Titre:	The EM algorithm for standard stochastic frontier models
Auteur(s):	Andrade, Bernardo Borba de Souza, Geraldo da Silva e
metadata.dc.identifier.orcid:	http://orcid.org/0000-0003-4688-9733
Assunto::	Eficiência Aceleração EM Probabilidades Algoritmos
Date de publication:	2019
Editeur:	Sociedade Brasileira de Pesquisa Operacional
Référence bibliographique:	ANDRADE, Bernardo B. de; SOUZA, Geraldo S. The EM algorithm for standard stochastic frontier models. Pesquisa Operacional, v. 39, n. 3, p. 361-378, 2019. DOI: https://doi.org/10.1590/0101-7438.2019.039.03.0361. Disponível em: http://scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382019000300361. Acesso em: 23 jan. 2020.
Abstract:	The Expectation-Maximization (EM) algorithm is developed for the stochastic frontier models most used in practice with cross-section data. The resulting algorithms can be easily programmed into a computer and are shown to be worthy alternatives to general-purpose optimization routines currently used. The algorithms for the half normal and the exponential models have closed-form expressions whereas those for the truncated normal and gamma models will require the numerical solution of a nonlinear equation. Implementations of the EM algorithm either as a stand-alone routine or in accelerated form and also combined with Newton-like methods are discussed. We provide illustrations, along with R tools, for cost and production frontiers.
Licença::	(CC BY) - © 2019 Brazilian Operations Research Society
DOI:	https://doi.org/10.1590/0101-7438.2019.039.03.0361
Collection(s) :	Artigos publicados em periódicos e afins

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