Semiparametric maximum likelihood estimation of stochastic frontier model with errors-in-variables

DOI10.1016/J.JKSS.2015.09.006zbMATH Open1381.62059OpenAlexW2111098210MaRDI QIDQ287396FDOQ287396

Authors Byungtae Seo, Seok-Oh Jeong 

Publication date 26 May 2016

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2015.09.006

zbMATH Keywords

measurement errormixture modelconstrained Newton methoderrors-in-variablesproductivity analysissemiparametric maximum likelihood estimationstochastic frontier model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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Cites Work

• A Semiparametric Mixture Approach to Case-Control Studies With Errors in Covariables
• A design-adaptive local polynomial estimator for the errors-in-variables problem
• A method of moments estimator for a stochastic frontier model with errors in variables
• A universally consistent modification of maximum likelihood
• An Algorithm for Computing the Nonparametric MLE of a Mixing Distribution
• Asymptotic distribution of conical-hull estimators of directional edges
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Efficient maximum likelihood estimation in semiparametric mixture models
• Formulation and estimation of stochastic frontier production function models
• Linearly interpolated FDH efficiency score for nonconvex frontiers
• Maximum likelihood estimation of a compound Poisson process
• Nonparametric multivariate density estimation using mixtures
• Nonparametric stochastic frontiers: a local maximum likelihood approach
• Numerical estimation of a probability measure
• On Fast Computation of the Non-Parametric Maximum Likelihood Estimate of a Mixing Distribution
• Some algorithmic aspects of the theory of optimal designs
• Stochastic Frontier Analysis
• The geometry of mixture likelihoods: A general theory

Cited In (6)

• Stochastic frontier models with dependent error components
• Semiparametric accelerated failure time models under unspecified random effect distributions
• A method of moments estimator for a stochastic frontier model with errors in variables
• Semiparametric Stochastic Frontier Estimation via Profile Likelihood
• Semiparametric stochastic frontier models for clustered data
• Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach

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