Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers

DOI10.1016/j.jeconom.2005.11.016zbMath1360.62258OpenAlexW2041967764MaRDI QIDQ276939

José T. A. S. Ferreira, Mark F. J. Steel

Publication date: 4 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.11.016

zbMATH Keywords

orthogonal transformationstochastic frontiercoordinate-free distributionsdairy farmmultivariate skewness

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20)

Related Items (10)

Dynamic effects in inefficiency: evidence from the Colombian banking sector ⋮ The new unified representation of multivariate skewed distributions ⋮ Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering ⋮ New insights into the stochastic ray production frontier ⋮ Modelling multi-output stochastic frontiers using copulas ⋮ Marginal distributions of random vectors generated by affine transformations of independent two-piece normal variables ⋮ Bayesian skew selection for multivariate models ⋮ Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles ⋮ On families of beta- and generalized gamma-generated distributions and associated inference ⋮ On describing multivariate skewed distributions: A directional approach

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