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Two-Step Sequential Sampling for Gamma Distributions

Moors, J.J.A.; Strijbosch, L.W.G. - Tilburg University, Center for Economic Research - 2002

Persistent link: https://www.econbiz.de/10011090464

Inference robustness in multivariate models with a scale parameter

Fernández, C.; Osiewalski, J.; Steel, M.F.J. - Tilburg University, Center for Economic Research - 1995

We formulate a general representation of points z 2 <n

Persistent link: https://www.econbiz.de/10011090637

The continuous multivariate location-scale model revisited : A tale of robustness

Fernández, C.; Osiewalski, J.; Steel, M.F.J. - Tilburg University, Center for Economic Research - 1993

Persistent link: https://www.econbiz.de/10011090927

Reference priors in non-normal location problems

Fernández, C.; Steel, M.F.J. - Tilburg University, Center for Economic Research - 1995

Persistent link: https://www.econbiz.de/10011091401

Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known

Magnus, Jan R.; Danilov, D.L. - Tilburg University, Center for Economic Research - 2002

We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this...

Persistent link: https://www.econbiz.de/10011091541

Edgeworth Expansions for the Distribution Function of the Hill Estimator

Cuntz, A.; Haeusler, E.; Segers, J.J.J. - Tilburg University, Center for Economic Research - 2003

We establish Edgeworth expansions for the distribution function of the centered and normalized Hill estimator for the positive extreme value index.

Persistent link: https://www.econbiz.de/10011091899

Financial Intermediation, Competition, and Risk : A General Equilibrium Exposition

Di Nicolo, G.; Lucchetta, M. - Tilburg University, Center for Economic Research - 2010

banks can extract market power rents. We show that more bank competition results in lower economy-wide risk, lower bank … allocation and optimal levels of bank risk and capitalization. These results are at variance with those obtained by a large … systemic risk in the economy. …

Persistent link: https://www.econbiz.de/10011090495

You May Have to Do it Again, Rocky! An Experimental Analysis of Bargaining with Risky Joint Profits

Güth, W.; Kroger, S.; Maug, E. - Tilburg University, Center for Economic Research - 2003

.The game theoretic solution predicts (assuming risk neutrality) that actors are willing to accept wages below their outside … actors have uncertain risk aversion.The parameters of the game are calibrated to match data on 99 movies for 1989 available …

Persistent link: https://www.econbiz.de/10011090688

Experimental Investigation of Percieved Risk in Random Walk Processes

Das, Marcel; Gneezy, U. - Tilburg University, Center for Economic Research - 1996

The hypothesis that, on average, people accurately estimate probabilities in random walk processes is experimentally investigated.Individuals are confronted with a process that starts with $X, and in every stage either goes up or down by $1, with probabilities p and 1 - p respectively.For...

Persistent link: https://www.econbiz.de/10011090723

A Model-Free Definition of Increasing Uncertainty

Grant, S.; Quiggin, J. - Tilburg University, Center for Economic Research - 2001

We present a definition of increasing uncertainty, independent of any notion of subjective probabilities, or of any particular model of preferences.Our notion of an elementary increase in the uncertainty of any act corresponds to the addition of an 'elementary bet' which increases consumption by...

Persistent link: https://www.econbiz.de/10011090841