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Logconcavity versus Logconvexity: A Complete Characterization

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Cited by:

  1. Rustam Ibragimov & Johan Walden, 2011. "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, vol. 7(3), pages 285-318, August.
  2. Cule, Madeleine & Gramacy, Robert B. & Samworth, Richard, 2009. "LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 29(i02).
  3. Mark J. McCabe & Christopher M. Snyder, 2018. "Open Access as a Crude Solution to a Hold‐Up Problem in the Two‐Sided Market for Academic Journals," Journal of Industrial Economics, Wiley Blackwell, vol. 66(2), pages 301-349, June.
  4. Benabou, Roland & Falk, Armin & Tirole, Jean, 2018. "Narratives, Imperatives, and Moral Reasoning," IZA Discussion Papers 11665, Institute of Labor Economics (IZA).
  5. Sjaak Hurkens & Doh-Shin Jeon & Domenico Menicucci, 2019. "Dominance and Competitive Bundling," American Economic Journal: Microeconomics, American Economic Association, vol. 11(3), pages 1-33, August.
  6. Ibragimov, Rustam, 2008. "Heavy-tailedness and threshold sex determination," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2804-2810, November.
  7. Ibragimov, Rustam, 2008. "Heavy-tailedness and Threshold Sex Determination," Scholarly Articles 2623659, Harvard University Department of Economics.
  8. Liu, Lin & Wang, X. Henry & Yu, Haojun, 2022. "Sequential search with partial depth," Economics Letters, Elsevier, vol. 216(C).
  9. Doni, Nicola & Menicucci, Domenico, 2010. "A note on information revelation in procurement auctions," Economics Letters, Elsevier, vol. 108(3), pages 307-310, September.
  10. Szalay, Dezsö, 2008. "Monopoly, Non-linear Pricing, and Imperfect Information : A Reconsideration of the Insurance Market," The Warwick Economics Research Paper Series (TWERPS) 863, University of Warwick, Department of Economics.
  11. Imhof, Lorens & Kräkel, Matthias, 2014. "Bonus pools and the informativeness principle," European Economic Review, Elsevier, vol. 66(C), pages 180-191.
  12. Giolito Eugenio, 2010. "On Population Structure and Marriage Dynamics," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-54, November.
  13. C. Benassi & A. Chirco & C. Colombo, 2015. "Beyond the Uniform Distribution: Equilibrium Prices and Qualities in a Vertically Differentiated Duopoly," Working Papers wp1044, Dipartimento Scienze Economiche, Universita' di Bologna.
  14. Abadie, Alberto & Gay, Sebastien, 2006. "The impact of presumed consent legislation on cadaveric organ donation: A cross-country study," Journal of Health Economics, Elsevier, vol. 25(4), pages 599-620, July.
  15. Mutuswami, Suresh, 2004. "Strategyproof cost sharing of a binary good and the egalitarian solution," Mathematical Social Sciences, Elsevier, vol. 48(3), pages 271-280, November.
  16. Arnaud Costinot, 2009. "An Elementary Theory of Comparative Advantage," Econometrica, Econometric Society, vol. 77(4), pages 1165-1192, July.
  17. Chiappinelli, Olga & Seres, Gyula, 2024. "Optimal discounts in green public procurement," Economics Letters, Elsevier, vol. 238(C).
  18. Caio Lorecchio, 2022. "Persuading crowds," UB School of Economics Working Papers 2022/434, University of Barcelona School of Economics.
  19. Florian Hoffmann & Roman Inderst & Marco Ottaviani, 2013. "Hypertargeting, Limited Attention, and Privacy: Implications for Marketing and Campaigning," Working Papers 479, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  20. Ettore Damiano & Li Hao, 2008. "Competing Matchmaking," Journal of the European Economic Association, MIT Press, vol. 6(4), pages 789-818, June.
  21. Carlin, Bruce Ian & Chowdhry, Bhagwan & Garmaise, Mark J., 2012. "Investment in organization capital," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 268-286.
