Bayesian estimation of the Bonferroni index from a Pareto-type I population

Giovanni Maria Giorgi () and Michele Crescenzi
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Michele Crescenzi: Department of Statistics & Probability, University of Rome 'La Sapienza'

Econometrics from EconWPA

Keywords: Bonferroni index; Bayes estimator; Pareto-type I distribution; truncated Erlag distribution; squared error loss function (search for similar items in EconPapers)
JEL-codes: C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Date: 2005-07-13
Note: Type of Document - pdf; pages: 8
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:0507007

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