R
Roger Koenker
Researcher at University of Illinois at Urbana–Champaign
Publications - 163
Citations - 17465
Roger Koenker is an academic researcher from University of Illinois at Urbana–Champaign. The author has contributed to research in topics: Quantile regression & Quantile. The author has an hindex of 61, co-authored 161 publications receiving 15865 citations. Previous affiliations of Roger Koenker include University College London & University of Michigan.
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Journal ArticleDOI
Robust Tests for Heteroscedasticity Based on Regression Quantiles
Roger Koenker,Gilbert W. Bassett +1 more
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Quantile regression for longitudinal data
TL;DR: In this paper, a general approach to estimating quantile regression models for longitudinal data is proposed employing l 1 regularization methods, based on the penalized least squares interpretation of the classical random effects estimator.
Journal ArticleDOI
Goodness of Fit and Related Inference Processes for Quantile Regression
Roger Koenker,José A. F. Machado +1 more
TL;DR: In this article, a goodness-of-fit process for quantile regression analogous to the conventional R2 statistic of least squares regression is introduced, and several related inference processes designed to test composite hypotheses about the combined effect of several covariates over an entire range of conditional quantile functions are also formulated.
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Quantile smoothing splines
TL;DR: In this article, a class of quantile smoothing splines, defined as solutions to the problem, is explored, and the authors explore a set of nonparametric methods for smoothing quantile functions.