Research
Current Research Focus Areas
- Semi (non)-parametric quantile regression
- High dimensional variable screening/selection
- Nonparametric estimation (including for dependent processes)
- Censored quantile regression
- Time series forecasting and Econometrics
- Facility location problems in management science
Selected Older Papers
Empirical analysis of ambulance travel times: the case of Calgary emergency medical services,
Management Science, volume 56, 4, 716-723.
A modified Kolmogorov–Smirnov test for normality,
Communications in Statistics—Simulation and Computation, volume 39, 4, 693-704.On Additive Conditional Quantiles With High-Dimensional Covariates,
Journal of the American Statistical Association Theory & Methods, volume 98, Issue 461, 135-146.On conditional density estimation, Statistica Neerlandica, volume 57, 2, 159-176.
Accounting for incomplete pass-through, the Review of Economic Studies, volume 77, 3, 1192-1230.
Efficient estimation of an additive quantile regression model,
Scandinavian Journal of Statistics, volume 38, 1, 46-62.A multivariate quantile predictor, Communications in Statistics—Theory and Methods, volume 35, 1, 133-147.
Kernel estimation of a partially linear additive model, Statistics & Probability Letters, volume 72, 4, 313-322.