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- W2316177870 abstract "We propose a method of testing of a statistical hypothesis regarding independence of random error components in the stochastic frontier model. The analytical formula for the log- likelihood is given for the model with the dependent components under consideration of the normal copula. Approbation of the provided technique is made on the basis of simulated data for the 3-factor stochastic model of production potential of a company that takes into account intellectual capital as one of the basic production factors." @default.
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- W2316177870 date "2014-06-15" @default.
- W2316177870 modified "2023-10-18" @default.
- W2316177870 title "Application of Copula Concept to the Analysis of Dependence Between the Components of Random Error in the Stochastic Frontier Model" @default.
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- W2316177870 doi "https://doi.org/10.13187/mai.2014.2.59" @default.
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