Integrated-Quantile-Based Estimation for First-Price Auction Models

DOI10.1080/07350015.2016.1166119MaRDI QIDQ6623172zbMATH OpenFDO

Authors Yao Luo, Yuanyuan Wan

Publication date 23 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2016.1166119

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A new distribution-free quantile estimator
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• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3624650 (Why is no real title available?)
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• Nonparametric Statistical Data Modeling
• Optimal Nonparametric Estimation of First-price Auctions
• Quantile and probability curves without crossing
• Quantile-based nonparametric inference for first-price auctions
• Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
• Smooth and non-smooth estimates of a monotone hazard
• Some New Estimates for Distribution Functions
• The Bernstein polynomial estimator of a smooth quantile function
• Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
• What model for entry in first-price auctions? A nonparametric approach

Cited in

(3)

• Identification of incomplete information allocation-transfer games in monotone equilibrium
• Nonparametric estimation of private value distributions in first-price auctions: evaluating quantile density function approaches
• Estimation of the Local Conditional Tail Average Treatment Effect

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