Maximum likelihood and minimum information estimation of allocation models with fat-tailed error distributions

DOI10.1016/0165-1765(84)90165-4zbMATH Open1273.62264OpenAlexW2006450246MaRDI QIDQ374983FDOQ374983

Authors: Lennart R. Flood, Renate Finke, Henri Theil 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(84)90165-4

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited In (4)

• Allocation Strategies for High Fidelity Models in the Multifidelity Regime
• Estimation of allocative and technical efficiencies with fat-tailed error models
• \(L_{p}\)-norm estimation of non-linear systems
• Homogeneity and symmetry testing when the error distribution has fat tails

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