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Timestamp: 2019-04-26 15:48:39+00:00

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Review of Median Stable Distributions and Shröder's Equation, forthcoming Journal of Econometrics.
Median Stable Distributions, book chapter in: Liu, Regina Y., and Joseph W. McKean, eds.Robust Rank-Based and Nonparametric Methods, Vol. 168. Springer, 2016: 249-260.
Conditional Quantile Regression Models of Melanoma Tumor Growth Curves for Assessing Treatment Effect in Small Sample Studies, with Ella Revzin and Dibyen Majumdar. Statistics in Medicine, Sept. 2014, Vol. 33: 5209-5220.
March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis, with Roger Koeker,Journal of Business and Economic Statistics, Jan 2010, Vol. 28, No. 1: 26-35.
Does Diversity Matter? Measuring the Impact of High School Diversity on Freshman GPA, with Mo-Yin S. Tam, Policy Studies Journal, 2004, 32 no.1, 129-143.
New Selection Indices for University Admissions: A Quantile Approach, with Mo-Yin S. Tam and Uday Sukhatme, Statistical Data Analysis Based on the L1-Norm and Related Methods, Yadolah Dodge ed., Birkhauser 2002, p. 67-76. .
Quantile Models and Estimators for Data Analysis, with Mo-Yin S. Tam and Keith Knight, Metrika, v,55, 2002, 17-26.
Learning About Simpson's Paradox, Stats, 1994, p.13-17.
L1 Estimation of the Median of a Survey Population, with A.K.MD.E. Saleh, Journal of Nonparametric Statistics, v.3, 1994, p.277-283.
A Note on Min-Max Bias Estimators in Approximately Linear Models, Statistics and Probability Letters, v.21, 1994 p.27-28.
The Gauss Markov Property for the Median, in L1-Statistical Analysis and Related Methods, edited by Y. Dodge, North-Holland, 1992, p.23-31.
A Note on Recent Proposals for Computing the L1 Estimate, with Roger Koenker. Computational Statistics and Data Analysis, v.14, 1992 p.207-211.
Robustness of the p-Subset Algorithm for Regression with High Breakdown Point, with Peter J. Rousseeuw, in Robustness, Diagnostics, Computing and Graphics in Statistics, edited by Werner Stahel, Institute for Mathematics and Its Applications, Springer Verlag, 1991.
Equivariant, Monotone, 50% Breakdown Estimators. The American Statistician, 1991 May.
The Remedian: A Robust Averaging Method for Large Data Sets, with Peter J. Rousseeuw, Journal of the American Statistical Association, March 1990.
A p-Subset Property of L1 and Regression Quantile Estimates, Computational Statistics and Data Analysis, v. 6, 1988.
A Property of the Observations Fit By the Extreme Regression Quantiles, Computational Statistics and Data Analysis, 1988, v.6, p.353-359.
Strong Consistency of Regression Quantiles and Related Empirical Processes, with Roger Koenker, Econometric Theory, 2, 1986, 191-201.
On Boscovich's Estimator, with Roger Koenker, Annals of Statistics, December 1985, v.13, n.4 1625-28.
Four (Pathological) Examples in Asymptotic Statistics, with Roger Koenker, The American Statistician, August 1984, v.38, n.3, 209-212.
Tests of Linear Hypotheses and L1 Estimation, with Roger Koenker, Econometrica, v.50, n.6 November 1982, 1577-1584..
An Empirical Quantile Function for Linear Models with i.i.d. Errors, with Roger Koenker, Journal of the American Statistical Association, v. 77, n. 378, June 1982.
Robust Tests for Heteroscedasticity Based on Regression Quantiles, with Roger Koenker, Econometrica, v.50, n.1, January 1982, 43-61.
The Asymptotic Theory of Least Absolute Error Regression, with Roger Koenker, Journal of the American Statistical Association, v.73, n. 363, September 1978, 618-622.
Regression Quantiles, with Roger Koenker, Econometrica, v. 46, n. 1, January 1978, 33-50.
What Does Beta SMB > 0 Really Mean?, with Hsiu-lang Chen, The Journal of Financial Research,v. XXXVII, No.4, p. 543-51, Winter 2014.
Quantile Momentum, with Rong Chen and Yongchang Feng, Statistics and Its Interface, v.1 (2008),p.243-254.
Fundamental Indexation via Smoothed CapWeights. with Chen Chen and Rong Chen, Journal of Banking and Finance , 31, 2007, p. 3486-3502.
