From Animal Baits to Investors’ Preference : Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples

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 individual utility functions in the DAX market

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Year of publication:	2017
Authors:	Ritov, Ya'acov
Other Persons:	Härdle, Wolfgang K. (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Stichprobenerhebung \| Sampling \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Systematischer Fehler \| Bias \| Präferenztheorie \| Theory of preferences \| Schätztheorie \| Estimation theory

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Extent:	1 Online-Ressource (25 p)
Series:	SFB 649 Discussion Paper 2007-024
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 3, 2007 erstellt
Other identifiers:	10.2139/ssrn.2894361 [DOI]
Classification:	C10 - Econometric and Statistical Methods: General. General ; C14 - Semiparametric and Nonparametric Methods ; D01 - Microeconomic Behavior: Underlying Principles ; D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012966245