Quantile estimation of the stochastic frontier model

DOI10.1016/j.econlet.2019.05.038zbMath1421.62039OpenAlexW2946176896MaRDI QIDQ2315391

Christopher F. Parmeter, Samah Jradi, John Ruggiero

Publication date: 5 August 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.05.038

zbMATH Keywords

efficiencyquantile functionskewed normaltrue quantile

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08)

Related Items (8)

Robust maximum likelihood estimation of stochastic frontier models ⋮ Non-crossing convex quantile regression ⋮ Quantile estimation of stochastic frontier models with the normal-half normal specification: a cumulative distribution function approach ⋮ Quantile estimation of stochastic frontiers with the normal-exponential specification ⋮ The hinging hyperplanes: an alternative nonparametric representation of a production function. ⋮ Quantile stochastic frontiers ⋮ Quantile stochastic frontier models with endogeneity ⋮ Quantile Methods for Stochastic Frontier Analysis

Uses Software

• sn

Cites Work

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• The Skew-Normal and Related Families
• Quantile and Probability Curves Without Crossing
• Regression Quantiles
• A Laplace stochastic frontier model
• Efficiency Analysis: A Primer on Recent Advances
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension

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