qdfauction: copyright notes ============================ The package is Copyright (C) 2026 Hassan Doosti and is distributed under the GNU General Public License, version 3 or later. The parts listed below are derived from code by other authors, who hold copyright in the original code and are listed as contributors and copyright holders in DESCRIPTION; they have been informed of their inclusion in this package. The quantile density estimators in R/estimators.R (qdf_kernel, qdf_kernel_corrected, qdf_poisson, qdf_bernstein, qdf_jones, qdf_soni, qdf_indirect_poisson, quantile_indirect_poisson) and the cross-validation criteria bcv_criterion() and rlcv_criterion() in R/bandwidth.R are revised, vectorised versions of R code by Yogendra P. Chaubey, Isha Dewan and Jun Li accompanying Chaubey, Y. P., Dewan, I. and Li, J. (2021). On some smooth estimators of the quantile function for a stationary associated process. Sankhya B, 83 (Suppl 1), 114-139. Chaubey, Y. P., Dewan, I. and Li, J. (2024). On some non parametric estimators of the quantile density function for a stationary associated process. Communications in Statistics - Theory and Methods, 53, 5553-5573. as further developed in Doosti, Dewan and Talebian (2025). The original code is (C) Yogendra P. Chaubey, Isha Dewan and Jun Li. kde_hh() and its internal helpers (hh_kernel, hh_hardle_c, hh_b0) in R/competitors.R are an R translation of the MATLAB functions kspdf_bc.m, evalkspdf.m, evalkspdf_num.m and evalkspdf_denom.m distributed by Brent R. Hickman and Timothy P. Hubbard with Hickman, B. R. and Hubbard, T. P. (2015). Replacing sample trimming with boundary correction in nonparametric estimation of first-price auctions. Journal of Applied Econometrics, 30, 739-762. The original MATLAB code is (C) Brent R. Hickman and Timothy P. Hubbard; its authors ask that users cite the paper above, which the documentation of kde_hh() does. scaling_function(), phi_jk(), dwt_periodic(), idwt_periodic() and loclin_smooth() in R/wavelet_core.R are R translations of the MATLAB routines Phijk.m (Daubechies-Lagarias evaluation of the scaling function), dwtr.m and Idwtr.m (periodic discrete wavelet transform and its inverse) and loc_lin.m (local linear smoothing) written by Brani Vidakovic and used in Ramirez, P. and Vidakovic, B. (2010). Wavelet density estimation for stratified size-biased sample. Journal of Statistical Planning and Inference, 140, 419-432. and in Chesneau, Dewan and Doosti (2016). The original MATLAB code is (C) Brani Vidakovic. density_marmer_shneyerov() in R/competitors.R is an R translation of the MATLAB implementation (qbest4.m) of the quantile-based estimator of Marmer, V. and Shneyerov, A. (2012). Quantile-based nonparametric inference for first-price auctions. Journal of Econometrics, 167(2), 345-357. The original code is (C) Vadim Marmer and Artyom Shneyerov and is publicly available from the first author's website, . fpa_density_ci() in R/fpa_density_ci.R implements the inference procedures of Ma, J., Marmer, V. and Shneyerov, A. (2019). Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator. Journal of Econometrics, 211, 507-538. It was written from the paper; the authors' MATLAB simulation code, kindly provided by Vadim Marmer, was used only to validate it and is not included. The internal function values_zincenko() in R/fpa_revenue.R, used by fpa_values(method = "zincenko"), is adapted from code provided by Federico Zincenko implementing the estimator of Zincenko, F. (2024). Estimation and inference of seller's expected revenue in first-price auctions. Journal of Econometrics, 241(1), 105734. The original code is (C) Federico Zincenko. All other code is original to this package: it was written by the package author, either from the published descriptions of the methods cited in the documentation or from his own earlier code. Wavelet filter coefficients are standard published constants. The data set 'timber' is derived from the replication data of Lu and Perrigne (2008) in the Journal of Applied Econometrics Data Archive; see ?timber.