  22. Anja Schöttner, 2008. "Fixed-prize tournaments versus first-price auctions in innovation contests," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(1), pages 57-71, April.
  23. Simon Loertscher & Leslie M. Marx, 2022. "To sell public or private goods," Review of Economic Design, Springer;Society for Economic Design, vol. 26(3), pages 385-415, September.
  24. Jean Tirole, 2012. "Overcoming Adverse Selection: How Public Intervention Can Restore Market Functioning," American Economic Review, American Economic Association, vol. 102(1), pages 29-59, February.
  25. Cristián Troncoso-Valverde, 2018. "Releasing information in private-value second-price auctions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(3), pages 781-817, May.
  26. Ibragimov, Rustam, 2008. "A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory," Scholarly Articles 2624003, Harvard University Department of Economics.
  27. Alimohammadi, Mahdi & Alamatsaz, Mohammad Hossein, 2011. "Some new results on unimodality of generalized order statistics and their spacings," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1677-1682, November.
  28. Francesco Angelini & Corrado Benassi & Massimiliano Castellani, 2021. "Platform competition and willingness to pay in a vertical differentiated two-sided market," Economics Bulletin, AccessEcon, vol. 41(2), pages 772-780.
  29. Lebrun, Bernard, 2006. "Uniqueness of the equilibrium in first-price auctions," Games and Economic Behavior, Elsevier, vol. 55(1), pages 131-151, April.
  30. Carmen Anido & Carlos Rivero & Teofilo Valdes, 2011. "An algorithm for panel ANOVA with grouped data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(1), pages 85-107, July.
  31. Tamás L. Balogh & Christian Ewerhart, 2015. "On the origin of r-concavity and related concepts," ECON - Working Papers 187, Department of Economics - University of Zurich.
  32. Bulow, Jeremy & Klemperer, Paul, 2009. "Price Controls and Consumer Surplus," CEPR Discussion Papers 7412, C.E.P.R. Discussion Papers.
  33. Christian Ewerhart, 2013. "Regular type distributions in mechanism design and $$\rho $$ -concavity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(3), pages 591-603, August.
  34. Ed Hopkins & Tatiana Kornienko, 2007. "Cross and Double Cross: Comparative Statics in First Price Auctions," Levine's Bibliography 321307000000000831, UCLA Department of Economics.
  35. Giammario Impullitti, 2016. "Global Innovation Races, Offshoring and Wage Inequality," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 171-202, February.
  36. Rustam Ibragimov & Johan Walden, 2010. "Optimal Bundling Strategies Under Heavy-Tailed Valuations," Management Science, INFORMS, vol. 56(11), pages 1963-1976, November.
  37. Kampas, Athanasios & White, Ben, 2003. "Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations," European Journal of Operational Research, Elsevier, vol. 147(1), pages 217-228, May.
  38. repec:hum:wpaper:sfb649dp2005-041 is not listed on IDEAS
  39. Rustam Ibragimov, 2005. "Portfolio Diversification and Value At Risk Under Thick-Tailedness," Yale School of Management Working Papers amz2386, Yale School of Management, revised 01 Aug 2005.
  40. Mailath, George J. & Nöldeke, Georg, 2006. "Extreme Adverse Selection, Competitive Pricing, and Market Breakdown," Working papers 2006/09, Faculty of Business and Economics - University of Basel.
  41. repec:jss:jstsof:29:i02 is not listed on IDEAS
  42. Josh Lerner & Jean Tirole, 2006. "A Model of Forum Shopping," American Economic Review, American Economic Association, vol. 96(4), pages 1091-1113, September.
  43. Simon Cowan, 2007. "The welfare effects of third-degree price discrimination with nonlinear demand functions," RAND Journal of Economics, RAND Corporation, vol. 38(2), pages 419-428, June.
