  We study the revenue comparison problem of auctions when the seller has a
maxmin expected utility preference. The seller holds a set of priors around
some reference belief, interpreted as an approximating model of the true
probability law or the focal point distribution. We develop a methodology for
comparing the revenue performances of auctions: the seller prefers auction X to
auction Y if their transfer functions satisfy a weak form of the
single-crossing condition. Intuitively, this condition means that a bidder's
payment is more negatively associated with the competitor's type in X than in
Y. Applying this methodology, we show that when the reference belief is
independent and identically distributed (IID) and the bidders are ambiguity
neutral, (i) the first-price auction outperforms the second-price and all-pay
auctions, and (ii) the second-price and all-pay auctions outperform the war of
attrition. Our methodology yields results opposite to those of the Linkage
Principle.