Pessimistic Portfolio Allocation and Choquet Expected Utility, with Roger Koenker and Gregory Kordas, Journal Financial Econometrics, 2004, v.2, no.4,p.477-492.
Robust Strategies for Quantitative Investment Management, with Geoffrey Gerber and Pasquale Rocco, Statistics for Industry and Technology, 2004, Birkhauser Verlag, Basel/Switzerland, p.27-37.
How to be Pessimistic: Choquet Risk and Portfolio Optimization, with Roger Koenker and Gregory Kordas,Statistical Data Analysis Based on the L1-Norm and Related Methods, Yadolah Dodge ed., Birkhauser 2002, p. 97-108.
Portfolio Style: Return-based Attribution Using Quantile Regression, with Hsiu-lang Chen, Empirical Economics, 26, 293-305.
Nonparametric Bounds for the Probability of Future Prices based on Option Values, in L1-Statistical Procedures and Related Topics, Yadolah Dodge, editor, Institute of Mathematical Statistics, Lecture Notes-Monograph Series, v.31, 1997.
Kalman Filter Estimation For Valuing Nontrading Securities with Applications to the MMI Cash-Futures Spread on October 19 and 20, 1987, with Virginia France and Stanley Pliska, Review of Quantitative Finance and Accounting, January 1991.
The MMI Cash Futures Spread on October 19,1987, with Virginia France and Stanley Pliska, The Review of Futures Markets, v. 8, n. 1, 1989, p.118-138.
Patterns of electric vehicle charging with time of use rates: Case studies in California and Portland, with Mustafa Biviji, Canan Uckun, Jianhue Wang and Dan Ton, Innovative Smart Grid Technologies Conference, IEEE PES, pp.1-5, 2014.
Robust Contingent Values Based on Dichotomous Choice Survey Data, with Hank Jenkins Smith and Carol Silva, Environmetrics, v.8, p.387-395, 1997.
On-Site Storage of High Level Nuclear Waste: Attitudes and Perceptions of Local Residents, with Hank Jenkins-Smith and Carol Silva. Risk Analysis, v.16,n.3 June, 1996.
Perceived Risk and Uncertainty of Nuclear Waste: Differences Among Science, Business, and Environmental Group Members, with Hank Jenkins-Smith. Risk Analysis, v. 14, n.5, p. 851-856, 1994, October.
A Question of Public Waste, Not Public Trust, Comment in, Forum For Applied Research and Public Policy Letter, v.9, n. 1, Spring 1994, p. 126.
Breaking Records After Mt.Pinatubo, with Z. Lin. Climatic Change, October 1993 p.179-184.
Breaking Recent Global Temperature Records. Climatic Change, v.21, 1992, p.303-315, 1992.
Perceived Risk, Stigma, and Potential Economic Impacts of a High Level Nuclear Waste Repository in Nevada: Comment, with Ross Hemphill, Risk Analysis, December 1991.
Conceptualizing Inequality and Risk, with Joseph Persky, Journal of History of Economic Thought, v. 28, 2006, p.81-93.
Proposing a Dinner Date: Analysis by Rank Dependent Expected Utility, Journal of Economic Behavior and Organization, Vol. 58 (2005), p.393-402.
Robust Voting, with Joseph Persky, Public Choice, v.99,1999,299-310.
The St. Petersburg Paradox and Bounded Utility, History of Political Economy, 1987, v. 19, n. 4. reprinted in, Expected Utility, Fair Gambles and Rational Choice, O.F. Hamouda and J.C.R. Rowley editors, Elger, 1997.
Expected Utility with Perturbed Lotteries, Theory and Decision, v. 20, n. 1 January 1986, 79-96.
Quantile Regression for Rating Sports Teams. Statistical Modeling, volume 7, Number 4, December 2007.
The Effects of Alternative HOME-AWAY Sequences in a Best-of-Seven Playoff Series, with William Hurley, The American Statistician v.52, n.1, February 1998, p.51-53.
Robust Sports Ratings Based on Least Absolute Values, American Statistician, v.51, no 2, May 1997, p. 99-105.
Rating Skating, with Joe Persky, Journal of the American Statistical Association, v. 89, n. 427, p.1075-79, 1994.
Point Spreads vs. Odds, Journal of Political Economy, v. 80, n. 4 August 1981, 752-768.

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