Bayesian Estimation of Stochastic Frontier Models with Multivariate SkewtError Terms

DOI10.1080/03610920601041630zbMATH Open1115.62033OpenAlexW2032558054MaRDI QIDQ3593513FDOQ3593513

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

Recommendations

• Objective Bayesian analysis for the multivariate skew-\(t\) model
• The ``wrong skewness problem in stochastic frontier models: a new approach
• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
• Stochastic frontier models. A Bayesian perspective
• Stochastic frontier analysis with fat-tailed error models

zbMATH Keywords

slice samplingMarkov chain Monte Carlo methodregression analysisBayesian modeling

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (8)

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

This page was built for publication: Bayesian Estimation of Stochastic Frontier Models with Multivariate SkewtError Terms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3593513)