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Anlageverhalten 1 Behavioural finance 1 Bias 1 Deutschland 1 Germany 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Präferenztheorie 1 Risikoaversion 1 Risk aversion 1 Sampling 1 Stichprobenerhebung 1 Systematischer Fehler 1 Theory of preferences 1
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Free 1
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Book / Working Paper 1
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English 1
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Härdle, Wolfgang K. 1 Ritov, Ya'acov 1
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SFB 649 Discussion Paper 2007-024 1
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ECONIS (ZBW) 1
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From Animal Baits to Investors’ Preference : Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples
Ritov, Ya'acov - 2017
We consider two semiparametric models for the weight function in a biased sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of...
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