Efficiency scores of production units are measured
by their distance to an estimated production frontier.
Nonparametric data envelopment analysis estimators are
based on a finite sample of observed production units,
and radial distances are considered. We investigate the
consistency and the speed of convergence of these estimated
efficiency scores (or of the radial distances) in the very
general setup of a multi-output and multi-input case. It
is shown that the speed of convergence relies on the smoothness
of the unknown frontier and on the number of inputs and
outputs. Furthermore, one has to distinguish between the
output- and the input-oriented cases.