Nonparametric estimation of first price auctions via density-quantile function
DOI10.1016/J.ECONLET.2022.110560zbMATH Open1493.91063OpenAlexW4225162751MaRDI QIDQ2158673FDOQ2158673
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
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kernel smoothingbandwidth selectionfirst price auctionsdensity-quantile functionboundary bias correction
Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
- Title not available (Why is that?)
- Nonparametric Statistical Data Modeling
- Optimal Nonparametric Estimation of First-price Auctions
- A shape constrained estimator of bidding function of first-price sealed-bid auctions
- Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders
- Nonparametric estimation of utility function in first-price sealed-bid auctions
- EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION
- Nonparametric estimation of first-price auctions with risk-averse bidders
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
- Quantile regression methods for first-price auctions
- Estimating densities, quantiles, quantile densities and density quantiles
Cited In (7)
- Are there common values in first-price auctions? A tail-index nonparametric test
- A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS
- Monotonicity-constrained nonparametric estimation and inference for first-price auctions
- Quantile-based nonparametric inference for first-price auctions
- Quantile regression methods for first-price auctions
- What model for entry in first-price auctions? A nonparametric approach
- Optimal Nonparametric Estimation of First-price Auctions
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