A note on some properties of a skew-normal density
AbstractThe sum of two independent random variables with normal and half normal densities has a skew-normal density (Azzalini, 1985). In this note we show that this skew-normal density satisfies all assumptions required in establishing the asymptotic properties of the estimators discussed in Martins-Filho and Yao (2010).
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Bibliographic InfoPaper provided by Department of Economics, West Virginia University in its series Working Papers with number 10-10.
Length: 19 pages
Date of creation: 2010
Date of revision:
skew-normal density; semi-parametric stochastic frontiers.;
Find related papers by JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
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