Multivariate skew normal-based stochastic frontier models

DOI10.1007/S42519-022-00249-9OpenAlexW4220959645MaRDI QIDQ2136042

Tonghui Wang, Zheng Wei, Xiaonan Zhu

Publication date: 10 May 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00249-9

zbMATH Keywords

technical efficiencymultivariate skew normal distributionstochastic frontier modelwrong skewness problem

Mathematics Subject Classification ID

Mathematical economics (91Bxx) Applications of statistics (62Pxx) Multivariate analysis (62Hxx)

Uses Software

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• Unnamed Item
• Maxlik
• frontier
• maxLik

Cites Work

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• Distribution of matrix quadratic forms under skew-normal settings
• A gamma-distributed stochastic frontier model
• Distribution of quadratic forms under skew normal settings
• Formulation and estimation of stochastic frontier production function models
• Additive properties of skew normal random vectors
• Estimating the location parameter under skew normal settings: is violating the independence assumption good or bad?
• maxLik: a package for maximum likelihood estimation in R
• On fundamental skew distributions
• Asymmetric dependence in the stochastic frontier model using skew normal copula
• On the Unification of Families of Skew-normal Distributions
• Stochastic frontier models with dependent error components
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• A new look at the statistical model identification

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