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A note on some properties of a skew-normal density


  • Carlos Martins-Filho

    (Department of Economics, University of Colorado)

  • Feng Yao

    (Department of Economics, West Virginia University)


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).

Suggested Citation

  • Carlos Martins-Filho & Feng Yao, 2010. "A note on some properties of a skew-normal density," Working Papers 10-10, Department of Economics, West Virginia University.
  • Handle: RePEc:wvu:wpaper:10-10

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    References listed on IDEAS

    1. 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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    Cited by:

    1. Federico Belotti & Giuseppe Ilardi, 2012. "Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model," CEIS Research Paper 231, Tor Vergata University, CEIS, revised 18 Apr 2012.
    2. Carlos Martins-Filho & Feng Yao, 2010. "Nonparametric stochastic frontier estimation via profile," Working Papers 10-09, Department of Economics, West Virginia University.

    More about this item


    skew-normal density; semi-parametric stochastic frontiers.;

    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; Diffusion Processes

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