Asymmetric dependence in the stochastic frontier model using skew normal copula
From MaRDI portal
Publication:2658024
DOI10.1016/J.IJAR.2020.10.011zbMATH Open1466.62438OpenAlexW3095398559MaRDI QIDQ2658024FDOQ2658024
Erin M. Conlon, Tonghui Wang, Zheng Wei
Publication date: 18 March 2021
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2020.10.011
Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- maxLik: a package for maximum likelihood estimation in R
- Statistical Applications of the Multivariate Skew Normal Distribution
- A new look at the statistical model identification
- Vines -- a new graphical model for dependent random variables.
- Construction of asymmetric multivariate copulas
- The multivariate skew-normal distribution
- From Archimedean to Liouville copulas
- Formulation and estimation of stochastic frontier production function models
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Stochastic Frontier Analysis
- Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency
- Distribution of quadratic forms under skew normal settings
- A stationary point for the stochastic frontier likelihood
- Multivariate dependence concepts through copulas
- A double-copula stochastic frontier model with dependent error components and correction for sample selection
- Stochastic frontier models with dependent error components
- Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
Cited In (7)
- Estimating the location parameter under skew normal settings: is violating the independence assumption good or bad?
- 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
- Nonlinear effects in the asymmetric copula-based stochastic frontier model
- Multivariate skew normal-based stochastic frontier models
- The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem
Uses Software
This page was built for publication: Asymmetric dependence in the stochastic frontier model using skew normal copula
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2658024)
