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Title: Frontier quantile model using a generalized class of skewed distributions
Authors: Varith Pipitpojanakarn
Woraphon Yamaka
Songsak Sriboonchitta
Paravee Maneejuk
Keywords: Computer Science
Environmental Science
Social Sciences
Issue Date: 1-Nov-2017
Abstract: © 2017 American Scientific Publishers All rights reserved. One of the classical ways to predict manufacturing production is to use Stochastic frontier model. At present, the most accurate predictions obtained by using this model involve the use of quantiles and asymmetric Laplace distributions for the noise and inefficiency. In this paper, we analyze the possibility of using more general skew distributions. We show that skew normal distributions lead to better predictions.
ISSN: 19367317
Appears in Collections:CMUL: Journal Articles

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