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http://cimat.repositorioinstitucional.mx/jspui/handle/1008/673| STOCHASTIC FRONTIER ANALYSIS : A MATRIX REPRESENTATION | |
| JESUS ARMANDO DOMINGUEZ MOLINA | |
| Acceso Abierto | |
| Atribución-NoComercial | |
| Procesos Estocásticos Matrices de Random | |
| Stochastic Frontier Analysis ( SFA ) models have been using skewness as an intrinsic characteristic to measure technical ine¢ ciency. We extend the use of skew normality and elliptical errors in SFA as a áexible tool to model, for example, panel data. We consider stochastic frontier analysis in the common setting Normal + Truncated Nor- mal with uncorrelated errors, as well as the case with correlated errors, in a matrix representation. The connection between the SFA model and the Closed Skew-Normal has been discussed in DomÌnguez-Molina, et al (2004). We provide a matrix repre- sentation for the skew-normal distribution and skew-elliptical distributions through a general setting and obtain conditional and marginal representations. Also, we obtain a useful submodel through an additive representation to be used with SFA models. We work the moment generating function and some quadratic forms of interest that allows several applications and in particular help to understand some properties in the SFA models. | |
| Centro de Investigación en Matemáticas AC | |
| 22-08-2005 | |
| Reporte | |
| Inglés | |
| Investigadores | |
| PROCESOS ESTOCÁSTICOS | |
| Versión publicada | |
| publishedVersion - Versión publicada | |
| Aparece en las colecciones: | Reportes Técnicos - Probabilidad y Estadística |
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