- DEA의 효율성 평균 차이에 대한 비모수적 검증-부트스트랩 접근법-
- ㆍ 저자명
- 민재형,김진한
- ㆍ 간행물명
- 韓國經營科學會誌
- ㆍ 권/호정보
- 1999년|24권 2호|pp.53-68 (16 pages)
- ㆍ 발행정보
- 한국경영과학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
This paper presents a nonparametric method to test if the mean difference of DEA efficiency estimates between two groups statistically exists. A proposed method employs a bootstrapping approach to generation BCC efficiency estimates through Monte Carlo simulation resampling process. For the purpose of demonstration, we empirically apply the proposed method to the korean bank industry and compare its result with the result by the traditional deterministic DEA method. The nonparametric statistical hypothesis testing procedure in this study, which considers not only stochastic variability of the DEA data, but also random radial deviations off the efficient frontier, serves as a useful tool for dbjectively evaluating whether the mean difference of DEA efficiency estimates between groups is statistically significant.