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.xzbMath1366.62264OpenAlexW2109054169MaRDI QIDQ3638846

Florian Reithinger, Wolfgang Jank, Galit Shmueli, Gerhard Tutz

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

smoothingboostingmixed modelpenalized splinesnonparametric methodseBayon-line auction

Mathematics Subject Classification ID

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

Related Items

Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation, Empirical dynamics for longitudinal data, Distance-based clustering of sparsely observed stochastic processes, with applications to online auctions, Estimating intermediate price transitions in online auctions, Functional models for longitudinal data with covariate dependent smoothness

Uses Software

• fda (R)
• SemiPar

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