  44. Ed Hopkins & Tatiana Kornienko, 2003. "Ratio Orderings and Comparative Statics," Edinburgh School of Economics Discussion Paper Series 91, Edinburgh School of Economics, University of Edinburgh.
  45. Zhao, Peng & Li, Xiaohu & Balakrishnan, N., 2009. "Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 952-962, May.
  46. Bernard Lebrun, 2004. "Optimality And The Second-Price Auction With Resale," Discussion Papers 2004_03, York University, Department of Economics, revised May 2004.
  47. Anderson, Simon & Meagher, Kieron J, 2012. "Choosing a Champion: Party Membership and Policy Platform," CEPR Discussion Papers 8941, C.E.P.R. Discussion Papers.
  48. Hanming Fang & Peter Norman, 2006. "To bundle or not to bundle," RAND Journal of Economics, RAND Corporation, vol. 37(4), pages 946-963, December.
  49. Jacob K. Goeree & Theo Offerman, 2003. "Competitive Bidding in Auctions with Private and Common Values," Economic Journal, Royal Economic Society, vol. 113(489), pages 598-613, July.
  50. Stein Olav Skrøvseth & Johan Gustav Bellika & Fred Godtliebsen, 2012. "Causality in Scale Space as an Approach to Change Detection," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-14, December.
  51. Marco Bijvank & Woonghee Tim Huh & Ganesh Janakiraman & Wanmo Kang, 2014. "Robustness of Order-Up-to Policies in Lost-Sales Inventory Systems," Operations Research, INFORMS, vol. 62(5), pages 1040-1047, October.
  52. Kucerovsky Dan & Marchand Eric & Najafabadi Amir T. Payandeh & Strawderman William E., 2009. "On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss," Statistics & Risk Modeling, De Gruyter, vol. 27(02), pages 145-168, December.
  53. Mahdi Alimohammadi & Mohammad Hossein Alamatsaz & Erhard Cramer, 2016. "Convolutions and generalization of logconcavity: Implications and applications," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(2), pages 109-123, March.
  54. Jacob K. Goeree, 2000. "Bidding for the Future," Virginia Economics Online Papers 346, University of Virginia, Department of Economics.
  55. Mulero, Julio & Pellerey, Franco & Rodríguez-Griñolo, Rosario, 2010. "Stochastic comparisons for time transformed exponential models," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 328-333, April.
  56. Markus Huggenberger & Peter Albrecht, 2022. "Risk pooling and solvency regulation: A policyholder's perspective," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(4), pages 907-950, December.
  57. Balakrishnan, N. & Burkschat, Marco & Cramer, Erhard & Hofmann, Glenn, 2008. "Fisher information based progressive censoring plans," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 366-380, December.
  58. Saak, Alexander E. & Hennessy, David A., 2001. "Location, Land Quality, And Rental Volatility," 2001 Annual meeting, August 5-8, Chicago, IL 20747, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  59. Domenico Colucci & Nicola Doni & Vincenzo Valori, 2009. "Dynamics in Non-Binding Procurement Auctions with Boundedly Rational Bidders," Working Papers - Mathematical Economics 2009-06, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  60. Rustam Ibragimov, 2005. "Portfolio Diversification and Value At Risk Under Thick-Tailedness," Yale School of Management Working Papers amz2386, Yale School of Management, revised 01 Aug 2005.
  61. Gan, Tan & Hu, Ju & Weng, Xi, 2023. "Optimal contingent delegation," Journal of Economic Theory, Elsevier, vol. 208(C).
  62. Mailath, George J. & Nöldeke, Georg, 2008. "Does competitive pricing cause market breakdown under extreme adverse selection?," Journal of Economic Theory, Elsevier, vol. 140(1), pages 97-125, May.
  63. Pan, Xiaoqing & Yuan, Min & Kochar, Subhash C., 2015. "Stochastic comparisons of weighted sums of arrangement increasing random variables," Statistics & Probability Letters, Elsevier, vol. 102(C), pages 42-50.
