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Stochastic sensitivity analysis of concentration measures
Title Stochastic sensitivity analysis of concentration measures Author info Martin Boďa Author Boďa Martin 1984- (100%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document Central European Journal of Operations Research. Vol. 25, no. 2 (2017), pp. 441-471. - Berlin : Springer Nature, 2017 Keywords dirichlet distribution gaussian copula market shares market share attraction model Language English Country Germany systematics 33 Annotation © 2017 Springer-Verlag Berlin HeidelbergThe paper extends the traditional approach to measuring market concentration by embracing an element of stochasticity that should reflect the analyst’s uncertainty associated with the future development regarding concentration on the market. Whereas conventional practice relies on deterministic assessments of a market concentration measure with the use of current market shares, this says nothing about possible changes that may happen even in a near future. The paper proposes to model the analyst’s beliefs by dint of a suitable joint probability distribution for future market shares and demonstrates how this analytic framework may be employed for regulatory purposes. A total of four candidates for the joint probability distribution of market shares are considered—the Dirichlet distribution, the conditional normal distribution, the Gaussian copula with conditional beta marginals and the predictive distribution arising from the market share attracti Public work category ADM No. of Archival Copy 38555 Repercussion category NEUENFELDT, Sebastian - GOCHT, Alexander - HECKELEI, Thomas - MITTENZWEI, Klaus - CIAIAN, Pavel. Using aggregated farm location information to predict regional structural change of farm specialisation, size and exit/entry in Norway agriculture. In Agriculture (Switzerland). ISSN 2077-0472, 2021, vol. 11, no. 7, pp. 1-22.
AMARO-MELLADO, J. L. - MORALES-ESTEBAN, A. - MARTÍNEZ-ÁLVAREZ, F. Mapping of seismic parameters of the Iberian Peninsula by means of a geographic information system. In Central European journal of operations research. ISSN 1435-246X, 2018, vol. 26, no. 3, pp. 739-758.
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