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Nonparametric Estimation of Private Value Densities in Ascending Auctions and Generalized Competing Risks Model (Joint work with Oliver Linton and Tatiana Komarova)

Prof Sorawoot Srisuma (Tang) University of Surrey

Date:27 September 2017, Wednesday

Location:Lim Tay Boh Seminar Room (AS2 03-12), Department of Economics, Faculty of Arts and Social Sciences

Time:04:00pm - 05:30pm

 

We consider a private values ascending auction model as in Komarova (2013). This is a case of 2-out-of-n competing risk models. We propose an estimator of the private value densities and establish the pointwise limit theory thereof. We discuss how our results for auctions can be extended to any k-out-of-d system.