2001-05-18
Nonparametric Efficiency Estimation in Stochastic Environments (II)
Publication
Publication
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.
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Erasmus Research Institute of Management | |
hdl.handle.net/1765/90 | |
ERIM Report Series Research in Management | |
Organisation | Erasmus Research Institute of Management |
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 |