Resource title

From animal baits to investors' preference: estimating and demixing of the weight function in semiparametric models for biased samples

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Resource description

We consider two semiparametric models for the weight function in a bias 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.

Resource author

Ya'acov Ritov, Wolfgang Karl Härdle

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Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/25196

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Adapt according to the presented license agreement and reference the original author.