Modeling stochastic frontier based on vine copulas

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Physica A: Statistical Mechanics and its Applications 2017 / 6

Modeling stochastic frontier based on vine copulas

Constantino, Michel, Candido, Osvaldo, Tabak, Benjamin M., da Costa, Reginaldo Brito
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Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.05.076
Date:
June, 2017
File:
PDF, 292 KB
english, 2017
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