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stat.ME2024
A generalized Bayesian approach for high-dimensional robust regression with serially correlated errors and predictors
Saptarshi Chakraborty, Kshitij Khare, George Michailidis
This paper introduces a loss-based generalized Bayesian methodology for high-dimensional robust regression with serially correlated errors and predictors. The proposed framework em…
stat.ME2023
A semi-parametric approach for estimating consumer valuation distributions using second price auctions
Sourav Mukherjee, Ziqian Yang, Rohit K Patra +1
We focus on online second price auctions, where bids are made sequentially, and the winning bidder pays the maximum of the second-highest bid and a seller specified starting price.…