We study the design of auctions when the auctioneer has limited statistical information about the joint distribution of the bidders' valuations. More specifically, we consider an auctioneer who has an estimate of the marginal distribution of a generic bidder's valuation but does not have...

We study a robust version of the single-unit auction problem. The auctioneer has confidence in her estimate of the marginal distribution of a generic bidder's valuation, but does not have reliable information about the joint distribution. In this setting, we analyze the performance of...