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

DOI10.1016/j.ijar.2016.08.006zbMath1401.62083OpenAlexW2508235809MaRDI QIDQ2374518

Aree Wiboonpongse, Songsak Sriboonchitta, Jianxu Liu, Thierry Denoeux

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

sample selectiontechnical efficiencydependencestochastic frontier modelcopula representationfamilies of copula

Mathematics Subject Classification ID

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

Related Items (4)

Dependence modeling in stochastic frontier analysis ⋮ Asymmetric dependence in the stochastic frontier model using skew normal copula ⋮ A trivariate Gaussian copula stochastic frontier model with sample selection ⋮ Copulas, uncertainty, and false discovery rate control

Cites Work

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• Estimation of a regression spline sample selection model
• An introduction to copulas.
• Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
• Formulation and estimation of stochastic frontier production function models
• Stochastic frontier models with dependent error components
• Sample Selection Bias as a Specification Error
• Modelling sample selection using Archimedean copulas

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