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We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…
Contribution of this paper lies in the formulation and estimation of a generalized model for stochastic frontier analysis (SFA) that nests virtually all forms used and includes some that have not been considered so far. The model is based…
The primary objective of Stochastic Frontier (SF) Analysis is the deconvolution of the estimated composed error terms into noise and inefficiency. Assuming a parametric production function (e.g. Cobb-Douglas, Translog, etc.), might lead to…
Compositional data, which is data consisting of fractions or probabilities, is common in many fields including ecology, economics, physical science and political science. If these data would otherwise be normally distributed, their spread…
Goodness--of--fit tests for the distribution of the composed error term in a Stochastic Frontier Model (SFM) are suggested. The focus is on the case of a normal/gamma SFM and the heavy--tailed stable/gamma SFM. In the first case the moment…
Stochastic frontier models have attracted considerable attention due to the incorporation of an inefficiency term in addition to the conventional error term. In this paper, we propose a general estimation framework for panel stochastic…
We consider the summatory function of the totient function after applications of a suitable smoothing operator and study the limiting behavior of the associated error term. Under several conditional assumptions, we show that the smoothed…
Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal…
We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
This paper studies sensitivity analysis of Stochastic Frontier Models. We elaborate relaxations of the baseline assumptions in the Stochastic Frontier Models and characterize the identified set under this relaxations. Furthermore, we derive…
In this paper we consider the statistical inference of the unknown parameter of an exponential distribution based on the time truncated data. The time truncated data occurs quite often in the reliability analysis for type-I or hybrid…
Varying-coefficient functional linear models consider the relationship between a response and a predictor, where the response depends not only the predictor but also an exogenous variable. It then accounts for the relation of the predictors…
We propose and study a maximum likelihood estimator of stochastic frontier models with endogeneity in cross-section data when the composite error term may be correlated with inputs and environmental variables. Our framework is a…
This work sheds some light on the relationship between a distribution's standard deviation and its range, a topic that has been discussed extensively in the literature. While many previous studies have proposed inequalities or relationships…
Partial differential equations with highly oscillatory input terms are hardly ever solvable analytically and their numerical treatment is difficult. Modulated Fourier expansion used as an {\it ansatz} is a well known and extensively…
Benchmarking studies in computational chemistry use reference datasets to assess the accuracy of a method through error statistics. The commonly used error statistics, such as the mean signed and mean unsigned errors, do not inform…
Estimators of parameters of truncated distributions, namely the truncated normal distribution, have been widely studied for a known truncation region. There is also literature for estimating the unknown bounds for known parent…
We compare failure distributions of quantum error correction circuits for stochastic errors and coherent errors. We utilize a fully coherent simulation of a fault tolerant quantum error correcting circuit for a $d=3$ Steane and surface…
This paper focuses on the problem of the estimation of the cumulative hazard function of a distribution on a general complete separable metric space when the data points are subject to censoring by an arbitrary adapted random set. A problem…