Menzel, Konrad; Morganti, Paolo - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 329-375
estimation problem. More specifically, we derive the optimal rate for nonparametric point estimation of, and bounds for, the … for the nonparametric estimator that achieve that rate and derive the asymptotic distribution for a regularized estimator … expected revenue, are irregularly identified when bidding data are incomplete. We also give rates for nonparametric estimation …