非参数方法的多单位序贯英式拍卖模型的估计与识别  

Nonparametric Estimation and Identification of Multi-Unit Sequential English Auctions

作　　者：尚秀芬[1,2] 陈宏民[1] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200052 [2]上海金融学院,上海201209

出　　处：《管理工程学报》2009年第3期156-158,共3页Journal of Industrial Engineering and Engineering Management

基　　金：国家自然基金资助项目(70672070)

摘　　要：在独立私人价值范式下研究了多单位序贯英式拍卖,竞标者的竞标是连续的随机变量,在竞标中给定标的数量、竞标的人数,竞标者赢得的竞标是可以估计的,其联合价值分布函数依赖于赢者的经验分布。Nonparametric identification doesn＇t depend on unverifiable parametric assumptions, it can provide a basic choice of statistical methods in practice. Within the independent private-value conditions, we derive the process of the winning bid for the last unit sold at multiunit, sequential, ascending auctions. When the identity of the winner is observable, we find the different classes distribution of latent valuation can be identified, and we provide a theoretic perspective for discussing recent development in empirical approaches to auctions.

关 键 词：序贯拍卖 非对称拍卖 非参数识别 

分 类 号：F276[经济管理—企业管理]