Roger KoenkerGo Back
William B. McKinley Professor of Economics
Econometrics, Quantile Regression
University of Michigan, 1974
- "Convex Optimization, Shape Constraints, Compound Decisions and Empirical Bayes Rules," (with Ivan Mizera), 2014, (\it J. of Am. Stat. Assoc), 109, 674 - 685
- "Quasi-Concave Density Estimation," (with Ivan Mizera) (\it Annals of Statistics), (2010), 38, 2998-3027.
- "Quantile Autoregression," (with Zhijie Xiao) (\it J. of Am. Stat. Assoc), with discussion and rejoinder, (2006), 475, 980-1006.
- "Quantile Regression Methods for Recursive Structural Equation Models," (with Lingje Ma), (\it J. of Econometrics), (2006), 143-471-506.
- (\it Quantile Regression), Econometric Society Monograph Series, Cambridge U. Press.