Stochastic Non-Parametric Frontier Analysis

Comparative Analysis of Stochastic Frontier Partially non-parametric and Stochastic Frontier Parametric Methods Case Study: Measuring Cost Efficiency in Wheat Production in Iran

comparative analysis of stochastic frontier partially non-parametric and stochastic frontier parametric methods case study: measuring cost efficiency in wheat production in iran

Stationary Points for Parametric Stochastic Frontier Models

The results of Waldman (1982) on the Normal-Half Normal stochastic frontier model are generalized using the theory of the Dirac delta (Dirac, 1930), and distribution-free conditions are established to ensure a stationary point in the likelihood as the variance of the inefficiency distribution goes to zero. Stability of the stationary point and "wrong skew" results are derived or simulated for c...

Stochastic Frontier Analysis

published by the press syndicate of the university of cambridge A catalog record for this book is available from the British Library.

Stochastic non-smooth envelopment of data: Semi-parametric frontier estimation subject to shape constraints

The field of productive efficiency analysis is currently divided between two main paradigms: the deterministic, nonparametric Data Envelopment Analysis (DEA) and the parametric Stochastic Frontier Analysis (SFA). This paper examines an encompassing semiparametric frontier model that combines the DEA-type nonparametric frontier, which satisfies monotonicity and concavity, with the SFA-style stoc...

Parametric Analysis of Stochastic

We investigate some graph properties which may simplify the computation of the steady-state distribution of Markov chain. We consider the directed graph associated to a Markov chain derived from Stochastic Automata Network and we give an algorithm to solve the Kolmogorov equations for the steady-state distribution. Then, we present an extension of this algorithm which allows the parametric anal...