A trivariate Gaussian copula stochastic frontier model with sample selection
From MaRDI portal
Publication:2237545
DOI10.1016/j.ijar.2021.06.016OpenAlexW3182123393MaRDI QIDQ2237545
Jianxu Liu, Songsak Sriboonchitta, Aree Wiboonpongse, Thierry Denoeux
Publication date: 27 October 2021
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2021.06.016
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A class of multivariate copulas based on products of bivariate copulas
- A gamma-distributed stochastic frontier model
- Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
- A tractable likelihood function for the normal-gamma stochastic frontier model
- Construction of asymmetric multivariate copulas
- Likelihood functions for generalized stochastic frontier estimation
- Formulation and estimation of stochastic frontier production function models
- Inference in stochastic frontier analysis with dependent error terms
- Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula
- Polynomial copula transformations
- A double-copula stochastic frontier model with dependent error components and correction for sample selection
- On a distribution form of subcopulas
- Asymmetric dependence in the stochastic frontier model using skew normal copula
- Stochastic frontier models with dependent error components
- Sample Selection Bias as a Specification Error
- Modelling sample selection using Archimedean copulas
- Stochastic Frontier Analysis
- Multivariate Dispersion Models Generated From Gaussian Copula
- Parameterizing correlations: a geometric interpretation
