Bayesian Estimation of Stochastic Frontier Models with Multivariate SkewtError Terms

DOI10.1080/03610920601041630zbMath1115.62033OpenAlexW2032558054MaRDI QIDQ3593513

Sylvie Tchumtchoua, Dey, Dipak K.

Publication date: 23 July 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601041630

zbMATH Keywords

regression analysisMarkov chain Monte Carlo methodslice samplingBayesian modeling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (1)

A generalization of Jeffreys' rule for non regular models

Cites Work

• Formulation and estimation of stochastic frontier production function models
• Stochastic frontier models. A Bayesian perspective
• Slice sampling. (With discussions and rejoinder)
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• The multivariate skew-normal distribution
• A new class of multivariate skew distributions with applications to bayesian regression models
• Stochastic Frontier Analysis
• A general class of multivariate skew-elliptical distributions

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