A distribution-free approach to estimating best response values with application to mutual fund performance modeling
type: Item
instance of: scholarly article
title: A distribution-free approach to estimating best response values with application to mutual fund performance modeling
zbMATH Open document ID: 1064.91049
author: Marvin D. Troutt
author: Michael Y. Hu
author: Murali S. Shanker
published in: European Journal of Operational Research
publication date: 2005-06-13T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2175660
zbMATH Keywords: Finance
zbMATH Keywords: Financial DSS
zbMATH Keywords: Securities
zbMATH Keywords: Statistics
zbMATH Keywords: Parameter estimation
zbMATH Keywords: Frontier estimation
MaRDI profile type: Publication
full work available at URL: j.ejor.2004.02.006
OpenAlex ID: W1975078969
cites work: Formulation and estimation of stochastic frontier production function models
cites work: Q4397019
cites work: A gamma-distributed stochastic frontier model
cites work: Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
cites work: Likelihood functions for generalized stochastic frontier estimation
cites work: Stochastic frontier models. A Bayesian perspective
DOI: 10.1016/J.EJOR.2004.02.006
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description: scientific article; zbMATH DE number 2175660