Selected Publications
We consider median regression and, more generally, quantile regression in high-dimensional sparse models. In these models […]
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This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]
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This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]
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Suppose that a target function is monotonic, namely weakly increasing, and an original estimate of this […]
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This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and […]
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In this paper we examine the implications of the statistical large sample theory for the computational […]
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The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, […]
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Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the […]