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FDH Efficiency Scores from a Stochastic Point of View

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Park, Byeong U. [Seoul National University] Simar, Léopold [UCL] Weiner, Ch. [UCL]

The Free Disposal Hull (FDH) is a nonparametric estimator for the production set. In Productivity Analysis one derives the production frontier and eciency scores from the FDH. In the literature the method is considered to be deterministic. However, assuming that individuals are drawn independently from a distribution, where the support is the true production set, FDH eciency scores are random variables. The paper investigates its stochastic properties.

Type de document Document de travail (Working Paper)
Type d'accès Accès libre
Année de publication 1997
Langue Anglais
Nombre de pages 26 pages
Collection STAT Discussion Papers - 9715
Affiliations Seoul National University - Department of Statistics
UCL - EUEN/STAT - Institut de statistique
UCL - EUEN/CORE - Center for operations research and econometrics
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Référence bibliographique Park, Byeong U. ; Simar, Léopold ; Weiner, Ch.. FDH Efficiency Scores from a Stochastic Point of View. STAT Discussion Papers ; 9715 (1997) 26 pages
Permalien http://hdl.handle.net/2078.1/123577