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  • Search: subject:"Automatic bandwidth"
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Automatic bandwidth 1 Automatic bandwidth selection 1 Bandwidth 1 Bootstrap 1 Constraint weighted bootstrap 1 Cross-validation 1 Equilibrium bidding strategy 1 Kernel density estimator 1 Optimal reserve price 1 Plug-in 1
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Article 2
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Bose, Arup 1 Dutta, Santanu 1 Henderson, Daniel J. 1 List, John A. 1 Millimet, Daniel L. 1 Parmeter, Christopher F. 1 Price, Michael K. 1
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Journal of Econometrics 1 Statistics & Probability Letters 1
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RePEc 2
Showing 1 - 2 of 2
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Density estimation using bootstrap bandwidth selector
Bose, Arup; Dutta, Santanu - In: Statistics & Probability Letters 83 (2013) 1, pp. 245-256
Smoothing methods for density estimators struggle when the shape of the reference density differs markedly from the actual density. We propose a bootstrap bandwidth selector where no reference distribution is used. It performs reliably in difficult cases and asymptotically outperforms well known...
Persistent link: https://www.econbiz.de/10010593932
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Empirical implementation of nonparametric first-price auction models
Henderson, Daniel J.; List, John A.; Millimet, Daniel L.; … - In: Journal of Econometrics 168 (2012) 1, pp. 17-28
nonparametric estimation. We further develop methods for automatic bandwidth selection. Finally, we discuss how to impose …
Persistent link: https://www.econbiz.de/10010574086
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