2012
DOI: 10.1007/s11123-012-0283-1
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A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models

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Cited by 31 publications
(13 citation statements)
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“…(39) when a = 0. It can be derived using the approximation erfc(x) ≈ exp(−c 1 x − c 2 x 2 ) valid for x > 0 with c 1 ≈ 1.1 and c 2 ≈ 0.76 [56].…”
Section: (B) One Misidentification and One Bit Flipmentioning
confidence: 99%
“…(39) when a = 0. It can be derived using the approximation erfc(x) ≈ exp(−c 1 x − c 2 x 2 ) valid for x > 0 with c 1 ≈ 1.1 and c 2 ≈ 0.76 [56].…”
Section: (B) One Misidentification and One Bit Flipmentioning
confidence: 99%
“…FQ that cannot be exactly known.Moreover,Tsay et al (2013) verified that the finite sample performance of the ML estimators of CSF based on…”
mentioning
confidence: 82%
“…Consequently, the result inferred from Equation 7will not be correct. In this paper, we attempt to solve this difficulty by introducing the censored stochastic frontier model (CSF), proposed by Tsay et al (2013), as CSF allows for truncation of the dependent variable in (6) at a constant value, say c. The CSF model must be estimated by maximum likelihood, and so the Vol. Amemiya (1985), the log-likelihood function of the CSF model can be expressed as follows:…”
Section: Herementioning
confidence: 99%
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“…Instead, the numerical comparison of the signal distortion for a constant T and T opt is given in Figure . To derive T opt , an approximation such that erfcfalse(xfalse)=ec1xc2x2, where c 1 =1.09500814703333 and c 2 =0.75651138383854, is used . Furthermore, it is assumed that ec1zfalse(c2+1false)z2ec1zfalse(c2+2false)z2, e2c1z2c2z2e2c1zfalse(2c2+2false)z2, e2c1zfalse(2c2+1false)z2e2c1zfalse(2c2+2false)z2 to solve the equation for T opt .…”
Section: Receiver Nanomachine Designmentioning
confidence: 99%