fpa_block_boot: Block bootstrap of a statistic of the recovered values

In qdfauction: Nonparametric Quantile Density Estimation and Structural Analysis of First-Price Auctions

Block bootstrap of a statistic of the recovered values

Description

Block bootstrap of a statistic of the recovered values

Usage

fpa_block_boot(
  B,
  stat,
  L = "auto",
  B_boot = 199L,
  level = 0.9,
  method = "bernstein",
  bandwidth = "bcv",
  monotone = "spline",
  winner = "max",
  ...
)

fpa_revenue_boot_blocks(B, r, v_s = 0, L = "auto", ...)

fpa_quantile_boot_blocks(B, u = c(0.25, 0.5, 0.75), L = "auto", ...)

Arguments

B	bid matrix, auctions in rows in time order.
stat	function of an fpa_values() fit returning a numeric vector.
L	"auto" for block_length_auto(B), or an integer; 1 gives the i.i.d. auction bootstrap.
B_boot	number of bootstrap resamples.
level	nominal level of the percentile interval.
method, bandwidth, monotone	passed to fpa_values(); the bandwidth is selected once on the full sample and held fixed in every refit.
winner	which bid identifies the auction for the block-length rule: "max" for a sale auction, "min" for procurement.
...	further arguments to fpa_values().
r	reserve price(s); @param v_s seller valuation.
v_s	seller's valuation, passed on to the statistic where it applies.
u	probabilities at which the recovered value quantile is evaluated.

Value

list with point, boot_sd, lower, upper, L, L_pw, T_over_Lpw, boot (the B_boot x length(stat) matrix of bootstrap statistics).

qdfauction documentation built on Nov. 10, 2026, 5:07 p.m.