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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.

Document type Document de travail (Working Paper)
Access type Accès libre
Publication date 1997
Language Anglais
Number of 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
Links
Bibliographic reference Park, Byeong U. ; Simar, Léopold ; Weiner, Ch.. FDH Efficiency Scores from a Stochastic Point of View. STAT Discussion Papers ; 9715 (1997) 26 pages
Permanent URL http://hdl.handle.net/2078.1/123577