Convexity of probit weights

Schumann, M; Tripathi, G

Tripathi, G (reprint author), Univ Luxembourg, Fac Law Econ & Finance, Ctr Res Econ & Management CREA, L-1511 Luxembourg, Luxembourg.

STATISTICS & PROBABILITY LETTERS, 2018; 143 (): 81

Abstract

We demonstrate that the probit weight function is U-shaped on R, i.e., it is strictly decreasing on (-infinity, 0), strictly increasing on [0, infinit......

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