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...