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most citedSpecification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms

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stat.ME2015

Bayesian analysis of multivariate stable distributions using one-dimensional projections

Mike G. Tsionas

In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, an…