DEA cross-efficiency evaluation based on Pareto improvement.

•We propose a cross-efficiency evaluation approach based on Pareto improvement.•Our approach generates Pareto-optimal cross efficiencies for the DMUs.•Our approach has good power of improving the cross-efficiencies of the DMUs.•The cross-efficiency of each DMU will be equal to its self-evaluated efficiency.•The cross-efficiencies of all DMUs can be generated by only a common set of weights.