Showing 1 - 4 of 4
This paper studies the impact of the possibility to enter a tournament as a team on the gender gap in tournament entry. While a large and siignificant gender gap in entry in the individual tournament is found in line with the literature, no gender gap is found in entry in the team tournament....
Persistent link: https://www.econbiz.de/10005012504
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We proove the asymptotic normality of the vine copula parameter estimator and show that...
Persistent link: https://www.econbiz.de/10008568165
Miscalibration can be defined as the fact that people think that their knowledge is more precise than it actually is. In a typical miscalibration experiment, subjects are asked to provide subjective confidence intervals. A very robust finding is that subjects provide too narrow intervals at the...
Persistent link: https://www.econbiz.de/10004988948
In this paper, we present a new methodology based on vine copulas to estimate multivariate distributions in high dimensions, taking advantage of the diversity of vine copulas. Considering the huge number of vine copulas in dimension n, we introduce an efficient selection algorithm to build and...
Persistent link: https://www.econbiz.de/10004988963