Monotonicity-constrained nonparametric estimation and inference for first-price auctions
DOI10.1080/07474938.2021.1889198zbMath1490.91108arXiv1909.12974OpenAlexW3192839874MaRDI QIDQ5862516
No author found.
Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.12974
bootstrapmonotonicityasymptotic normalitynonparametric estimationfirst-price auctionsuniform confidence band
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- A simple nonparametric estimator of a strictly monotone regression function
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
- Nonparametric regression with nonparametrically generated covariates
- Gaussian approximation of suprema of empirical processes
- Anti-concentration and honest, adaptive confidence bands
- Empirical implementation of nonparametric first-price auction models
- On the estimation of a monotone conditional variance in nonparametric regression
- Quantile-based nonparametric inference for first-price auctions
- Nonparametric estimation of first-price auctions with risk-averse bidders
- Optimal bandwidth selection for local linear estimation of discontinuity in density
- Nonparametric kernel regression subject to monotonicity constraints
- Weak convergence and empirical processes. With applications to statistics
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
- What model for entry in first-price auctions? A nonparametric approach
- Identification and Estimation of Auction Models with Unobserved Heterogeneity
- Improving point and interval estimators of monotone functions by rearrangement
- Imposing economic constraints in nonparametric regression: survey, implementation, and extension
- Entry and Competition Effects in First-Price Auctions: Theory and Evidence from Procurement Auctions
- Empirical Implications of Equilibrium Bidding in First-Price, Symmetric, Common Value Auctions
- Optimal Nonparametric Estimation of First-price Auctions
- Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
- Applied Nonparametric Econometrics
- A comparative study of monotone nonparametric kernel estimates
- Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
- A NONPARAMETRIC TEST FOR COMPARING VALUATION DISTRIBUTIONS IN FIRST‐PRICE AUCTIONS
- Structural Econometrics of Auctions: A Review
- Identification in Auctions With Selective Entry
- Estimating a Convex Function in Nonparametric Regression
- Stochastic Limit Theory
This page was built for publication: Monotonicity-constrained nonparametric estimation and inference for first-price auctions
