Bayesian Estimation of Stochastic Frontier Models with Multivariate SkewtError Terms

DOI10.1080/03610920601041630MaRDI QIDQ3593513zbMATH OpenOpenAlexFDO

Authors Sylvie Tchumtchoua, Dipak K. Dey

Publication date 23 July 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601041630

zbMATH Keywords

Bayesian modelingMarkov chain Monte Carlo methodregression analysisslice sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Objective Bayesian analysis for the multivariate skew-\(t\) model
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Cites work

• A general class of multivariate skew-elliptical distributions
• A new class of multivariate skew distributions with applications to bayesian regression models
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Formulation and estimation of stochastic frontier production function models
• Slice sampling. (With discussions and rejoinder)
• Stochastic Frontier Analysis
• Stochastic frontier models. A Bayesian perspective
• The multivariate skew-normal distribution

Cited in

(9)

• Technological inefficiency and the skewness of the error component in stochastic frontier analysis
• The ``wrong skewness problem: moment constrained maximum likelihood estimation of the stochastic frontier model
• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
• A generalization of Jeffreys' rule for non regular models
• Closed skew normal stochastic frontier models for panel data
• The ``wrong skewness problem in stochastic frontier models: a new approach
• Bayesian estimation of random parameter models of responses with normal and skew-t distibutions evidence from Monte Carlo simulation
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis
• Recent development in skew-normal based stochastic frontier analysis

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