کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097430 | 1376588 | 2007 | 33 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
We consider classes of multivariate distributions which can model skewness and are closed under orthogonal transformations. We review two classes of such distributions proposed in the literature and focus our attention on a particular, yet quite flexible, subclass of one of these classes. Members of this subclass are defined by affine transformations of univariate (skewed) distributions that ensure the existence of a set of coordinate axes along which there is independence and the marginals are known analytically. The choice of an appropriate m-dimensional skewed distribution is then restricted to the simpler problem of choosing m univariate skewed distributions. We introduce a Bayesian model comparison setup for selection of these univariate skewed distributions. The analysis does not rely on the existence of moments (allowing for any tail behaviour) and uses equivalent priors on the common characteristics of the different models. Finally, we apply this framework to multi-output stochastic frontiers using data from Dutch dairy farms.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 137, Issue 2, April 2007, Pages 641-673
Journal: Journal of Econometrics - Volume 137, Issue 2, April 2007, Pages 641-673
نویسندگان
José T.A.S. Ferreira, Mark F.J. Steel,