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Log-Concave Probability Distributions : Theory and Statistical Testing

Author

Listed:
  • An, M.Y.

Abstract

This paper studies the broad class of log-concave probability distributions that arise in economics of uncertainty and information.

Suggested Citation

  • An, M.Y., 1996. "Log-Concave Probability Distributions : Theory and Statistical Testing," Papers 96-01, Centre for Labour Market and Social Research, Danmark-.
    • Handle: RePEc:fth:clmsre:96-01
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    Cited by:

    1. Abdi, Me’raj & Madadi, Mohsen & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad, 2021. "Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness," Journal of Multivariate Analysis, Elsevier, vol. 181(C).
    2. Wang, Jin, 2021. "Do birds of a feather flock together? Platform’s quality screening and end-users’ choices theory and empirical study of online trading platforms," International Journal of Industrial Organization, Elsevier, vol. 75(C).
    3. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    4. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
    5. Anup Malani, 2004. "Testing for Placebo Effects Using Data from Blinded, Randomized Controlled Trials," Econometric Society 2004 North American Summer Meetings 104, Econometric Society.
    6. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    7. Rosholm, Michael & Toomet, Ott, 2005. "A Search Model of Discouragement," IZA Discussion Papers 1633, Institute of Labor Economics (IZA).
    8. Müller, Samuel & Rufibach, Kaspar, 2008. "On the max-domain of attraction of distributions with log-concave densities," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1440-1444, September.

    More about this item

    Keywords

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    JEL classification:

    • D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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