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

Journal of Econometrics

Volumn 137, Issue 2, 2007, Pages 641-673

  Ferreira, José T A S ^a   Steel, Mark F J ^b  

^a Endeavour Capital Management   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Coordinate free distributions; Dairy farm; Multivariate skewness; Orthogonal transformation; Stochastic frontier

Indexed keywords

MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

BAYESIAN MODELS; MULTIVARIATE DISTRIBUTION; ORTHOGONAL TRANSFORMATION; SKEWED DISTRIBUTION; SKEWNESS;

STATISTICAL METHODS;

EID: 33847183438     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.11.016     Document Type: Article

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