Asymmetric dependence in the stochastic frontier model using skew normal copula
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Publication:2658024
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 1169071 (Why is no real title available?)
- A double-copula stochastic frontier model with dependent error components and correction for sample selection
- A new look at the statistical model identification
- A stationary point for the stochastic frontier likelihood
- Construction of asymmetric multivariate copulas
- Distribution of quadratic forms under skew normal settings
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Formulation and estimation of stochastic frontier production function models
- From Archimedean to Liouville copulas
- Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
- Multivariate dependence concepts through copulas
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
- Statistical Applications of the Multivariate Skew Normal Distribution
- Stochastic Frontier Analysis
- Stochastic frontier models with dependent error components
- Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency
- The multivariate skew-normal distribution
- Vines -- a new graphical model for dependent random variables.
- maxLik: a package for maximum likelihood estimation in R
Cited in
(9)- The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem
- Estimating the location parameter under skew normal settings: is violating the independence assumption good or bad?
- Asymptotic distribution of the sum of skew-normal random variables: application in data envelopment analysis
- Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market
- Dependence modeling in stochastic frontier analysis
- A trivariate Gaussian copula stochastic frontier model with sample selection
- Multivariate skew normal-based stochastic frontier models
- A double-copula stochastic frontier model with dependent error components and correction for sample selection
- Nonlinear effects in the asymmetric copula-based stochastic frontier model
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