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Nonparametric identification and estimation of score auctions in multi-attribute procurement
(2021)
Score auctions are used in procurement to incorporate other attributes beyond price. We establish nonparametric econometric identification of bidders' pseudotypes (a measure of bidder's private cost), when bids are evaluated ...
Nonparametric econometricsNonparametric econometrics
(Sociedade Brasileira de Econometria, 2002)
On a robust local estimator for the scale function in heteroscedastic nonparametric regression
(Elsevier Science, 2010-08)
When the data used to fit an heteroscedastic nonparametric regression model are contaminated with outliers, robust estimators of the scale function are needed in order to obtain robust estimators of the regression function ...
A Bayesian approach to hybrid splines non-parametric regression
(Taylor & Francis LtdAbingdonInglaterra, 2002)
Bandwidth choice for robust nonparametric scale function estimation
(Elsevier, 2012-06)
We introduce and compare several robust procedures for bandwidth selection when estimating the variance function. These bandwidth selectors are to be used in combination with the robust scale estimates introduced by ...
Nonparametric Estimation of Nonadditive Random Functions
(Universidad de San Andrés. Departamento de Economía, 2009-01)
Bayesian mixture of parametric and nonparametric density estimation: A Misspecification Problem
(Sociedade Brasileira de Econometria, 2011)
Robust estimation for nonparametric generalized regression
(Elsevier, 2011-12)
This paper focuses on nonparametric regression estimation for the parameters of a discrete or continuous distribution, such as the Poisson or Gamma distributions, when anomalous data are present. The proposal is a natural ...