Professor of Statistics, William B. McKinley Professor of Economics

Ph.D. in Economics, University of Michigan, 1974

Website

Research Interests

• Econometric theory and applications
• Nonparametric function estimation
• Quantile regression
• Statistical computation

Honors and Appointments

• Elected Fellow of the American Statistical Association, 2008
• Elected Fellow of the Institute of Mathematical Statistics, 2008
• Elected Fellow of the Econometric Society, 1998
• Fellow, Center for Advanced Study (university award), Fall 1993
• Associate Editor, Econometric Theory since 1993
• Research grants from: NATO Cooperative Research and National Science Foundation

Selected Publications

• Quantile Regression, Econometric Society Monograph Series, (2005)
  Cambridge U. Press.
• "Quantile Autoregression," (with Zhijie Xiao) Journal of the American Statistical Association, with discussion and rejoinder, (2006), Vol. 475, pp. 980-1006.
• "Pessimistic Portfolio Allocation and Choquet Expected Utility,"
  (with G. Bassett and G. Kordas), Journal of Financial Econometrics,
  (2004), Vol. 2, pp. 477-492.
• "Penalized Triograms: Total Variation Regularization for Bivariate Smoothing," (with I. Mizera), Journal of the Royal Statistical Society (B), (2004), Vol. 66, pp. 145-163.
• "The Gaussian Hare and the Laplacean Tortoise: Computability of Squared-error vs Absolute Error Estimators," Statistical Science, with discussion (1997) Vol. 12, pp. 279-300.