Related papers: Monotone additive statistics
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
This article is a presentation of specific recent results describing scaling limits of individual-based models. Thanks to them, we wish to relate the time-scales typical of demographic dynamics and natural selection to the parameters of the…
We survey and unify results on elimination of dominated strategies by monotonic dynamics and prove some new results that may be seen as dual to those of Hofbauer and Weibull (J. Econ. Theory, 1996, 558-573) on convex monotonic dynamics.
In this paper, we study in a Hilbertian setting, first and second-order monotone inclusions related to stochastic optimization problems with decision dependent distributions. The studied dynamics are formulated as monotone inclusions…
This paper considers general term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We give a general model starting from families of forward rates driven by infinitely many Brownian motions and…
In this paper we concentrate on an alternative modeling strategy for positive data that exhibit spatial or spatio-temporal dependence. Specifically we propose to consider stochastic processes obtained trough a monotone transformation of…
Randomized experiments on social networks pose statistical challenges, due to the possibility of interference between units. We propose new methods for estimating attributable treatment effects in such settings. The methods do not require…
Stochastic dominance is a preference relation of uncertain prospect defined over a class of utility functions. While this utility class represents basic properties of risk aversion, it includes some extreme utility functions rarely…
We model stochastic choices with categorization. The agent preliminarly groups alternatives in homogenous disjoint classes, then randomly chooses one class and randomly picks an item within the selected class. We give a formal definition of…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
We introduce a notion of substitutability for correspondences and establish a monotone comparative static result, unifying results such as the inverse isotonicity of M-matrices, Berry, Gandhi and Haile's identification of demand systems,…
We explore the asymptotic distributions of sequences of integer-valued additive functions defined on the symmetric group endowed with the Ewens probability measure as the order of the group increases. Applying the method of factorial…
This paper considers endogenous selection models, in particular nonparametric ones. Estimating the unconditional law of the outcomes is possible when one uses instrumental variables. Using a selection equation which is additively separable…
This paper studies properties of functions having monotone tails. We extend Theorem 1 of Dhaene et al. (2002a) and show how the tail quantiles of a random variable transformed with a monotone tail function can be expressed as the…
Quantitative understanding of human behaviors provides elementary comprehension of the complexity of many human-initiated systems. A basic assumption embedded in the previous analyses on human dynamics is that its temporal statistics are…
Behavior of systems that are functions of anticipated behavior of other systems, whose own behavior is also anticipatory but homeostatic and determined by hierarchical ordering, which changes over time, of sets of possible environments that…
Stable matching in a community consisting of men and women is a classical combinatorial problem that has been the subject of intense theoretical and empirical study since its introduction in 1962 in a seminal paper by Gale and Shapley, who…
Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…
Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…
Observational entropy -- a quantity that unifies Boltzmann's entropy, Gibbs' entropy, von Neumann's macroscopic entropy, and the diagonal entropy -- has recently been argued to play a key role in a modern formulation of statistical…