  64. Alfredo Di Tillio & Marco Ottaviani & Peter Norman Sørensen, 2021. "Strategic Sample Selection," Econometrica, Econometric Society, vol. 89(2), pages 911-953, March.
  65. Rolf Aaberge, 2007. "Gini’s nuclear family," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(3), pages 305-322, December.
  66. Costas Arkolakis, 2016. "A Unified Theory of Firm Selection and Growth," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(1), pages 89-155.
  67. Ettore Damiano & Hao Li & Wing Suen, 2005. "Unravelling of Dynamic Sorting," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(4), pages 1057-1076.
  68. Madeleine Cule & Richard Samworth & Michael Stewart, 2010. "Maximum likelihood estimation of a multi‐dimensional log‐concave density," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 545-607, November.
  69. Anido, Carmen & Rivero, Carlos & Valdés, Teófilo, 2008. "Analysis of variance with general errors and grouped and non-grouped data: Some iterative algorithms," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1544-1573, September.
  70. Colombo, Luca & Labrecciosa, Paola, 2012. "A note on pricing with risk aversion," European Journal of Operational Research, Elsevier, vol. 216(1), pages 252-254.
  71. Ed Hopkins & Tatiana Kornienko, 2004. "Non-Monotone Comparative Statics in Games of Incomplete Information," Edinburgh School of Economics Discussion Paper Series 122, Edinburgh School of Economics, University of Edinburgh.
  72. Kaj Rosling, 2002. "Inventory Cost Rate Functions with Nonlinear Shortage Costs," Operations Research, INFORMS, vol. 50(6), pages 1007-1017, December.
  73. Liu, Lin & Wang, X. Henry, 2023. "Partial sequential search and product differentiation," Economics Letters, Elsevier, vol. 225(C).
  74. Jonathan B. Berk, 1999. "Statistical Discrimination in a Competitive Labor Market," NBER Working Papers 6871, National Bureau of Economic Research, Inc.
  75. Martin Herdegen & Johannes Muhle-Karbe & Florian Stebegg, 2021. "Liquidity Provision with Adverse Selection and Inventory Costs," Papers 2107.12094, arXiv.org.
  76. Xiangning Huang & Baibing Li, 2009. "Dichotomous transformations for statistical inference about odds ratios," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(1), pages 41-48.
  77. Søren Asmussen & Jaakko Lehtomaa, 2017. "Distinguishing Log-Concavity from Heavy Tails," Risks, MDPI, vol. 5(1), pages 1-14, February.
  78. Christian Ewerhart & Marco Serena, 2023. "On the (Im-)Possibility of Representing Probability Distributions as a Difference of I.I.D. Noise Terms," Working Papers tax-mpg-rps-2023-04, Max Planck Institute for Tax Law and Public Finance.
  79. Miravete, Eugenio J., 2011. "Convolution and composition of totally positive random variables in economics," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 479-490.
  80. Ramesh Gupta & N. Balakrishnan, 2012. "Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(2), pages 181-191, February.
  81. Jeon, Doh-Shin & Hurkens, Sjaak & Menicucci, Domenico, 2016. "Leveraging Dominance with Credible Bundling," CEPR Discussion Papers 11304, C.E.P.R. Discussion Papers.
  82. Jeremy Bulow & Paul Klemperer, 2012. "Regulated Prices, Rent Seeking, and Consumer Surplus," Journal of Political Economy, University of Chicago Press, vol. 120(1), pages 160-186.
  83. Kemal Kıvanç Aköz & Cemal Eren Arbatli & Levent Celik, 2020. "Manipulation Through Biased Product Reviews," Journal of Industrial Economics, Wiley Blackwell, vol. 68(4), pages 591-639, December.
  84. Stephen Cameron & Shubham Chaudhuri & John McLaren, 2007. "Trade Shocks and Labor Adjustment: Theory," NBER Working Papers 13463, National Bureau of Economic Research, Inc.
