Research Staff
Roger Koenker
UCL
McKinley Professor of Economics and Professor of Statistics, University of Illinois
Selected Publications
The classical problem of the monopolist faced with an unknown demand curve is considered in a […]
A new quantile regression model for survival data is proposed that permits a positive proportion of […]
Efron’s elegant approach to g-modeling for empirical Bayes problems is contrasted with an implementation of the […]
Single index linear models for binary response with random coefficients have been extensively employed in many […]
Shape constraints play an increasingly prominent role in nonparametric function estimation. While considerable recent attention has […]
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest […]
Nonparametric maximum likelihood estimation of general mixture models pioneered by the work of Kiefer and Wolfowitz […]
Models of unobserved heterogeneity, or frailty as it is commonly known in survival analysis, can often […]
Since Quetelet’s work in the 19th century social science has iconified “the average man”, that hypothetical […]
Empirical Bayes methods for Gaussian compound decision problems involving longitudinal data are considered. The new convex […]