메뉴 건너뛰기




Volumn 220, Issue 3, 2012, Pages 853-864

Statistical inference for DEA estimators of directional distances

Author keywords

Bootstrap; Data envelopment analysis; Directional distances; Efficiency; Non parametric frontier estimation; Productivity

Indexed keywords

BIAS CORRECTION; BOOTSTRAP; CONFIDENCE INTERVAL; DIRECTIONAL DATA; DIRECTIONAL DISTANCE FUNCTION; DIRECTIONAL DISTANCES; EFFICIENCY ANALYSIS; EFFICIENT FRONTIER; FINANCIAL DATA; FREE DISPOSAL HULLS; FRONTIER ESTIMATION; INPUT AND OUTPUTS; NONPARAMETRIC METHODS; PRODUCTION UNITS; STATISTICAL INFERENCE; STATISTICAL PROPERTIES; TECHNICAL EFFICIENCY;

EID: 84859754340     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2012.02.030     Document Type: Article
Times cited : (78)

References (50)
  • 2
    • 0027681877 scopus 로고
    • Maximum likelihood, consistency and data envelopment analysis: A statistical foundation
    • R.D. Banker Maximum likelihood, consistency and data envelopment analysis: a statistical foundation Management Science 39 1993 1265 1273
    • (1993) Management Science , vol.39 , pp. 1265-1273
    • Banker, R.D.1
  • 3
    • 0021497874 scopus 로고
    • Some models for estimating technical and scale inefficiencies in data envelopment analysis
    • R.D. Banker, A. Charnes, and W.W. Cooper Some models for estimating technical and scale inefficiencies in data envelopment analysis Management Science 30 1984 1078 1092
    • (1984) Management Science , vol.30 , pp. 1078-1092
    • Banker, R.D.1    Charnes, A.2    Cooper, W.W.3
  • 4
  • 5
    • 0347093383 scopus 로고    scopus 로고
    • Single-period markowitz portfolio selection, performance gauging and duality: A variation on the luenberger shortage function
    • W. Briec, K. Kerstens, and J. Lesourd Single-period markowitz portfolio selection, performance gauging and duality: a variation on the luenberger shortage function Journal of Optimization Theory and Applications 120 2004 1 27
    • (2004) Journal of Optimization Theory and Applications , vol.120 , pp. 1-27
    • Briec, W.1    Kerstens, K.2    Lesourd, J.3
  • 8
    • 0000585046 scopus 로고
    • Evaluating program and managerial efficiency: An application of data envelopment analysis to program follow through
    • A. Charnes, W.W. Cooper, and E. Rhodes Evaluating program and managerial efficiency: an application of data envelopment analysis to program follow through Management Science 27 1981 668 697
    • (1981) Management Science , vol.27 , pp. 668-697
    • Charnes, A.1    Cooper, W.W.2    Rhodes, E.3
  • 9
    • 33749173600 scopus 로고    scopus 로고
    • A robust nonparametric approach to evaluate and explain the performance of mutual funds
    • C. Daraio, and L. Simar A robust nonparametric approach to evaluate and explain the performance of mutual funds European Journal of Operational Research 175 2006 516 542
    • (2006) European Journal of Operational Research , vol.175 , pp. 516-542
    • Daraio, C.1    Simar, L.2
  • 12
    • 0000235119 scopus 로고
    • The coefficient of resource utilization
    • G. Debreu The coefficient of resource utilization Econometrica 19 1951 273 292
    • (1951) Econometrica , vol.19 , pp. 273-292
    • Debreu, G.1
  • 15
    • 0034409461 scopus 로고    scopus 로고
    • Theory and application of directional distance functions
    • R. Fare, and S. Grosskopf Theory and application of directional distance functions Journal of Productivity Analysis 13 2000 93 103
    • (2000) Journal of Productivity Analysis , vol.13 , pp. 93-103
    • Fare, R.1    Grosskopf, S.2
  • 17
    • 84859750301 scopus 로고    scopus 로고
    • Productivity and efficiency: Malmquist and more
    • H. Fried, C.A.K. Lovell, S. Schmidt, second ed. Oxford University Press Oxford (Chapter 5)
    • R. Färe, S. Grosskopf, and D. Margaritis Productivity and efficiency: Malmquist and more H. Fried, C.A.K. Lovell, S. Schmidt, The Measurement of Productive Efficiency second ed. 2008 Oxford University Press Oxford 522 621 (Chapter 5)
    • (2008) The Measurement of Productive Efficiency , pp. 522-621
    • Färe, R.1    Grosskopf, S.2    Margaritis, D.3
  • 18
    • 14844321936 scopus 로고    scopus 로고
    • Characteristics of a polluting technology: Theory and practice
    • R. Fare, S. Grosskopf, D.W. Noh, and W. Weber Characteristics of a polluting technology: theory and practice Journal of Econometrics 126 2005 469 492
    • (2005) Journal of Econometrics , vol.126 , pp. 469-492
    • Fare, R.1    Grosskopf, S.2    Noh, D.W.3    Weber, W.4
  • 21
    • 0037209403 scopus 로고    scopus 로고
