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The asymptotic distribution of the maximum likelihood estimator is shown to be a mixture of certain truncated distributions. The maximum likelihood estimates for different parameters may have different rates of stochastic convergence. The model can be reparameterized into one with a regular likelihood function. The likelihood ratio test statistic has the usual mixture of chi-square distributions as in the regular case.<\/jats:p>","DOI":"10.1017\/s026646660000774x","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:46:55Z","timestamp":1236700015000},"page":"413-430","source":"Crossref","is-referenced-by-count":25,"title":["Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix"],"prefix":"10.1017","volume":"9","author":[{"given":"Lung-Fei","family":"Lee","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S026646660000774X_ref016","volume-title":"Statistical Inference","author":"Silvey","year":"1975"},{"key":"S026646660000774X_ref013","doi-asserted-by":"publisher","DOI":"10.2307\/1912109"},{"key":"S026646660000774X_ref001","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(77)90052-5"},{"key":"S026646660000774X_ref012","doi-asserted-by":"publisher","DOI":"10.2307\/1913267"},{"key":"S026646660000774X_ref005","doi-asserted-by":"publisher","DOI":"10.2307\/1912529"},{"key":"S026646660000774X_ref010","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(80)90043-3"},{"key":"S026646660000774X_ref019","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(89)90094-8"},{"key":"S026646660000774X_ref021","doi-asserted-by":"publisher","DOI":"10.1016\/0165-1765(81)90060-4"},{"key":"S026646660000774X_ref018","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600012238"},{"key":"S026646660000774X_ref002","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/61.2.291"},{"key":"S026646660000774X_ref003","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177728725"},{"key":"S026646660000774X_ref004","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(80)90040-8"},{"key":"S026646660000774X_ref006","doi-asserted-by":"publisher","DOI":"10.2307\/1912331"},{"key":"S026646660000774X_ref007","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90045-X"},{"key":"S026646660000774X_ref008","volume-title":"Frontier analysis: Parametric and nonparametric approaches, Annals, Journal of Econometrics, Vol. 46, No. 1\/2","author":"Lewin","year":"1990"},{"key":"S026646660000774X_ref009","doi-asserted-by":"publisher","DOI":"10.1017\/S0305004100050088"},{"key":"S026646660000774X_ref011","doi-asserted-by":"publisher","DOI":"10.1002\/9780470316436"},{"key":"S026646660000774X_ref014","doi-asserted-by":"publisher","DOI":"10.1080\/07474938608800089"},{"key":"S026646660000774X_ref015","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(84)90058-7"},{"key":"S026646660000774X_ref020","doi-asserted-by":"publisher","DOI":"10.2307\/2938170"},{"key":"S026646660000774X_ref017","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90041-0"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646660000774X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,15]],"date-time":"2019-05-15T22:50:04Z","timestamp":1557960604000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646660000774X\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1993,6]]},"references-count":21,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1993,6]]}},"alternative-id":["S026646660000774X"],"URL":"https:\/\/doi.org\/10.1017\/s026646660000774x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1993,6]]}}}