In the stochastic frontier model, the composed error is the sum (or difference) of a normal and a half normal random variable. Often the composed error is linked to ...
With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...
A method is developed for constructing a confidence band for a cumulative distribution function with known functional form. The band is derived using the maximum absolute difference between the true ...