The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem

DOI10.1080/02331888.2021.2004142MaRDI QIDQ5085226zbMATH OpenOpenAlexFDO

Authors Zheng Wei, Xiaonan Zhu, Tonghui Wang

Publication date 27 June 2022

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2021.2004142

zbMATH Keywords

extended skew-normal distributionstochastic frontier modeltechnical efficiencywrong skewness problem

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A new look at the statistical model identification
• A stationary point for the stochastic frontier likelihood
• Additive properties of skew normal random vectors
• Asymmetric dependence in the stochastic frontier model using skew normal copula
• Distribution of quadratic forms under skew normal settings
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Formulation and estimation of stochastic frontier production function models
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 1169071 (Why is no real title available?)
• (SOFTWARE) maxLik
• maxLik: a package for maximum likelihood estimation in R
• Statistical Applications of the Multivariate Skew Normal Distribution
• Stochastic frontier models with dependent error components
• The multivariate skew-normal distribution

Cited in

(7)

• Dependence modeling in stochastic frontier analysis
• Quantile Methods for Stochastic Frontier Analysis
• Robust maximum likelihood estimation of stochastic frontier models
• The \textit{a priori} procedure (APP) for estimating the Cohen's effect size for matched pairs under skew normal settings
• An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model
• Recent development in skew-normal based stochastic frontier analysis
• Pruned skewed Kalman filter and smoother with application to DSGE models

Describes a project that uses

Uses Software

• maxLik
• sn
• Maxlik
• frontier
• Mathematica
• sfa
• R
• Benchmarking

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