SKEW-NORMALITY IN STOCHASTIC FRONTIER ANALYSIS

By J. Domínguez-Molina, G. González-Farías, Rogelio Ramos-Quiroga. 2003

60 citations recorded by the source corpus.

Subfields: Computational Mechanics

View Paper: https://www.semanticscholar.org/paper/54323d24823b41042f7e64917e33174a21e99ded

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Mechanics

1. Nicola Maria Rinaldo Loperfido
2. Martin Eling
3. C. Adcock

Citations in the corpus

• The Skew‐normal Distribution and Related Multivariate Families * (2005, unknown): “Some work in this direction has been done by Tancredi (2002) and Domı́nguez-Molina et al. (2004).”
• Consistent inference in fixed-effects stochastic frontier models (2017, unknown): “Then, inefficiency scores can be easily obtained by adapting equation 13.19 of Dominguez-Molina et al. (2004) as E(ui|ε̂i) = Υ̂i + ∆̂∗i Φ∗T (Υ̂i,0, ∆̂∗i) ΦT (Υ̂i,0, ∆̂∗i) , (44) where Υ̂i = −Σ̂i(Σ̂i + Ψ̂i)−1ε̂i, ∆̂∗i = Σ̂i − Σ̂i(Σ̂i + Ψ̂i)−1Σ̂i.24”
• Skewed distributions in finance and actuarial science: a review (2015, methodology): “They have also been used for other applications in finance (Roch and Valdez 2011) and econometrics (Domínguez-Molina, González-Farías, and Ramos-Quiroga 2004).”