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| Tekijä: | Tsionas, E. G. |
| Otsikko: | Combining DEA and stochastic frontier models: an empirical Bayes approach |
| Lehti: | European Journal of Operational Research
2003 : JUN, VOL. 147:3, p. 499-510 |
| Asiasana: | Operational research Stochastic processes Bayesian statistics Monte Carlo technique |
| Kieli: | eng |
| Tiivistelmä: | The paper proposes to combine stochastic frontier model. These prior measures are revised to obtain posterior measures using Bayes' theorem. Monte Carlo methods are developed to perform empirical Bayes inference in the new model. The methods are organized around Gibbs sampling with data augmentation. The new techniques are illustrated in the context of efficiency measurement´in US airlines. |
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