Modelling Price Paths in On-Line Auctions: Smoothing Sparse and Unevenly Sampled Curves by Using Semiparametric Mixed Models
DOI10.1111/J.1467-9876.2007.00605.XzbMATH Open1366.62264OpenAlexW2109054169MaRDI QIDQ3638846FDOQ3638846
Authors: Florian Reithinger, Wolfgang Jank, Gerhard Tutz, Galit Shmueli 
Publication date: 28 October 2009
Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9876.2007.00605.x
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Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24)
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Cited In (8)
- Functional models for longitudinal data with covariate dependent smoothness
- Modelling Concurrency of Events in On-Line Auctions via Spatiotemporal Semiparametric Models
- Empirical dynamics for longitudinal data
- Estimating intermediate price transitions in online auctions
- Distance-based clustering of sparsely observed stochastic processes, with applications to online auctions
- Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation
- Estimating derivatives for samples of sparsely observed functions, with application to online auction dynamics
- Multilevel sparse functional principal component analysis
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