Country: Germany

Found 3096 papers in total
Tail dependence for elliptically contoured distributions
Tail dependence for elliptically contoured distributions
2002,
The relationship between the theory of elliptically contoured distributions and the...
Robust estimators for estimating discontinuous functions
Robust estimators for estimating discontinuous functions
2002,
We study the asymptotic behavior of a wide class of kernel estimators for estimating...
A robust Hotelling test
A robust Hotelling test
2002,
Hotelling's T 2 statistic is an important tool for inference about the center of a...
Algorithms to compute CM- and S-estimates for regression
Algorithms to compute CM- and S-estimates for regression
2002,
Constrained M-estimators for regression were introduced by Mendes and Tyler in 1995 as...
The term structure of interest rates in the economic and monetary union
The term structure of interest rates in the economic and monetary union
2002,
The main purpose of this article is to present a new numerical procedure that can be...
Calibration of a basket option model applied to company valuation
Calibration of a basket option model applied to company valuation
2002,
Applying real options thinking to company valuation seems theoretically and...
Optimal tax depreciation lives and charges under regulatory constraints
Optimal tax depreciation lives and charges under regulatory constraints
2002,
Depreciation is not only a representation of the loss in asset-value over time. It is...
Dominant strategies, superior information, and winner's curse in second-price auctions
Dominant strategies, superior information, and winner's curse in second-price auctions
2001,
In a general model of common-value second-price auctions with differential...
Strategy-proofness, solidarity, and consistency for multiple assignment problems
Strategy-proofness, solidarity, and consistency for multiple assignment problems
2001,
We consider a problem of allocating indivisible objects when agents may desire to...
Decentralized versus collective bargaining – an experimental study
Decentralized versus collective bargaining – an experimental study
2001,
Two parties X, and Y, can either bargain separately with a third party Z or merge to...
Equilibrium payoffs in stochastic games of incomplete information: The general symmetric case
Equilibrium payoffs in stochastic games of incomplete information: The general symmetric case
2001,
We prove that the existence of equilibrium payoffs for stochastic games of incomplete...
Proper rationalizability in lexicographic beliefs
Proper rationalizability in lexicographic beliefs
2001,
Proper consistency is defined by the property that each player takes all opponent...
Stay-in-a-set games
Stay-in-a-set games
2001,
There exists a Nash equilibrium (ϵ-Nash equilibrium) for every n -person...
N-Person stochastic games with upper semi-continuous payoffs
N-Person stochastic games with upper semi-continuous payoffs
2001,
Every n -person stochastic game with a countable state space, finite action sets for...
On bargaining partner selection when communication is restricted
On bargaining partner selection when communication is restricted
2001,
This paper analyzes the optimal selection of a bargaining partner when communication...
An epistemic analysis of the Harsanyi transformation
An epistemic analysis of the Harsanyi transformation
2001,
Harsanyi proposed a method for transforming uncertainty over the strategy sets of...
Best response dynamics for role games
Best response dynamics for role games
2001,
In a role game, players can condition their strategies on their player position in the...
Generalized genus sequences for misère octal games
Generalized genus sequences for misère octal games
2001,
Two approaches have been used to solve impartial games with misère play; genus...
Maximal stable sets of two-player games
Maximal stable sets of two-player games
2001,
If a connected component of perfect equilibria of a two-player game contains a stable...
Sharing the cost of a network: Core and core allocations
Sharing the cost of a network: Core and core allocations
2001,
This paper discusses the core of the game corresponding to the standard fixed tree...
On linear consistency of anonymous values for TU-games
On linear consistency of anonymous values for TU-games
2001,
In the framework of values for TU-games, it is shown that a particular type of...
The consistency principle for set-valued solutions and a new direction for normative game theory
The consistency principle for set-valued solutions and a new direction for normative game theory
2001,
We extend the consistency principle for strategic games to apply to solutions which...
On the optimality equation for zero-sum ergodic stochastic games
On the optimality equation for zero-sum ergodic stochastic games
2001,
We consider zero-sum stochastic games with Borel state spaces satisfying a generalized...
Information collecting situations and bi-monotonic allocation schemes
Information collecting situations and bi-monotonic allocation schemes
2001,
This paper studies information collecting (IC) situations with the help of cooperative...
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