Modelling multi-output stochastic frontiers using copulas
DOI10.1016/j.csda.2010.07.007zbMath1254.91532OpenAlexW1991173168MaRDI QIDQ1927154
Alessandro Carta, Mark F. J. Steel
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.07.007
Computational methods in Markov chains (60J22) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Nonparametric estimation (62G05) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stochastic models in economics (91B70) Statistical methods; economic indices and measures (91B82)
Uses Software
Cites Work
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