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.XMaRDI QIDQ3638846zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

boostingsmoothingmixed modelnonparametric methodspenalized splineseBayon-line auction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

• Modeling and forecasting online auction prices: a semiparametric regression analysis
• Modelling Concurrency of Events in On-Line Auctions via Spatiotemporal Semiparametric Models
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• Estimating derivatives for samples of sparsely observed functions, with application to online auction dynamics
• Estimating intermediate price transitions in online auctions

Cites work

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• Modelling Concurrency of Events in On-Line Auctions via Spatiotemporal Semiparametric Models
• Random-Effects Models for Longitudinal Data
• Semiparametric Regression
• Semiparametric Stochastic Mixed Models for Longitudinal Data
• Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
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• The Analysis of Designed Experiments and Longitudinal Data by Using Smoothing Splines

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

Describes a project that uses

Uses Software

• SemiPar
• fda (R)

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