Research Staff

Roger Koenker


McKinley Professor of Economics and Professor of Statistics, University of Illinois

Selected Publications

Censored quantile regression survival models with a cure proportion

A new quantile regression model for survival data is proposed that permits a positive proportion of […]

Naveen Narisetty, Roger Koenker
30 October 2019 | CWP56/19
The ignorant monopolist redux

The classical problem of the monopolist faced with an unknown demand curve is considered in a […]

Roger Koenker
30 October 2019 | CWP57/19
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
Shape constrained density estimation via penalized Rényi divergence

Shape constraints play an increasingly prominent role in nonparametric function estimation. While considerable recent attention has […]

Roger Koenker, Ivan Mizera
18 September 2018 | CWP54/18
Quantile regression 40 years on

Since Quetelet’s work in the 19th century social science has iconified “the average man”, that hypothetical […]

Roger Koenker
10 August 2017 | CWP36/17
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
Bayesian deconvolution: an R vinaigrette

Nonparametric maximum likelihood estimation of general mixture models pioneered by the work of Kiefer and Wolfowitz […]

Roger Koenker
10 August 2017 | CWP38/17
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
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