Modelling multi-output stochastic frontiers using copulas

DOI10.1016/j.csda.2010.07.007zbMath1254.91532MaRDI QIDQ1927154

Alessandro Carta, Mark F. J. Steel

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.07.007

zbMATH Keywords

efficiency; Bayes factor; prior elicitation; dairy farms; existence of posterior

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62P20: Applications of statistics to economics

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G60: Numerical methods (including Monte Carlo methods)

91G70: Statistical methods; risk measures

62G05: Nonparametric estimation

62F15: Bayesian inference

62H05: Characterization and structure theory for multivariate probability distributions; copulas

91B70: Stochastic models in economics

91B82: Statistical methods; economic indices and measures

Uses Software

• QRM
• Gibbsit

Cites Work

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