Jiaying Gu

Selected Publications

Minimalist G-modelling: A comment on Efron

Efron’s elegant approach to g-modeling for empirical Bayes problems is contrasted with an implementation of the […]

Roger Koenker, Jiaying Gu
3 April 2019 | CWP13/19
Nonparametric maximum likelihood methods for binary response models with random coefficients

Single index linear models for binary response with random coefficients have been extensively employed in many […]

Jiaying Gu, Roger Koenker
21 November 2018 | CWP65/18
Rebayes: an R package for empirical bayes mixture methods

Models of unobserved heterogeneity, or frailty as it is commonly known in survival analysis, can often […]

Jiaying Gu, Roger Koenker
10 August 2017 | CWP37/17
Testing for homogeneity in mixture models

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest […]

Jiaying Gu, Roger Koenker, Stanislav Volgushev
10 August 2017 | CWP39/17
Unobserved heterogeneity in income dynamics: an empirical Bayes perspective

Empirical Bayes methods for Gaussian compound decision problems involving longitudinal data are considered. The new convex […]

Jiaying Gu, Roger Koenker
11 June 2015 | Journal Article

Previous version

Unobserved heterogeneity in income dynamics: an empirical Bayes perspective
Jiaying Gu, Roger Koenker
4 November 2014 | CWP43/14
Unobserved heterogeneity in income dynamics: an empirical Bayes perspective

Empirical Bayes methods for Gaussian compound decision problems involving longitudinal data are considered. The new convex […]

Jiaying Gu, Roger Koenker
4 November 2014 | CWP43/14

Latest version

Unobserved heterogeneity in income dynamics: an empirical Bayes perspective
Jiaying Gu, Roger Koenker
11 June 2015 | Journal Article
Testing for homogeneity in mixture models

Statistical models of unobserved heterogeneity are typically formalised as mixtures of simple parametric models and interest […]

Jiaying Gu, Roger Koenker, Stanislav Volgushev
12 March 2013 | CWP09/13