A double-copula stochastic frontier model with dependent error components and correction for sample selection

DOI10.1016/J.IJAR.2016.08.006MaRDI QIDQ2374518zbMATH OpenOpenAlexFDO

Authors Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse, T. Denœux

Publication date 15 December 2016

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2016.08.006

zbMATH Keywords

dependencesample selectiontechnical efficiencystochastic frontier modelcopula representationfamilies of copula

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• An introduction to copulas.
• Estimation of a regression spline sample selection model
• Formulation and estimation of stochastic frontier production function models
• Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
• Modelling sample selection using Archimedean copulas
• Sample Selection Bias as a Specification Error
• Stochastic frontier models with dependent error components

Cited in

(6)

• Asymmetric dependence in the stochastic frontier model using skew normal copula
• Copulas, uncertainty, and false discovery rate control
• Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
• Dependence modeling in stochastic frontier analysis
• A trivariate Gaussian copula stochastic frontier model with sample selection
• Factors affecting economic output in developed countries: a copula approach to sample selection with panel data

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