Quantile-based nonparametric inference for first-price auctions
type: Item
instance of: scholarly article
title: Quantile-based nonparametric inference for first-price auctions
zbMATH Open document ID: 1441.62810
author: Vadim Marmer
author: Artyom Shneyerov
published in: Journal of Econometrics
publication date: 2016-08-15T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 6617067
zbMATH Keywords: first-price auctions
zbMATH Keywords: independent private values
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: kernel estimation
zbMATH Keywords: quantiles
zbMATH Keywords: optimal reserve price
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.09.020
OpenAlex ID: W3022446837
cites work: Strong limit theorems for maximal spacings from a general univariate distribution
cites work: Optimal Nonparametric Estimation of First-price Auctions
cites work: Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions
cites work: A Lower Bound on the Risks of Non-Parametric Estimates of Densities in the Uniform Metric
cites work: Identification and Estimation of Auction Models with Unobserved Heterogeneity
cites work: Testing Statistical Hypotheses
cites work: Bootstrap, wild bootstrap, and asymptotic normality
cites work: Nonparametric Estimation of Nonadditive Random Functions
cites work: Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
cites work: Convergence of stochastic processes
cites work: The jackknife and bootstrap
cites work: Asymptotic Statistics
DOI: 10.1016/J.JECONOM.2011.09.020
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description: scientific article; zbMATH DE number 6617067