2007-05-03Buch DOI: 10.18452/4043
From Animal Baits to Investors’ Preference
Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples
We consider two semiparametric models for the weight function in a biased 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.
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