Template-Type: ReDIF-Paper 1.0
Author-Name: Cherchye, L.
Author-Name-Last: Cherchye
Author-Name-First: Laurens
Author-Name: Post, G.T.
Author-Name-Last: Post
Author-Name-First: Thierry
Title: Nonparametric Efficiency Estimation in Stochastic Environments (II)
Abstract: 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.
Creation-Date: 2001-05-18
File-URL: https://repub.eur.nl/pub/90/erimrs20010518165153.pdf
File-Format: application/pdf
Series: RePEc:ems:eureri
Number: ERS-2001-26-F&A
Classification-JEL: C40, G30, M
Keywords: European banks, finite sample performance, hypothesis testing, noise-to-signal estimation, nonparametric efficiency estimation
Handle: RePEc:ems:eureri:90