Nonparametric estimation of first price auctions via density-quantile function
From MaRDI portal
Publication:2158673
DOI10.1016/J.ECONLET.2022.110560zbMath1493.91063OpenAlexW4225162751MaRDI QIDQ2158673
Publication date: 26 July 2022
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110560
kernel smoothingbandwidth selectionfirst price auctionsdensity-quantile functionboundary bias correction
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
- Unnamed Item
- Nonparametric estimation of utility function in first-price sealed-bid auctions
- Estimating densities, quantiles, quantile densities and density quantiles
- Nonparametric estimation of first-price auctions with risk-averse bidders
- A shape constrained estimator of bidding function of first-price sealed-bid auctions
- Quantile regression methods for first-price auctions
- Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders
- Nonparametric Statistical Data Modeling
- EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION
- Optimal Nonparametric Estimation of First-price Auctions
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
This page was built for publication: Nonparametric estimation of first price auctions via density-quantile function