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dc.contributor.authorRitov, Ya'acoven
dc.contributor.authorHärdle, Wolfgang Karlen
dc.date.accessioned2008-02-19-
dc.date.accessioned2009-07-23T14:44:44Z-
dc.date.available2009-07-23T14:44:44Z-
dc.date.issued2007-
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
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |cBerlinen
dc.relation.ispartofseries|aSFB 649 Discussion Paper |x2007,024en
dc.subject.jelC10en
dc.subject.jelC14en
dc.subject.jelD01en
dc.subject.jelD81en
dc.subject.ddc330en
dc.subject.keywordMixture distributionen
dc.subject.keywordInverse problemen
dc.subject.keywordRisk aversionen
dc.subject.keywordExponential mixtureen
dc.subject.keywordEmpirical pricing kernelen
dc.subject.keywordDAXen
dc.subject.keywordMarket utility functionen
dc.subject.stwNichtparametrisches Verfahrenen
dc.subject.stwStichprobenverfahrenen
dc.subject.stwBiasen
dc.subject.stwAnlageverhaltenen
dc.subject.stwPräferenztheorieen
dc.subject.stwRisikoaversionen
dc.subject.stwTheorieen
dc.subject.stwDeutschlanden
dc.titleFrom animal baits to investors' preference: estimating and demixing of the weight function in semiparametric models for biased samples-
dc.type|aWorking Paperen
dc.identifier.ppn558539165en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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