如何在非参数前沿模型中进行自举?突尼斯银行的技术效率

Q4 Engineering International Journal of Quality Engineering and Technology Pub Date : 2015-01-01 DOI:10.1504/IJQET.2015.075781

Boutheina Bannour

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引用次数: 1

摘要

本文通过对DEA模型的估计，给出了一个自举效率评分。我们专注于使用按比例回报的投入导向方法。通过使用20家突尼斯银行1990-2010年的投入和产出数据，我们构建了更准确的自举置信区间;因此，我们为决策者提供了更可靠和有用的结果。此外，我们发现20家突尼斯银行中有4家使用数据驱动的平滑参数估计是完全有效的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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How to bootstrap in non-parametric frontier models? Technical efficiency of Tunisian banks

This paper presents a bootstrapped efficiency score through estimating the DEA model. We focus on an input-oriented approach using returns to scale. By using input and output data on 20 Tunisian banks over the period 1990-2010, we construct more accurate bootstrapped confidence intervals; hence, we provide more reliable and useful results for decision-makers. Moreover, we find that 4 out of 20 Tunisian banks are perfectly efficient using a data-driven estimate of the smoothing parameter.

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来源期刊

International Journal of Quality Engineering and Technology Engineering-Safety, Risk, Reliability and Quality

CiteScore

0.40

自引率

0.00%

发文量

期刊介绍： IJQET fosters the exchange and dissemination of research publications aimed at the latest developments in all areas of quality engineering. The thrust of this international journal is to publish original full-length articles on experimental and theoretical basic research with scholarly rigour. IJQET particularly welcomes those emerging methodologies and techniques in concise and quantitative expressions of the theoretical and practical engineering and science disciplines.