The following pages link to Roger W. Koenker (Q802465):
Displayed 50 items.
- Item:Q802465 (redirect page) (← links)
- Quantile regression methods for recursive structural equation models (Q278192) (← links)
- Item:Q802465 (redirect page) (← links)
- A note on L-estimates for linear models (Q580842) (← links)
- Quasi-concave density estimation (Q605936) (← links)
- Additive models for quantile regression: model selection and confidence bands (Q642195) (← links)
- Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach (Q802466) (← links)
- A note on Studentizing a test for heteroscedasticity (Q1164334) (← links)
- Optimal peak load pricing with time-additive consumer preferences (Q1253596) (← links)
- The Falstaff estimator (Q1274777) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- Some pathological regression asymptotics under stable conditions (Q1591159) (← links)
- 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 (Q1596137) (← links)
- Tail behavior of the least-squares estimator (Q1612945) (← links)
- Shape constrained density estimation via penalized Rényi divergence (Q1730899) (← links)
- The median is the message: toward the Fréchet median (Q1732726) (← links)
- A conversation with Estate V. Khmaladze (Q1790355) (← links)
- GMM inference when the number of moment conditions in large (Q1808550) (← links)
- Adaptive \(L\)-estimation for linear models (Q1812610) (← links)
- Quantile regression for longitudinal data (Q1882935) (← links)
- Adaptive choice of trimming proportions (Q1895427) (← links)
- An interior point algorithm for nonlinear quantile regression (Q1915451) (← links)
- Censored quantile regression survival models with a cure proportion (Q2074622) (← links)
- Comment: Minimalist \(g\)-modeling (Q2325628) (← links)
- Comment on ``Local quantile regression'' (Q2434699) (← links)
- A Frisch-Newton algorithm for sparse quantile regression (Q2508013) (← links)
- A note on recent proposals for computing \(l_ 1\) estimates (Q2563594) (← links)
- Parametric links for binary choice models: a Fisherian-Bayesian colloquy (Q2630072) (← links)
- What Do Kernel Density Estimators Optimize? (Q2870562) (← links)
- Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (Q3069899) (← links)
- Copula-based nonlinear quantile autoregression (Q3406053) (← links)
- (Q3413299) (← links)
- <i>L</i>-estimatton for linear heteroscedastic models (Q3432379) (← links)
- (Q3524357) (← links)
- (Q3580548) (← links)
- Robust methods in econometrics (Q3657290) (← links)
- L-Estimation for Linear Models (Q3806605) (← links)
- Robust Tests for Heteroscedasticity Based on Regression Quantiles (Q3940647) (← links)
- An Empirical Quantile Function for Linear Models with | operatornameiid Errors (Q3956244) (← links)
- M Estimation of Multivariate Regressions (Q3971654) (← links)
- Tail Behavior of Regression Estimators and their Breakdown Points (Q3978783) (← links)
- Regression Quantiles (Q4151032) (← links)
- Asymptotic Theory of Least Absolute Error Regression (Q4172804) (← links)
- (Q4214050) (← links)
- AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR (Q4275232) (← links)
- Quantile smoothing splines (Q4323533) (← links)
- A remark on Bartels and Conn's linearly constrained, discrete <i>l</i> <sub>1</sub> problems (Q4371116) (← links)
- (Q4378641) (← links)
- Reappraising Medfly Longevity (Q4419437) (← links)
- Goodness of Fit and Related Inference Processes for Quantile Regression (Q4541271) (← links)