A note on some properties of a skew-normal density
The 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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- Carlos Martins-Filho & Feng Yao, 2010. "Nonparametric stochastic frontier estimation via profile," Working Papers 10-09, Department of Economics, West Virginia University.
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