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The Role of Monotonicity in the Epistemic Analysis of Strategic Games

Apt, Krzysztof R.; Zvesper, Jonathan A. - In: Games 1 (2010) 4, pp. 381-394

It is well-known that in finite strategic games true common belief (or common knowledge) of rationality implies that the players will choose only strategies that survive the iterated elimination of strictly dominated strategies. We establish a general theorem that deals with monotonic...

Persistent link: https://www.econbiz.de/10008682971

On the estimation of a monotone conditional variance in nonparametric regression

Dette, Holger; Pilz, Kay F. - 2004

A monotone estimate of the conditional variance function in a heteroscedastic, nonpara- metric regression model is proposed. The method is based on the application of a kernel density estimate to an unconstrained estimate of the variance function and yields an esti- mate of the inverse variance...

Persistent link: https://www.econbiz.de/10010296626

A note on uniform consistency of monotone function estimators

Neumeyer, Natalie - 2005

Recently, Dette, Neumeyer and Pilz (2005a) proposed a new monotone estimator for strictly increasing nonparametric regression functions and proved asymptotic normality. We explain two modifications of their method that can be used to obtain monotone versions of any nonparametric function...

Persistent link: https://www.econbiz.de/10010296696

Shape constrained estimators in inverse regression models with convolution-type operator

Birke, Melanie; Bissantz, Nicolai - 2007

In this paper we are concerned with shape restricted estimation in inverse regression problems with convolution-type operator. We use increasing rearrangements to compute increasingand convex estimates from an (in principle arbitrary) unconstrained estimate of the unknown regression function. An...

Persistent link: https://www.econbiz.de/10010298216

Shape constrained kernel density estimation

Birke, Melanie - 2008

In this paper, a method for estimating monotone, convex and log-concave densities is proposed. The estimation procedure consists of an unconstrained kernel estimator which is modi?ed in a second step with respect to the desired shape constraint by using monotone rearrangements. It is shown that...

Persistent link: https://www.econbiz.de/10010300696

Allais at the Horse Race: Testing models of ambiguity aversion

Schneider, Florian; Schonger, Martin - 2015

Most models of ambiguity aversion satisfy Anscombe-Aumann's Monotonicity axiom. This paper proposes a test of … Monotonicity, the Allais Horse Race. It is an adaptation of the Allais paradox to a setting with both subjective and objective … uncertainty. Viewed as a thought experiment, the Allais Horse Race allows for introspective assessment of Monotonicity …

Persistent link: https://www.econbiz.de/10011420568

Monotonicity of chi-square test statistics

Ryu, Keunkwan - 2003

This paper establishes monotonicity of the chi-square test statistic. As the more efficient parameter estimator is …

Persistent link: https://www.econbiz.de/10010332263

The identification power of smoothness assumptions in models with counterfactual outcomes

Kim, Wooyoung; Kwon, Koohyun; Kwon, Soonwoo; Lee, Sokbae - 2014

for the average treatment response by imposing smoothness conditions alone, by combining them with monotonicity …

Persistent link: https://www.econbiz.de/10010368182

Local quantile treatment effects

Melly, Blaise; Wüthrich, Kaspar - 2016

identification through a monotonicity assumption in the treatment choice equation. We discuss the key conditions, the role of control …

Persistent link: https://www.econbiz.de/10011583291

Stochastic stability in monotone economies

Stachurski, John; Kamihigashi, Takashi - In: Theoretical Economics 9 (2014) 2, pp. 383-407

monotonicity holds. The conditions in our main result are both necessary and sufficient for global stability of monotone economies …

Persistent link: https://www.econbiz.de/10011599516

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