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Models with Restricted Multipliers

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Notes

  1. R.G. Thompson, F.D. Singleton, Jr., R.M. Thrall and B.A. Smith (1986) “Comparative Site Evaluations for Locating a High-Energy Physics Lab in Texas,” Interfaces, 16, pp. 35–49. See also R.G. Dyson and E. Thanassoulis (1988) “Reducing Weight Flexibility in Data Envelopment Analysis,” Journal of the Operational Research Society, 39, pp.563–576. Finally, see Notes and Selected Bibliography section in this chapter for references on use of DEA for site selection.

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  2. A. Charnes, W.W. Cooper, Z.M. Huang and D.B. Sun (1990) “Polyhedral Cone-Ratio DEA Models with an Illustrative Application to Large Commercial Banks,” Journal of Econometrics, 46, pp.73–91. For a treatment that studies this approach as an alternative to the more rigid approach to risk evaluation under the “Basel Agreement” for controlling risks in bank portfolios see P.L. Brockett, A. Charnes, W.W. Cooper, Z.M. Huang and D.B. Sun, “Data Transformations in DEA Cone-Ratio Approaches for Monitoring Bank Performance,” European Journal of Operational Research, 98, 1997, pp.250–268.

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  3. Y. Roll, W.D. Cook and B. Golany (1991) “Controlling Factor Weights in Data Envelopment Analysis,” IIE Transactions, 23, pp.2–9.

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  5. For detailed discussions see the references cited in Brockett et al. (1997).

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  6. In response to this trend, Barr, Seiford, and Siems with the federal Reserve Bank of Dallas developed a bank failure prediction model based on DEA which outperforms all other failure prediction models in the banking literature. See R.S. Barr, L.M. Seiford and T.F. Siems (1994) “Forcasting Bank Failure: A Non-Parametric Frontier Estimation Approach,” Recherches Economiques de Louvain 60, pp.417–429 and R.S. Barr, L.M. Seiford and T.F. Siems (1993) “An Envelopment-Analysis Approach to Measuring the Managerial Efficiency of Banks,” Annals of Operations Research, 45, pp. 1–19 for details.

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  7. R.M. Nun (1989) “Bank Failure: The Management Factor” (Austin, TX., Texas Department of Banking).

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  8. See A. Ben Israel and T.N. Greville, Generalized Inverses (New York, John Wiley & Sons Inc., 1974).

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  9. K. Tone (1999) “A Consensus Making Method for Group Decisions,” Proposal at the Committee Meeting, National Land Agency, Japan, (Feb. 2, 1999). The views expressed in this proposal are solely those of Tone and are not necessarily indicative of those of the Committee.

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  10. See T.L. Saaty, Analytic Hierarchy Process, McGraw-Hill, New York (1980).

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  11. See K. Tone (1989) “A Comparative Study on AHP and DEA,” International Journal on Policy and Information, 13, pp.57–63.

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  12. R.G. Thompson, L.N Langemeir, C. Lee, E. Lee and R.M. Thrall (1990) “The Role of Multiplier Bounds in Efficiency Analysis with Application to Kansas Farming,” Journal of Econometrics, 46, pp.93–108.

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  13. Y. Roll and B. Golany (1993) “Alternate Methods of Treating Factor Weights in DEA,” OMEGA, 21, pp.99–109.

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  14. R.G. Dyson and E. Thanassoulis (1988) “Reducing Weight Flexibility in Data Envelopment Analysis,” Journal of the Operational Research Socity, 39, pp.563–576.

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  15. A.D. Athanassopoulos and J.E. Storbeck (1995) “Non-Parametric Models for Spatial Efficiency,” The Journal of Productivity Analysis, 6, pp.225–245.

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  16. A. Desai, K. Haynes and J.E. Storbeck “A Spatial Efficiency Framework for the Support of Locational Decisions,” in Data Envelopment Analysis: Theory, Methodology, and Applications, A. Charnes, W. W. Cooper, Arie Y. Lewin, and Lawrence M. Seiford (editors), Kluwer Academic Publishers, Boston, 1994.

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  17. D.B. Sun (1988) “Evaluation of Managerial Performance in Large Commercial Banks by Data Envelopment Analysis,” Ph.D. dissertation, Graduate School of Business, University of Texas, Austin, TX.

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  18. A. Charnes, W.W. Cooper, Q.L. Wei and Z.M. Huang (1989) “Cone Ratio Data Envelopment Analysis and Multi-objective Programming,” International Journal of Systems Science, 20, pp.1099–1118.

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  19. K. Tone (1999) “On Returns to Scale under Weight Restrictions in Data Envelopment Analysis,” Research Report Series I-99-0003, National Graduate Institute for Policy Studies.

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© 2002 Kluwer Academic Publishers

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(2002). Models with Restricted Multipliers. In: Data Envelopment Analysis. Springer, Boston, MA. https://doi.org/10.1007/0-306-47541-3_6

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  • DOI: https://doi.org/10.1007/0-306-47541-3_6

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