| Publication | Date of Publication | Type |
|---|
Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
A Gaussian compound decision bakeoff
Stat | 2024-05-14 | Paper |
Invidious comparisons: ranking and selection as compound decisions
Econometrica | 2024-05-13 | Paper |
Reply to: Comments on ``Invidious comparisons: ranking and selection as compound decisions
Econometrica | 2024-05-13 | Paper |
On a Problem of Robbins
International Statistical Review | 2023-11-10 | Paper |
Discussion
International Statistical Review | 2023-11-10 | Paper |
Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
Journal of the American Statistical Association | 2023-03-27 | Paper |
The ignorant monopolist redux
Econometrics Journal | 2022-06-22 | Paper |
Censored quantile regression survival models with a cure proportion
Journal of Econometrics | 2022-02-10 | Paper |
scientific article; zbMATH DE number 7300702 (Why is no real title available?)
| 2021-01-25 | Paper |
Discussion: Living beyond our means
Statistical Modelling | 2020-10-07 | Paper |
Comment: Minimalist \(g\)-modeling
Statistical Science | 2019-09-27 | Paper |
The median is the message: toward the Fréchet median
Journal de la Société Française de Statistique | 2019-03-25 | Paper |
Shape constrained density estimation via penalized Rényi divergence
Statistical Science | 2019-03-06 | Paper |
A conversation with Estate V. Khmaladze
Statistical Science | 2018-10-02 | Paper |
TESTING FOR HOMOGENEITY IN MIXTURE MODELS
Econometric Theory | 2018-06-26 | Paper |
Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
Journal of the American Statistical Association | 2017-08-04 | Paper |
Parametric links for binary choice models: a Fisherian-Bayesian colloquy
Journal of Econometrics | 2016-07-25 | Paper |
Quantile regression methods for recursive structural equation models
Journal of Econometrics | 2016-05-02 | Paper |
Frailty, Profile Likelihood, and Medfly Mortality
Contemporary Developments in Statistical Theory | 2014-07-02 | Paper |
Comment on ``Local quantile regression
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
What do kernel density estimators optimize?
Journal of Econometric Methods | 2014-01-21 | Paper |
Letter to the editor: ``A note on Laplace regression with censored data
Biometrical Journal | 2011-11-21 | Paper |
Additive models for quantile regression: model selection and confidence bands
Brazilian Journal of Probability and Statistics | 2011-10-25 | Paper |
Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
Journal of the American Statistical Association | 2011-02-01 | Paper |
Quasi-concave density estimation
The Annals of Statistics | 2010-11-15 | Paper |
scientific article; zbMATH DE number 5769863 (Why is no real title available?)
| 2010-08-13 | Paper |
Copula-based nonlinear quantile autoregression
Econometrics Journal | 2010-02-12 | Paper |
Primal and dual formulations relevant for the numerical estimation of a probability density via regularization
| 2008-09-09 | Paper |
scientific article; zbMATH DE number 5200039 (Why is no real title available?)
| 2007-10-11 | Paper |
scientific article; zbMATH DE number 5200014 (Why is no real title available?)
| 2007-10-11 | Paper |
Quantile Autoregression
Journal of the American Statistical Association | 2007-08-20 | Paper |
Unit Root Quantile Autoregression Inference
Journal of the American Statistical Association | 2007-08-20 | Paper |
L-estimatton for linear heteroscedastic models
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
Quantile regression.
| 2007-01-04 | Paper |
A Frisch-Newton algorithm for sparse quantile regression
Acta Mathematicae Applicatae Sinica. English Series | 2006-10-09 | Paper |
Inference on the Quantile Regression Process
Econometrica | 2006-06-16 | Paper |
Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
Quantile regression for longitudinal data
Journal of Multivariate Analysis | 2004-10-01 | Paper |
Reappraising Medfly Longevity
Journal of the American Statistical Association | 2003-08-13 | Paper |
Tail behavior of the least-squares estimator
Statistics & Probability Letters | 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
Statistical Science | 2001-02-07 | Paper |
Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Journal of Econometrics | 2000-11-22 | Paper |
GMM inference when the number of moment conditions in large
Journal of Econometrics | 2000-08-13 | Paper |
Some pathological regression asymptotics under stable conditions
Statistics & Probability Letters | 2000-01-01 | Paper |
The Falstaff estimator
Economics Letters | 1999-01-12 | Paper |
scientific article; zbMATH DE number 1211740 (Why is no real title available?)
| 1998-10-15 | Paper |
scientific article; zbMATH DE number 1124612 (Why is no real title available?)
| 1998-03-05 | Paper |
A remark on Bartels and Conn's linearly constrained, discrete l 1 problems
ACM Transactions on Mathematical Software | 1998-01-07 | Paper |
A note on recent proposals for computing \(l_ 1\) estimates
Computational Statistics and Data Analysis | 1997-11-10 | Paper |
An interior point algorithm for nonlinear quantile regression
Journal of Econometrics | 1996-07-15 | Paper |
Adaptive choice of trimming proportions
Annals of the Institute of Statistical Mathematics | 1995-10-18 | Paper |
Quantile smoothing splines
Biometrika | 1995-02-22 | Paper |
AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR
Australian Journal of Statistics | 1994-01-13 | Paper |
Adaptive \(L\)-estimation for linear models
The Annals of Statistics | 1992-06-25 | Paper |
Tail Behavior of Regression Estimators and their Breakdown Points
Econometrica | 1992-06-25 | Paper |
M Estimation of Multivariate Regressions
Journal of the American Statistical Association | 1992-06-25 | Paper |
L-Estimation for Linear Models
Journal of the American Statistical Association | 1987-01-01 | Paper |
A note on L-estimates for linear models
Statistics & Probability Letters | 1984-01-01 | Paper |
Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach
Journal of Econometrics | 1984-01-01 | Paper |
Robust Tests for Heteroscedasticity Based on Regression Quantiles
Econometrica | 1982-01-01 | Paper |
An Empirical Quantile Function for Linear Models with | operatornameiid Errors
Journal of the American Statistical Association | 1982-01-01 | Paper |
Robust methods in econometrics
Econometric Reviews | 1982-01-01 | Paper |
A note on Studentizing a test for heteroscedasticity
Journal of Econometrics | 1981-01-01 | Paper |
Optimal peak load pricing with time-additive consumer preferences
Journal of Econometrics | 1979-01-01 | Paper |
Regression Quantiles
Econometrica | 1978-01-01 | Paper |
Asymptotic Theory of Least Absolute Error Regression
| 1978-01-01 | Paper |
