Nonparametric estimation of first price auctions via density-quantile function

DOI10.1016/J.ECONLET.2022.110560zbMath1493.91063OpenAlexW4225162751MaRDI QIDQ2158673

Yu Yvette Zhang

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

zbMATH Keywords

kernel smoothingbandwidth selectionfirst price auctionsdensity-quantile functionboundary bias correction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

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• 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

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