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ナカニシ ハヤト
Nakanishi Hayato 中西 勇人 所属 神奈川大学 経済学部 経済学科/現代ビジネス学科 職種 助教 |
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| 言語種別 | 英語 |
| 発行・発表の年月 | 2019/08 |
| 形態種別 | その他論文 |
| 標題 | Estimation of exchangeable distribution with order statistics: Application to first-price auctions. |
| 執筆形態 | 単著 |
| 掲載誌名 | SSRN eLibrary |
| 掲載区分 | 国外 |
| 出版社・発行元 | Elsevier |
| 概要 | This study examines the estimation of the exchangeable joint distribution when the highest (lowest) and another order statistics are observable. The estimator would be appropriate for the estimation of the valuation distribution of auctions and "order-biased" sampling, such as school student achievement investigations, when the sampling probability is not completely captured by the observed covariates. We present our method in conjunction with an application for a first-price sealed-bid auction with affiliation. The results potentially extend the existing non-parametric identification result for first-price sealed-bid auctions with symmetric affiliation. |
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