Nonlinear effects in the asymmetric copula-based stochastic frontier model

DOI10.1142/S0218488523400172MaRDI QIDQ6535935zbMATH OpenFDO

Authors Woraphon Yamaka, Paravee Maneejuk, Namchok Chimprang

Publication date 13 March 2024

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

zbMATH Keywords

copulasimulationstochastic frontierasymmetric dependencenonlinear effect

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3457895 (Why is no real title available?)
• A gamma-distributed stochastic frontier model
• Asymmetric dependence in the stochastic frontier model using skew normal copula
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Formulation and estimation of stochastic frontier production function models
• Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
• Panel kink regression with an unknown threshold
• Regression Kink With an Unknown Threshold
• Stochastic Frontier Analysis
• Stochastic frontier models with dependent error components
• The multivariate skew-normal distribution

Cited in

(1)

• Multivariate Distributional Stochastic Frontier Models

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