Nonparametric Efficiency Estimation in Stochastic Environments (II)
2001-05-18
Research Paper
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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.
Keywords
- hypothesis testing
- European banks
- noise-to-signal estimation
- nonparametric efficiency estimation
- finite sample performance
Classifications using
Journal of Economic Literature (JEL) Classification System
- G30 : Corporate Finance and Governance: General
- M : Business Administration and Business Economics; Marketing; Accounting
- C40 : Econometric and Statistical Methods: Special Topics: General
Automatically Extracted Terms
- sample
- noise-to-signal ratio
- inefficiency
- technique
- ratio
- noise-to-signal
- efficiency
- estimate
- sample performance
- estimation
- nonparametric
- research
- frontier
- 2 v 2
- inefficiency terms
- hypothesis
- goodness
- distribution
- analysis
- value
