Optimal nonparametric estimation of first-price auctions Emmanuel Guerre; Isabelle Perrigne; Quang Vuong Econometrica; May 2000; 68, 3; ABI/INFORM Complete pg. 525

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Optimal nonparametric estimation of first-price auctions

can be estimated nonparametrically from available data. We then propose a ..... We define the set * of probability distributions P(-) on R. as. Zº = (P(-) is .... numerical integration in (1) so as to determine the buyer's equilibrium strategy s(-, F, I).
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