Integrated-Quantile-Based Estimation for First-Price Auction Models

DOI10.1080/07350015.2016.1166119zbMATH Open1547.62843MaRDI QIDQ6623172

Yuanyuan Wan, Yao Luo

Publication date: 23 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Empirical implementation of nonparametric first-price auction models
• Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
• Quantile-based nonparametric inference for first-price auctions
• Estimating densities, quantiles, quantile densities and density quantiles
• The Bernstein polynomial estimator of a smooth quantile function
• What model for entry in first-price auctions? A nonparametric approach
• Nonparametric Estimation under Shape Constraints
• UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
• Quantile and Probability Curves Without Crossing
• A Smooth Nonparametric Estimator of a Quantile Function
• A new distribution-free quantile estimator
• Nonparametric Statistical Data Modeling
• Optimal Nonparametric Estimation of First-price Auctions
• Bounds in auctions with unobserved heterogeneity
• Large sample properties for estimators based on the order statistics approach in auctions
• Smooth and non-smooth estimates of a monotone hazard
• Some New Estimates for Distribution Functions

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