Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/25196
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dc.contributor.authorRitov, Ya'acoven_US
dc.contributor.authorHärdle, Wolfgang Karlen_US
dc.date.accessioned2008-02-19en_US
dc.date.accessioned2009-07-23T14:44:44Z-
dc.date.available2009-07-23T14:44:44Z-
dc.date.issued2007en_US
dc.identifier.urihttp://hdl.handle.net/10419/25196-
dc.description.abstractWe 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.en_US
dc.language.isoengen_US
dc.publisher|aSFB 649, Economic Risk|cBerlinen_US
dc.relation.ispartofseries|aSFB 649 discussion paper|x2007,024en_US
dc.subject.jelC10en_US
dc.subject.jelC14en_US
dc.subject.jelD01en_US
dc.subject.jelD81en_US
dc.subject.ddc330en_US
dc.subject.keywordMixture distributionen_US
dc.subject.keywordInverse problemen_US
dc.subject.keywordRisk aversionen_US
dc.subject.keywordExponential mixtureen_US
dc.subject.keywordEmpirical pricing kernelen_US
dc.subject.keywordDAXen_US
dc.subject.keywordMarket utility functionen_US
dc.subject.stwNichtparametrisches Verfahrenen_US
dc.subject.stwStichprobenverfahrenen_US
dc.subject.stwBiasen_US
dc.subject.stwAnlageverhaltenen_US
dc.subject.stwPräferenztheorieen_US
dc.subject.stwRisikoaversionen_US
dc.subject.stwTheorieen_US
dc.subject.stwDeutschlanden_US
dc.titleFrom animal baits to investors' preference: estimating and demixing of the weight function in semiparametric models for biased samplesen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn558539165en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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