A note on some properties of a skew-normal density

The sum of two independent random variables with normal and half normal densities has a skew-normal density (Azzalini, 1985). In this note we show that this skew-normal density satisfies all assumptions required in establishing the asymptotic properties of the estimators discussed in Martins-Filho and Yao (2010).

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Year of publication:	2010
Authors:	Martins-Filho, Carlos ; Yao, Feng
Institutions:	Department of Economics, College of Business and Economics
Subject:	skew-normal density \| semi-parametric stochastic frontiers

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 10-10 19 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008680796