Stochastic sensitivity analysis of concentration measures

DOI10.1007/S10100-016-0465-4MaRDI QIDQ2401322zbMATH OpenOpenAlexFDO

Authors Martin Bod'a

Publication date 8 September 2017

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10100-016-0465-4

zbMATH Keywords

concentration measureDirichlet distributionGaussian copulamarket sharemarket share attraction model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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Cites work

• Accurate Ranking of Differentially Expressed Genes by a Distribution-Free Shrinkage Approach
• Computing the distribution of quadratic forms in normal variables
• Computing the nearest correlation matrix--a problem from finance
• Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution
• Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models
• Herfindahl-Hirschman index level of concentration values modification and analysis of their change
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• New sampling techniques for calculation of Dirichlet probabilities
• On numerical calculation of probabilities according to Dirichlet distribution
• Share equations in econometrics: A story of repression, trustration and dead ends
• Stochastic specification and the estimation of share equations
• The exact distribution of indefinite quadratic forms in noncentral normal vectors
• The stochastic specification of demand share equations: Restricting budget shares to the unit simplex

Cited in

(5)

• Stochastic sensitivity analysis
• Criteri di sensitività in problemi di dominanza stocastica
• Convergence of parameter sensitivity estimates in a stochastic experiment
• Dynamics of Market Power and Concentration Profiles
• Some dominance indices to determine market concentration

Describes a project that uses

Uses Software

• mvtnorm
• BayesDA
• R
• Systemfit
• corpor
• PEGS
• gtools
• elicit-normlin

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