We propose a fully automatic procedure for the construction of irregular histograms. For a given number of bins, the maximum likelihood histogram is known to be the result of a dynamic programming algorithm. To choose the number of bins, we propose two different penalties motivated by recent...

Standardmethoden zur Schätzung von Disparitätsmaßen aus klassierten Daten basieren entweder auf der Bestimmung von Schranken, die den wahren Wert des jeweiligen Disparitätsmaßes einschließen (nichtparametrischer Ansatz) oder aber auf Annahmen bezüglich der den Daten zugrunde liegenden...

This paper explores the theory behind the rich and robust family of »-stable distributions to estimate parameters from financial asset log-returns data. We discuss four-parameter estimation methods including the quantiles, logarithmic moments method, maximum likelihood (ML), and the empirical...

We show that Bertrand et al.'s (QJE, 2015, ) finding of a sharp drop in the relative income distribution within married couples at the point where wives start to earn more than their husbands is unstable across different estimation procedures and varies across contexts. We apply the estimators...

Movement models predict positions of players (or objects in general) over time and are thus key to analyzing spatiotemporal data as it is often used in sports analytics. Existing movement models are either designed from physical principles or are entirely data-driven. However, the former suffers...

Spatially disaggregated income indicators are typically estimated by using model‐based methods that assume access to auxiliary information from population micro‐data. In many countries like Germany and the UK population micro‐data are not publicly available. In this work we propose small...

A parameter of an econometric model is identified if there is a one-to-one or many-to-one mapping from the population distribution of the available data to the parameter. Often, this mapping is obtained by inverting a mapping from the parameter to the population distribution. If the inverse...

We show that Bertrand et al.'s (QJE 2015) finding of a sharp drop in the relative income distribution within married couples at the point where wives start to earn more than their husbands is unstable across different estimation procedures and varies across contexts. We apply the estimators by...

The objective of this paper is to address the question of convergence across German districts in the first decade after German unification by drawing out and emphasising some stylised facts of regional per capita income dynamics. We achieve this by employing non-parametric techniques which focus...