Data envelopment analysis with shrinkage estimators

Shrinkage estimators reduce estimation risk in multivariate statistics such as mean and standard deviation. They have not been used before in data envelopment analysis (DEA). By considering models of investment fund returns, we show that estimation risk can cause the range of estimates of inputs and...

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Bibliographic Details
Main Authors: John D. Lamb, Kai-Hong Tee
Format: Default Article
Published: 2025
Subjects:
Commerce, management, tourism and services
Strategy, management and organisational behaviour
Transportation, logistics and supply chains
Information and computing sciences
Applied mathematics
Numerical and computational mathematics
Data envelopment analysis
Shrinkage estimators
Estimation risk
Expected shortfall
Online Access:https://hdl.handle.net/2134/30331165.v1
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