Please use this identifier to cite or link to this item:
|Title:||Copula-Based Stochastic Frontier Quantile Model with Unknown Quantile|
|Abstract:||© 2020, The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG. This study aims to improve the copula-based stochastic frontier quantile model by treating the quantile as the unknown parameter. This method can solve the problem of quantile selection bias as the quantile will be estimated simultaneously with other parameters in the model. We then evaluate the performance and accuracy of the proposed model by conducting two simulation studies and a real data analysis with two different data sets. The overall results reveal that our proposed model can beat the conventional stochastic frontier model and also the copula-based stochastic frontier model with a given quantile.|
|Appears in Collections:||CMUL: Journal Articles|
Files in This Item:
There are no files associated with this item.
Items in CMUIR are protected by copyright, with all rights reserved, unless otherwise indicated.