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L. Cherchye (Laurens) and G.T. Post (Thierry)

2001-05-18

Nonparametric Efficiency Estimation in Stochastic Environments (II)

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We consider the issues of noise-to-signal estimation, finite sample performance and hypothesis testing for the nonparametric efficiency estimation technique proposed in Cherchye, L., T. Kuosmanen and G. T. Post (2001) 'Nonparametric efficiency estimation in stochastic environments', forthcoming in Operations Research. In addition, we apply the technique for analyzing European banks.

Additional Metadata
Keywords European banks, finite sample performance, hypothesis testing, noise-to-signal estimation, nonparametric efficiency estimation
JEL Econometric and Statistical Methods: Special Topics: General (jel C40), Corporate Finance and Governance: General (jel G30), Business Administration and Business Economics; Marketing; Accounting (jel M)
Publisher Erasmus Research Institute of Management
Persistent URL hdl.handle.net/1765/90
Series ERIM Report Series Research in Management
Rights Copyright 2001, L. Cherchye, G.T. Post, This report in the ERIM Report Series Research in Management is intended as a means to communicate the results of recent research to academic colleagues and other interested parties. All reports are considered as preliminary and subject to possibly major revisions. This applies equally to opinions expressed, theories developed, and data used. Therefore, comments and suggestions are welcome and should be directed to the authors.
Organisation Erasmus Research Institute of Management
Citation
Cherchye, L., & Post, T. (2001). Nonparametric Efficiency Estimation in Stochastic Environments (II) (No. ERS-2001-26-F&A). ERIM Report Series Research in Management. Retrieved from http://hdl.handle.net/1765/90
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