Multivariate skew normal-based stochastic frontier models

DOI10.1007/S42519-022-00249-9MaRDI QIDQ2136042zbMATH OpenOpenAlexFDO

Authors Xiaonan Zhu, Zheng Wei, Tonghui Wang

Publication date 10 May 2022

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42519-022-00249-9

zbMATH Keywords

multivariate skew normal distributiontechnical efficiencystochastic frontier modelwrong skewness problem

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Mathematical economics (91Bxx)

Cites work

• scientific article; zbMATH DE number 1169071 (Why is no real title available?)
• A gamma-distributed stochastic frontier model
• A new look at the statistical model identification
• Additive properties of skew normal random vectors
• Asymmetric dependence in the stochastic frontier model using skew normal copula
• Distribution of matrix quadratic forms under skew-normal settings
• Distribution of quadratic forms under skew normal settings
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Estimating the location parameter under skew normal settings: is violating the independence assumption good or bad?
• Formulation and estimation of stochastic frontier production function models
• On fundamental skew distributions
• On the Unification of Families of Skew-normal Distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• Stochastic frontier models with dependent error components
• The multivariate skew-normal distribution
• maxLik: a package for maximum likelihood estimation in R

Cited in

(4)

• Recent development in skew-normal based stochastic frontier analysis
• Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models
• A multivariate two-factor skew model
• Pruned skewed Kalman filter and smoother with application to DSGE models

Describes a project that uses

Uses Software

• maxLik
• frontier
• Maxlik
• R
• Mathematica

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