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A Bayesian approach to statistical inference in stochastic DEA

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A Bayesian approach to statistical inference in stochastic DEA. / Tsionas, Michael; Papadakis, Emmanuel N.

In: Omega: The International Journal of Management Science, Vol. 38, No. 5, 10.2010, p. 309-314.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Tsionas, M & Papadakis, EN 2010, 'A Bayesian approach to statistical inference in stochastic DEA', Omega: The International Journal of Management Science, vol. 38, no. 5, pp. 309-314. https://doi.org/10.1016/j.omega.2009.02.003

APA

Tsionas, M., & Papadakis, E. N. (2010). A Bayesian approach to statistical inference in stochastic DEA. Omega: The International Journal of Management Science, 38(5), 309-314. https://doi.org/10.1016/j.omega.2009.02.003

Vancouver

Tsionas M, Papadakis EN. A Bayesian approach to statistical inference in stochastic DEA. Omega: The International Journal of Management Science. 2010 Oct;38(5):309-314. doi: 10.1016/j.omega.2009.02.003

Author

Tsionas, Michael ; Papadakis, Emmanuel N. / A Bayesian approach to statistical inference in stochastic DEA. In: Omega: The International Journal of Management Science. 2010 ; Vol. 38, No. 5. pp. 309-314.

Bibtex

@article{4cf7b3b1ceb64ce5922d12591edba556,
title = "A Bayesian approach to statistical inference in stochastic DEA",
abstract = "Stochastic DEA can deal effectively with noise in the non-parametric measurement of efficiency but unfortunately formal statistical inference on efficiency measures in not possible. In this paper, we provide a Bayesian approach to the problem organized around simulation techniques that allow for finite-sample inferences on efficiency scores. The new methods are applied to efficiency analysis of the Greek banking system for the period 1993–1999. The results show that the majority of the Greek banks operate close to best market practices.",
keywords = "Efficiency measurement, Stochastic DEA, Bayesian methods, Statistical inference",
author = "Michael Tsionas and Papadakis, {Emmanuel N.}",
year = "2010",
month = oct,
doi = "10.1016/j.omega.2009.02.003",
language = "English",
volume = "38",
pages = "309--314",
journal = "Omega: The International Journal of Management Science",
issn = "0305-0483",
publisher = "Elsevier BV",
number = "5",

}

RIS

TY - JOUR

T1 - A Bayesian approach to statistical inference in stochastic DEA

AU - Tsionas, Michael

AU - Papadakis, Emmanuel N.

PY - 2010/10

Y1 - 2010/10

N2 - Stochastic DEA can deal effectively with noise in the non-parametric measurement of efficiency but unfortunately formal statistical inference on efficiency measures in not possible. In this paper, we provide a Bayesian approach to the problem organized around simulation techniques that allow for finite-sample inferences on efficiency scores. The new methods are applied to efficiency analysis of the Greek banking system for the period 1993–1999. The results show that the majority of the Greek banks operate close to best market practices.

AB - Stochastic DEA can deal effectively with noise in the non-parametric measurement of efficiency but unfortunately formal statistical inference on efficiency measures in not possible. In this paper, we provide a Bayesian approach to the problem organized around simulation techniques that allow for finite-sample inferences on efficiency scores. The new methods are applied to efficiency analysis of the Greek banking system for the period 1993–1999. The results show that the majority of the Greek banks operate close to best market practices.

KW - Efficiency measurement

KW - Stochastic DEA

KW - Bayesian methods

KW - Statistical inference

U2 - 10.1016/j.omega.2009.02.003

DO - 10.1016/j.omega.2009.02.003

M3 - Journal article

VL - 38

SP - 309

EP - 314

JO - Omega: The International Journal of Management Science

JF - Omega: The International Journal of Management Science

SN - 0305-0483

IS - 5

ER -