| Publication | Date of Publication | Type |
|---|
| Discussion | 2023-11-10 | Paper |
| On a Problem of Robbins | 2023-11-10 | Paper |
| Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients | 2023-03-27 | Paper |
| The ignorant monopolist redux | 2022-06-22 | Paper |
| Censored quantile regression survival models with a cure proportion | 2022-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5146336 | 2021-01-25 | Paper |
| Discussion: Living beyond our means | 2020-10-07 | Paper |
| Comment: Minimalist \(g\)-modeling | 2019-09-27 | Paper |
| The median is the message: toward the Fréchet median | 2019-03-25 | Paper |
| Shape constrained density estimation via penalized Rényi divergence | 2019-03-06 | Paper |
| A conversation with Estate V. Khmaladze | 2018-10-02 | Paper |
| TESTING FOR HOMOGENEITY IN MIXTURE MODELS | 2018-06-26 | Paper |
| Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules | 2017-08-04 | Paper |
| Parametric links for binary choice models: a Fisherian-Bayesian colloquy | 2016-07-25 | Paper |
| Quantile regression methods for recursive structural equation models | 2016-05-02 | Paper |
| Frailty, Profile Likelihood, and Medfly Mortality | 2014-07-02 | Paper |
| Comment on ``Local quantile regression | 2014-02-06 | Paper |
| What Do Kernel Density Estimators Optimize? | 2014-01-21 | Paper |
| Letter to the Editor | 2011-11-21 | Paper |
| Additive models for quantile regression: model selection and confidence bands | 2011-10-25 | Paper |
| Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models | 2011-02-01 | Paper |
| Quasi-concave density estimation | 2010-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580548 | 2010-08-13 | Paper |
| Copula-based nonlinear quantile autoregression | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524357 | 2008-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310531 | 2007-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310559 | 2007-10-11 | Paper |
| Unit Root Quantile Autoregression Inference | 2007-08-20 | Paper |
| Quantile Autoregression | 2007-08-20 | Paper |
| L-estimatton for linear heteroscedastic models | 2007-04-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3413299 | 2007-01-04 | Paper |
| A Frisch-Newton algorithm for sparse quantile regression | 2006-10-09 | Paper |
| Inference on the Quantile Regression Process | 2006-06-16 | Paper |
| Penalized Triograms: Total Variation Regularization for Bivariate Smoothing | 2005-04-11 | Paper |
| Quantile regression for longitudinal data | 2004-10-01 | Paper |
| Reappraising Medfly Longevity | 2003-08-13 | Paper |
| Tail behavior of the least-squares estimator | 2002-09-05 | Paper |
| Goodness of Fit and Related Inference Processes for Quantile Regression | 2002-07-30 | Paper |
| The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors | 2001-02-07 | Paper |
| Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics | 2000-11-22 | Paper |
| GMM inference when the number of moment conditions in large | 2000-08-13 | Paper |
| Some pathological regression asymptotics under stable conditions | 2000-01-01 | Paper |
| The Falstaff estimator | 1999-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4214050 | 1998-10-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378641 | 1998-03-05 | Paper |
| A remark on Bartels and Conn's linearly constrained, discrete l 1 problems | 1998-01-07 | Paper |
| A note on recent proposals for computing \(l_ 1\) estimates | 1997-11-10 | Paper |
| An interior point algorithm for nonlinear quantile regression | 1996-07-15 | Paper |
| Adaptive choice of trimming proportions | 1995-10-18 | Paper |
| Quantile smoothing splines | 1995-02-22 | Paper |
| AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR | 1994-01-13 | Paper |
| Adaptive \(L\)-estimation for linear models | 1992-06-25 | Paper |
| M Estimation of Multivariate Regressions | 1992-06-25 | Paper |
| Tail Behavior of Regression Estimators and their Breakdown Points | 1992-06-25 | Paper |
| L-Estimation for Linear Models | 1987-01-01 | Paper |
| A note on L-estimates for linear models | 1984-01-01 | Paper |
| Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach | 1984-01-01 | Paper |
| Robust methods in econometrics | 1982-01-01 | Paper |
| Robust Tests for Heteroscedasticity Based on Regression Quantiles | 1982-01-01 | Paper |
| An Empirical Quantile Function for Linear Models with | operatornameiid Errors | 1982-01-01 | Paper |
| A note on Studentizing a test for heteroscedasticity | 1981-01-01 | Paper |
| Optimal peak load pricing with time-additive consumer preferences | 1979-01-01 | Paper |
| Regression Quantiles | 1978-01-01 | Paper |
| Asymptotic Theory of Least Absolute Error Regression | 1978-01-01 | Paper |
