Bayesian estimation of stochastic frontier models with multivariate skew t error terms

Communications in Statistics - Theory and Methods

Volumn 36, Issue 5, 2007, Pages 907-916

  Tchumtchoua, Sylvie ^a   Dey, Dipak K ^a  

^a UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Bayesian modeling; Markov Chain Monte Carlo method; Regression analysis; Slice sampling

Indexed keywords

COMPUTER SIMULATION; ERROR ANALYSIS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; RANDOM PROCESSES; REGRESSION ANALYSIS;

BAYESIAN ESTIMATION; BAYESIAN MODELING; STOCHASTIC FRONTIER MODELS;

BAYESIAN NETWORKS;

EID: 33947644113     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920601041630     Document Type: Article

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