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Mathematics

D-Index
63
Citations
40659
World Ranking
429
National Ranking
31

Research.com Recognitions

  • 2008 - Fellow of the American Statistical Association (ASA)
  • 1998 - Fellows of the Econometric Society

Overview

Roger Koenker is affiliated with University College London in the United Kingdom. Their work primarily falls within the field of Mathematics, with a focus on Statistics and Probability. They have also contributed to subfields such as Artificial Intelligence, Statistics, Probability and Uncertainty, Management Science and Operations Research, and Epidemiology.

The main topics of Roger Koenker's research include:

  • Advanced Statistical Methods and Models
  • Statistical Methods and Inference
  • Bayesian Methods and Mixture Models
  • Statistical Methods and Bayesian Inference
  • Advanced Statistical Process Monitoring
  • Risk and Portfolio Optimization
  • Liver Disease Diagnosis and Treatment

Roger Koenker has published extensively in several academic venues. Their frequent publication venues include:

  • arXiv (Cornell University)
  • Empirical Economics
  • Econometrica
  • Journal of Econometrics
  • AEA Papers and Proceedings

Some of their recent papers are:

  • "Economic applications of quantile regression 2.0", published in 2021 in Empirical Economics
  • "Invidious Comparisons: Ranking and Selection as Compound Decisions", published in 2023 in Econometrica
  • "Censored quantile regression survival models with a cure proportion", published in 2021 in Journal of Econometrics
  • "Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients", published in 2020 in Journal of the American Statistical Association
  • "Ranking and Selection from Pairwise Comparisons: Empirical Bayes Methods for Citation Analysis", published in 2022 in AEA Papers and Proceedings

Frequent co-authors of Roger Koenker include:

  • Jiaying Gu
  • Bernd Fitzenberger
  • José A. F. Machado
  • Blaise Melly

In recognition of their contributions, Roger Koenker has received the following awards:

  • Fellow of the American Statistical Association (ASA), 2008
  • Fellows of the Econometric Society, 1998

Best Publications

  • Quantile regression for longitudinal data

    Roger Koenker

  • Goodness of Fit and Related Inference Processes for Quantile Regression

    Roger Koenker;José A. F. Machado

  • Robust Tests for Heteroscedasticity Based on Regression Quantiles

    Roger Koenker;Gilbert Bassett

  • Quantile Regression: Name Index

    Unknown

  • A note on studentizing a test for heteroscedasticity

    Roger Koenker

  • Computing Regression Quantiles

    Roger W. Koenker;Vasco D'Orey

  • Quantile smoothing splines

    Roger W. Koenker;Pin Ng;Stephen Portnoy

  • Asymptotic Theory of Least Absolute Error Regression

    Gilbert Bassett;Roger Koenker

  • The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators

    Stephen Portnoy;Roger Koenker

  • Quantile Autoregression

    Unknown

  • Inference on the Quantile Regression Process

    Roger Koenker;Zhijie Xiao

  • Unit Root Quantile Autoregression Inference

    Roger Koenker;Zhijie Xiao

  • Regression depth. Commentaries. Rejoinder

    P. J. Rousseeuw;M. Hubert;X. He;R. Koenker

  • An interior point algorithm for nonlinear quantile regression

    Roger Koenker;Beum J. Park

  • Hierarchical Spline Models for Conditional Quantiles and the Demand for Electricity

    Wallace Hendricks;Roger Koenker

  • Quantile regression methods for reference growth charts.

    Ying Wei;Anneli Pere;Roger Koenker;Xuming He

  • An empirical quantile function for linear models with iid errors

    Gilbert Bassett;Roger Koenker

  • Handbook of quantile regression

    Roger Koenker;Victor Chernozhukov;Xuming He;Limin Peng

  • Conditional quantile estimation and inference for arch models

    Roger Koenker;Quanshui Zhao

  • Reappraising Medfly Longevity

    Roger Koenker;Olga Geling

  • Confidence Intervals for Regression Quantiles

    Roger Koenker

  • Hierarchical spline models for conditional quantiles and the demand for electricity / BEBR No.1661

    Wallace E. Hendricks;Roger Koenker

Frequent Co-Authors

Stephen Portnoy
Stephen Portnoy University of Illinois at Urbana-Champaign
Xuming He
Xuming He Washington University in St. Louis
Alan H. Welsh
Alan H. Welsh Australian National University
Achim Zeileis
Achim Zeileis University of Innsbruck
Christian M. Hafner
Christian M. Hafner Université Catholique de Louvain
Frank Schorfheide
Frank Schorfheide University of Pennsylvania
Peter M. Robinson
Peter M. Robinson London School of Economics and Political Science
Jianqing Fan
Jianqing Fan Princeton University
Oliver Linton
Oliver Linton University of Cambridge
David Ruppert
David Ruppert Cornell University

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