I propose a Bayesian method to analyze bid data from first-price auctions under private value paradigms. I use a series representation to specify the valuation density so that bidding monotonicity is always satisfied, and I impose density affiliation by the nonparametric technique of Beresteanu...

We present an analytical computation of the asymptotic temporal behavior of the information geometric complexity (IGC) of finite-dimensional Gaussian statistical manifolds in the presence of microcorrelations (correlations between microvariables). We observe a power law decay of the IGC at a...