative and overall efficiency: estimation and inference
Uses Software
Cites Work
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