We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. A scalar random variable Y is median uncorrelated with a kdimensional random vector X if and only if the slope from an LAD regression of Y on X is zero. Using this simple definition, we...

We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. A scalar random variable Y is median uncorrelated with a k-dimensional random vector X if and only if the slope from an LAD regression of Y on X is zero. Using this simple definition, we...

We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. A scalar random variable Y is median uncorrelated with a k-dimensional random vector X if and only if the slope from an LAD regression of Y on X is zero. Using this simple definition, we...

We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. A scalar random variable Y is median uncorrelated with a kdimensional random vector X if and only if the slope from an LAD regression of Y on X is zero. Using this simple definition, we...

Businesses routinely rely on econometric models to analyze and predict consumer behavior. Estimation of such models may require combining a firm's internal data with external datasets to take into account sample selection, missing observations, omitted variables and errors in measurement within...

This paper considers nonparametric estimation of absolutely continuous distribution functions of lifetimes of non-identical components in k-out-of-n systems from the observed 'autopsy' data. In economics, ascending 'button' or 'clock' auctions with n heterogeneous bidders present 2-out-of-n...

This paper proposes an approach to proving nonparametric identification for distributions of bidders' values in asymmetric second-price auctions. I consider the case when bidders have independent private values and the only available data pertain to the winner's identity and the transaction...

We introduce a notion of median uncorrelation that is a natural extension of mean(linear) uncorrelation. A scalar random variable Y is median uncorrelated with a kdimensionalrandom vector X if and only if the slope from an LAD regression of Yon X is zero. Using this simple definition, we...

Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are often employed to learn for example about the proportions of various types in a given population. This paper examines the inference question on the proportions (mixing probability)...