This paper provides simulation evidence concerning some statistical properties of two different approaches to technical efficiency estimation for multiple-output production under noisy conditions: The Ray Frontier Approach (RFA) from Löthgren (1997) DEA+ proposed in Gstach (1996). RFA, unlike...

This paper surveys four distinct approaches to frontier estimation of multi-output (and simultaneously multi-input) technologies, when nothing but noisy quantity data are available. Parametrized distributions for inefficiency and noise are necessary for identification of inefficiency, when only...

The outcome of a production process might not only deviate from a theoretical maximum due to inefficiency, but also because of non-controllable influences. This raises the issue of reliability of Data Envelopment Analysis in noisy environments. I propose to assume an i.i.d. data generating...

The paper is concerned with the incorporation of polyhedral cone constraints on the virtual multipliers in DEA. The incorporation of probabilistic bounds on the virtual multipliers based upon a stochastic benchmark vector is demonstrated. The suggested approach involves a stochastic (chance...

In this paper a DEA+ labeled approach for efficiency measurement in the stochastic case is presented along with a consistency proof and some preliminary evidence illustrating the small sample performance. DEA+ can basically handle multi-output technologies like standard DEA but allows to filter...

Pareto-Koopmans efficiency in Data Envelopment Analysis (DEA) is extended to stochastic inputs and outputs via probabilistic input-output vector comparisons in a given empirical production (possibility) set. In contrast to other approaches which have used Chance Constrained Programming...