  85. Gaure, Simen & Røed, Knut, 2003. "How Tight is the Labour Market? A Micro-Based Macro Indicator," Memorandum 09/2003, Oslo University, Department of Economics.
  86. Corrado Benassi & Alessandra Chirco & Caterina Colombo, 2019. "Vertical differentiation beyond the uniform distribution," Journal of Economics, Springer, vol. 126(3), pages 221-248, April.
  87. Ibragimov, Rustam, 2007. "Thou shalt not diversity: Why "Two of Every Sort"?," Scholarly Articles 2623763, Harvard University Department of Economics.
  88. Ibragimov, Rustam & Walden, Johan, 2008. "Portfolio diversification under local and moderate deviations from power laws," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 594-599, April.
  89. Rivero, Carlos & Valdes, Teofilo, 2008. "An algorithm for robust linear estimation with grouped data," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 255-271, December.
  90. Loeffen, Ronnie L. & Renaud, Jean-François, 2010. "De Finetti's optimal dividends problem with an affine penalty function at ruin," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 98-108, February.
  91. Wei Jiang & Steven Kou, 2021. "Simulating risk measures via asymptotic expansions for relative errors," Mathematical Finance, Wiley Blackwell, vol. 31(3), pages 907-942, July.
  92. Fadoua Balabdaoui & Hanna Jankowski & Kaspar Rufibach & Marios Pavlides, 2013. "Asymptotics of the discrete log-concave maximum likelihood estimator and related applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(4), pages 769-790, September.
  93. Ibragimov, Rustam, 2014. "On the robustness of location estimators in models of firm growth under heavy-tailedness," Journal of Econometrics, Elsevier, vol. 181(1), pages 25-33.
  94. Rustam Ibragimov, 2004. "Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions," Econometric Society 2004 Latin American Meetings 105, Econometric Society.
  95. Bernardita Vial & Pilar Alcalde, 2020. "Intermediary Commissions in a Regulated Market with Heterogeneous Customers," Documentos de Trabajo 532, Instituto de Economia. Pontificia Universidad Católica de Chile..
  96. Müller, Samuel & Rufibach, Kaspar, 2008. "On the max-domain of attraction of distributions with log-concave densities," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1440-1444, September.
  97. Shadmehr, Mehdi & Bernhardt, Dan, 2017. "Monotone and bounded interval equilibria in a coordination game with information aggregation," Mathematical Social Sciences, Elsevier, vol. 89(C), pages 61-69.
  98. Domenico Colucci & Nicola Doni & Vincenzo Valori, 2015. "Information policies in procurement auctions with heterogeneous suppliers," Journal of Economics, Springer, vol. 114(3), pages 211-238, April.
  99. Josh Lerner & Jean Tirole, 2004. "A Model of Forum Shopping, with Special Reference to Standard Setting Organizations," NBER Working Papers 10664, National Bureau of Economic Research, Inc.
  100. Ibragimov, Rustam, 2007. "Efficiency of linear estimators under heavy-tailedness: convolutions of [alpha]-symmetric distributions," Scholarly Articles 2623749, Harvard University Department of Economics.
  101. Ying Shen & Chuancun Yin & Kam Chuen Yuen, 2011. "Alternative approach to the optimality of the threshold strategy for spectrally negative Levy processes," Papers 1101.0446, arXiv.org, revised Feb 2014.
  102. Maryam Esna-Ashari & Mahdi Alimohammadi & Elnaz Garousi & Antonio Di Crescenzo, 2024. "Some New Results on Stochastic Comparisons of Spacings of Generalized Order Statistics from One and Two Samples," Mathematics, MDPI, vol. 12(10), pages 1-19, May.
  103. Miles Gietzmann & Adam Ostaszewski, 2014. "Why managers with low forecast precision select high disclosure intensity: an equilibrium analysis," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 121-153, July.
  104. Szalay, Dezsö, 2012. "Strategic information transmission and stochastic orders," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 386, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
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