Abstract In this paper, a new skew normal copula-based stochastic frontier model (SFM) is proposed to investigate the asymmetric dependence among the disturbances U (representing technical inefficiency) and V (representing noise). By employing the skew-normal copula in SFM, the asymmetric joint behavior of U and V can be parameterized, thereby allowing the data to have the opportunity to determine the adequacy of the independence or symmetric copula assumption. The skewness of ordinary least square residuals under copula-based SFM is discussed. The performance of the proposed skew normal copula-based SFM is evaluated through simulation studies and an analysis of a real data set.

中文翻译：

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使用 skew normal copula 的随机前沿模型中的非对称依赖

摘要 在本文中，提出了一种新的基于偏斜正态 copula 的随机前沿模型 (SFM) 来研究干扰 U（表示技术低效率）和 V（表示噪声）之间的不对称依赖性。通过在 SFM 中使用 skew-normal copula，可以参数化 U 和 V 的非对称联合行为，从而使数据有机会确定独立或对称 copula 假设的充分性。讨论了基于copula的SFM下普通最小二乘残差的偏度。通过模拟研究和对真实数据集的分析来评估所提出的基于偏斜法线 copula 的 SFM 的性能。