Research Staff
Roger Koenker
UCL
McKinley Professor of Economics and Professor of Statistics, University of Illinois
Selected Publications
A new quantile regression model for survival data is proposed that permits a positive proportion of […]
The classical problem of the monopolist faced with an unknown demand curve is considered in a […]
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 […]
Since Quetelet’s work in the 19th century social science has iconified “the average man”, that hypothetical […]
Models of unobserved heterogeneity, or frailty as it is commonly known in survival analysis, can often […]
Nonparametric maximum likelihood estimation of general mixture models pioneered by the work of Kiefer and Wolfowitz […]
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest […]
Empirical Bayes methods for Gaussian compound decision problems involving longitudinal data are considered. The new convex […]