| Campo DC | Valor | Idioma |
|---|
| dc.contributor.author | Andrade, Bernardo Borba de | pt_BR |
| dc.contributor.author | Souza, Geraldo da Silva e | pt_BR |
| dc.date.accessioned | 2020-01-24T10:30:12Z | - |
| dc.date.available | 2020-01-24T10:30:12Z | - |
| dc.date.issued | 2019 | pt_BR |
| dc.identifier.citation | 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. | pt_BR |
| dc.identifier.uri | https://repositorio.unb.br/handle/10482/36305 | - |
| dc.language.iso | en | pt_BR |
| dc.publisher | Sociedade Brasileira de Pesquisa Operacional | pt_BR |
| dc.rights | Acesso Aberto | pt_BR |
| dc.title | The EM algorithm for standard stochastic frontier models | pt_BR |
| dc.type | Artigo | pt_BR |
| dc.subject.keyword | Eficiência | pt_BR |
| dc.subject.keyword | Aceleração EM | pt_BR |
| dc.subject.keyword | Probabilidades | pt_BR |
| dc.subject.keyword | Algoritmos | - |
| dc.rights.license | (CC BY) - © 2019 Brazilian Operations Research Society | - |
| dc.identifier.doi | https://doi.org/10.1590/0101-7438.2019.039.03.0361 | pt_BR |
| dc.description.abstract1 | 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. | - |
| dc.identifier.orcid | http://orcid.org/0000-0003-4688-9733 | - |
| Aparece nas coleções: | Artigos publicados em periódicos e afins
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