2 papers
stat.ME2026
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.…
stat.ME2025
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…