Investigation of the characteristics and estimation of quantities of hidden and hard-to-access population are of interest to scientists. Such populations are difficult to target because of their elusive nature or other prohibitive characteristics. So crafting designs of a representative sample...

In this thesis, we study nonparametric identification of first-price auction models and propose a semi-nonparametric simulated integratedmoment estimation method to recover the underlying value distribution.In the first essay, we investigate the nonparametric identification of the first-price...

The analysis of auctions is an active area of research for both theoretical and empirical economists. Concentrating on a particular auction format, namely the First--Price Sealed--Bid auction, this dissertation contributes to the analysis of auction both from a methodological viewpoint and from...

Mixture models have been popular in the literature of both statistics and social science. In this dissertation, we propose a new mixture model, namely, nonparametric finite mixture of regression models, which can be viewed as a natural extension of finite mixture of linear regression. In the...

In this dissertation, several new statistical procedures in nonparametric and semiparametric models are proposed. The concerns of the research are efficiency, robustness and sparsity.In Chapter 3, we propose complete composite quantile regression (CQR) procedures for estimating both the...