    • Scale characterizations in a DEA directional technology distance function framework
    • H. Fukuyama Scale characterizations in a DEA directional technology distance function framework Europea Journal of Operations Research 144 2003 108 127
    • (2003) Europea Journal of Operations Research , vol.144 , pp. 108-127
    • Fukuyama, H.1
  • 22
    • 1842450550 scopus 로고    scopus 로고
    • Data envelopment analysis literature: A bibliography update (1951-2001)
    • S. Gattoufi, M. Oral, and A. Reisman Data envelopment analysis literature: a bibliography update (1951-2001) Socio-Economic Planning Sciences 38 2004 159 229
    • (2004) Socio-Economic Planning Sciences , vol.38 , pp. 159-229
    • Gattoufi, S.1    Oral, M.2    Reisman, A.3
  • 24
    • 33749141931 scopus 로고    scopus 로고
    • Linearly interpolated FDH efficiency score for nonconvex frontiers
    • S.O. Jeong, and L. Simar Linearly interpolated FDH efficiency score for nonconvex frontiers Journal of Multivariate Analysis 97 2006 2141 2161
    • (2006) Journal of Multivariate Analysis , vol.97 , pp. 2141-2161
    • Jeong, S.O.1    Simar, L.2
  • 26
    • 0032281954 scopus 로고    scopus 로고
    • A note on the convergence of nonparametric DEA efficiency measures
    • A. Kneip, B. Park, and L. Simar A note on the convergence of nonparametric DEA efficiency measures Econometric Theory 14 1998 783 793
    • (1998) Econometric Theory , vol.14 , pp. 783-793
    • Kneip, A.1    Park, B.2    Simar, L.3
  • 27
    • 53349172651 scopus 로고    scopus 로고
    • Asymptotics and consistent bootstraps for DEA estimators in non-parametric frontier models
    • A. Kneip, L. Simar, and P.W. Wilson Asymptotics and consistent bootstraps for DEA estimators in non-parametric frontier models Econometric Theory 24 2008 1663 1697
    • (2008) Econometric Theory , vol.24 , pp. 1663-1697
    • Kneip, A.1    Simar, L.2    Wilson, P.W.3
  • 28
    • 80052381555 scopus 로고    scopus 로고
    • A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
    • A. Kneip, L. Simar, and P.W. Wilson A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators Computational Economics 38 2011 483 515
    • (2011) Computational Economics , vol.38 , pp. 483-515
    • Kneip, A.1    Simar, L.2    Wilson, P.W.3
  • 30
    • 77951430910 scopus 로고    scopus 로고
    • Asymptotic distribution of conical-hull estimators of directional edges
    • B.U. Park, S.-O. Jeong, and L. Simar Asymptotic distribution of conical-hull estimators of directional edges Annals of Statistics 38 2010 1320 1340
    • (2010) Annals of Statistics , vol.38 , pp. 1320-1340
    • Park, B.U.1    Jeong, S.-O.2    Simar, L.3
  • 31
    • 0034360329 scopus 로고    scopus 로고
    • FDH efficiency scores from a stochastic point of view
    • B.U. Park, L. Simar, and C. Weiner FDH efficiency scores from a stochastic point of view Econometric Theory 16 2000 855 877
    • (2000) Econometric Theory , vol.16 , pp. 855-877
    • Park, B.U.1    Simar, L.2    Weiner, C.3
  • 32
    • 33745992969 scopus 로고    scopus 로고
    • A note on efficiency and productivity growth in the Korean banking industry, 1992-2002
    • K.H. Park, and W.L. Weber A note on efficiency and productivity growth in the Korean banking industry, 1992-2002 Journal of Banking and Finance 30 2006 2371 2386
    • (2006) Journal of Banking and Finance , vol.30 , pp. 2371-2386
    • Park, K.H.1    Weber, W.L.2
  • 33
    • 33645957104 scopus 로고    scopus 로고
    • Profitability of Korean banks: Test of market structure versus efficient structure
    • K.H. Park, and W.L. Weber Profitability of Korean banks: test of market structure versus efficient structure Journal of Economics and Business 58 2006 222 239
    • (2006) Journal of Economics and Business , vol.58 , pp. 222-239
    • Park, K.H.1    Weber, W.L.2
  • 35
  • 37
    • 79960038131 scopus 로고    scopus 로고
    • Innovation and export activities in the german mechanical engineering sector: An application of testing restrictions in production analysis
    • T. Schubert, and L. Simar Innovation and export activities in the german mechanical engineering sector: an application of testing restrictions in production analysis Journal of Productivity Analysis 36 2011 55 69
    • (2011) Journal of Productivity Analysis , vol.36 , pp. 55-69
    • Schubert, T.1    Simar, L.2
  • 41
    • 3543073346 scopus 로고    scopus 로고
    • Detecting outliers in frontier models: A simple approach
    • L. Simar Detecting outliers in frontier models: a simple approach Journal of Productivity Analysis 20 2003 391 424
