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The two-parameter Ewens distribution: a finitary approach

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  • U. Garibaldi
  • D. Costantini
  • P. Viarengo

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  • U. Garibaldi & D. Costantini & P. Viarengo, 2007. "The two-parameter Ewens distribution: a finitary approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 2(2), pages 147-161, December.
    • Handle: RePEc:spr:jeicoo:v:2:y:2007:i:2:p:147-161
    DOI: 10.1007/s11403-007-0022-2
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    References listed on IDEAS

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    1. Masanao Aoki, "undated". "Reconstructing Macroeconomics: A Perspective from Statistical Physics and Combinatorial Stochastic Processes," UCLA Economics Online Papers 390, UCLA Department of Economics.
    2. Hansen, Ben & Pitman, Jim, 2000. "Prediction rules for exchangeable sequences related to species sampling," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 251-256, February.
    3. Domenico Costantini & Ubaldo Garibaldi & Paolo Viarengo, 2005. "A Finitary Characterization of the Ewens Sampling Formula," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 221-236, Springer.
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    Cited by:

    1. U. Garibaldi & P. Viarengo, 2012. "Exchangeability and non-self-averaging," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 7(2), pages 181-195, October.
    2. Sergey Sosnovskiy, 2015. "On financial applications of the two-parameter Poisson-Dirichlet distribution," Papers 1501.01954, arXiv.org, revised Jul 2015.

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