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).
|Date of creation:||2010|
|Contact details of provider:|| Postal: P.O. Box 6025, Morgantown, WV 26506-6025|
Phone: (304) 293-7859
Fax: (304) 293-2233
Web page: http://business.wvu.edu/graduate-degrees/phd-economics
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Carlos Martins-Filho & Feng Yao, 2010. "Nonparametric stochastic frontier estimation via profile," Working Papers 10-09, Department of Economics, West Virginia University.
When requesting a correction, please mention this item's handle: RePEc:wvu:wpaper:10-10. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Josh Hall)
If references are entirely missing, you can add them using this form.