Nonparametric Efficiency Estimation in Stochastic Environments (II): Noise-to-Signal Estimation, Finite Sample Performance and Hypothesis Testing
نویسندگان
چکیده
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. 5001-6182 Business 4001-4280.7 Finance Management, Business Finance, Corporation Finance Library of Congress Classification (LCC) HG 1576 Statistics: Banking M Business Administration and Business Economics G 3 Corporate Finance and Governance Journal of Economic Literature (JEL) C 4 Econometric and Statistical Methods 85 A Business General 220 A Financial Management European Business Schools Library Group (EBSLG) 250 C Statistics Gemeenschappelijke Onderwerpsontsluiting (GOO) 85.00 Bedrijfskunde, Organisatiekunde: algemeen 85.30 Financieel management, financiering Classification GOO 31.73 83.44 Mathematische Statistiek Internationale Monetaire Economie Bedrijfskunde / Bedrijfseconomie Financieel management, bedrijfsfinanciering, besliskunde
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تاریخ انتشار 2001