    • (2003) Journal of Productivity Analysis , vol.20 , pp. 391-424
    • Simar, L.1
  • 42
    • 81955161803 scopus 로고    scopus 로고
    • Probabilistic Characterization of Directional Distances and their Robust Versions
    • L. Simar, and A. Vanhems Probabilistic Characterization of Directional Distances and their Robust Versions Journal of Econometrics 166 2012 342 354
    • (2012) Journal of Econometrics , vol.166 , pp. 342-354
    • Simar, L.1    Vanhems, A.2
  • 43
    • 0031677963 scopus 로고    scopus 로고
    • Sensitivity analysis of efficiency scores: How to bootstrap in nonparametric frontier models
    • L. Simar, and P.W. Wilson Sensitivity analysis of efficiency scores: how to bootstrap in nonparametric frontier models Management Science 44 1998 49 61
    • (1998) Management Science , vol.44 , pp. 49-61
    • Simar, L.1    Wilson, P.W.2
  • 44
    • 3843139964 scopus 로고    scopus 로고
    • Aplicación del 'bootstrap' para estimadores D.E.A
    • Álvarez, A. (Ed.) Pirámide, Madrid. Translation of Performance of the Bootstrap for DEA Estimators and Iterating the Principle. Discussion Paper No. 0002. Institut de Statistique, Université Catholique de Louvain, Louvain-la-Neuve, Belgium
    • Simar, L.; Wilson, P.W.; 2001. Aplicación del 'bootstrap' para estimadores d.e.a. In: Álvarez, A. (Ed.), 'La Medición de la Eficiencia y la Productividad', Pirámide, Madrid. Translation of Performance of the Bootstrap for DEA Estimators and Iterating the Principle. Discussion Paper No. 0002. Institut de Statistique, Université Catholique de Louvain, Louvain-la-Neuve, Belgium.
    • (2001) La Medición de la Eficiencia y la Productividad'
    • Simar, L.1    Wilson, P.W.2
  • 45
    • 33745011187 scopus 로고    scopus 로고
    • Performance of the bootstrap for DEA estimators and iterating the principle
    • W.W. Cooper, L.M. Seiford, J. Zhu, Kluwer Academic Publishers, Inc. New York (Chapter 10)
    • L. Simar, and P.W. Wilson Performance of the bootstrap for DEA estimators and iterating the principle W.W. Cooper, L.M. Seiford, J. Zhu, Handbook on Data Envelopment Analysis 2004 Kluwer Academic Publishers, Inc. New York 265 298 (Chapter 10)
    • (2004) Handbook on Data Envelopment Analysis , pp. 265-298
    • Simar, L.1    Wilson, P.W.2
  • 46
    • 84920101531 scopus 로고    scopus 로고
    • Statistical inference in nonparametric frontier models: Recent developments and perspectives
    • H. Fried, C.A.K. Lovell, S. Schmidt, second ed. Oxford University Press Oxford (Chapter 4)
    • L. Simar, and P.W. Wilson Statistical inference in nonparametric frontier models: recent developments and perspectives H. Fried, C.A.K. Lovell, S. Schmidt, The Measurement of Productive Efficiency second ed. 2008 Oxford University Press Oxford 421 521 (Chapter 4)
    • (2008) The Measurement of Productive Efficiency , pp. 421-521
    • Simar, L.1    Wilson, P.W.2
  • 47
    • 79960060758 scopus 로고    scopus 로고
    • Inference by the m out of n bootstrap in nonparametric frontier models
    • L. Simar, and P.W. Wilson Inference by the m out of n bootstrap in nonparametric frontier models Journal of Productivity Analysis 36 2011 33 53
    • (2011) Journal of Productivity Analysis , vol.36 , pp. 33-53
    • Simar, L.1    Wilson, P.W.2
  • 48
    • 50049088493 scopus 로고    scopus 로고
    • Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations
    • D.C. Wheelock, and P.W. Wilson Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations Journal of Econometrics 145 2008 209 225
    • (2008) Journal of Econometrics , vol.145 , pp. 209-225
    • Wheelock, D.C.1    Wilson, P.W.2
  • 49
    • 65649123186 scopus 로고
    • Detecting outliers in deterministic nonparametric frontier models with multiple outputs
    • P.W. Wilson Detecting outliers in deterministic nonparametric frontier models with multiple outputs Journal of Business and Economic Statistics 11 1993 319 323
    • (1993) Journal of Business and Economic Statistics , vol.11 , pp. 319-323
    • Wilson, P.W.1
  • 50
    • 81955167771 scopus 로고    scopus 로고
    • Asymptotic properties of some non-parametric hyperbolic efficiency estimators
    • I. van Keilegom, P.W. Wilson, Springer-Verlag Berlin
    • P.W. Wilson Asymptotic properties of some non-parametric hyperbolic efficiency estimators I. van Keilegom, P.W. Wilson, Exploring Research Frontiers in Contemporary Statistics and Econometrics 2012 Springer-Verlag Berlin 115 150
    • (2012) Exploring Research Frontiers in Contemporary Statistics and Econometrics , pp. 115-150
    • Wilson, P.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.