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Objective Bayesian meta-analysis based on generalized multivariate random effects model
Bodnar, Olha; Bodnar, Taras - 2021
Persistent link: https://www.econbiz.de/10012604816
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Matrix gamma distributions and related stochastic processes
Kozubowski, Tomasz J.; Mazur, Stepan; Podgórski, Krzysztof - 2022
There is considerable literature on matrix-variate gamma distributions, also known as Wishart distributions, which are driven by a shape parameter with values in the (Gindikin) set {i/2, i = 1, . . . , k−1}∪((k−1)/2, ∞). We provide an extension of this class to the case where the shape...
Persistent link: https://www.econbiz.de/10013469607
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The method of moments for multivariate random sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024
Multivariate random sums appear in many scientific fields, most notably in actuarial science, where they model both the number of claims and their sizes. Unfortunately, they pose severe inferential problems. For example, their density function is analytically intractable, in the general case,...
Persistent link: https://www.econbiz.de/10014575595
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kmr : a command to correct survey weights for unit nonresponse using groups' response rates
Muñoz S., Ercio; Morelli, Salvatore - 2020
Persistent link: https://www.econbiz.de/10012503283
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"Against all odds" : does awareness of the risk of failure matter for educational choices?
Cattaneo, Maria Alejandra; Wolter, Stefan C. - 2021
Persistent link: https://www.econbiz.de/10012521913
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A note on the probability of winning a lottery when the number of competitors is a binomial random variable
Hogan, Seamus D.; Meriluoto, Laura - 2010
Persistent link: https://www.econbiz.de/10008688813
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Matrix variate generalized laplace distributions
Kozubowski, Tomasz J.; Mazur, Stepan; Podgorski, Krysztof - 2022
The generalized asymmetric Laplace (GAL) distribution, also known as the variance/mean-gamma model, is a popular flexible class of distributions that can account for peakedness, skewness, and heavier than normal tails, often observed in financial or other empirical data. We consider extensions...
Persistent link: https://www.econbiz.de/10013258069
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Contingent valuation: a new perspective
Schläpfer, Felix - 2007
of ‘hypothetical bias’ is still lacking. Based on evidence from economics, economic psychology and the political sciences … hypothetical bias is revisited in the light of these behavioral hypotheses. I find that the hypotheses are generally supported by …. Theory and evidence suggest that this new survey paradigm largely eliminates the fundamental problems of the conventional …
Persistent link: https://www.econbiz.de/10003892450
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Multiple imputation in the Austrian Household Survey on Housing Wealth
Albacete, Nicolás - 2012
This paper presents the multiple imputation model for the imputation of the missing values of the Austrian Household Survey on Housing Wealth 2008. It is based on Bayesian inference and on the fully conditional specification approach. Both theoretical framework and model specification are...
Persistent link: https://www.econbiz.de/10009517749
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023
Persistent link: https://www.econbiz.de/10014320683