Concepedia

Roger Koenker

RK

83

Publications

30.4K

Citations

54

H-Index

1972

Active since

Affiliations

University of Illinois Urbana-Champaign(Current)

Universidade Nova de Lisboa

University of Illinois System

University of Illinois Chicago

University of Toronto

Roger Koenker is an author at University of Illinois Urbana-Champaign specializing in statistics, statistical inference, and econometrics.

Top concepts

StatisticsStatistical InferenceEngineeringBusinessEconomicsEconometricsEstimation TheoryEconomic AnalysisBiostatisticsRegression

Publications per year

1972–2023

83

Publications

83

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.3K citations

Quantile Regression

Roger Koenker, Kevin F. Hallock · The Journal of Economic Perspectives · 2001 · 4.2K citations

Econometric Model, Economics, Applied Economics +12

Robust Tests for Heteroscedasticity Based on Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1982 · 1.6K citations

Robust Tests, Robust Statistic, Robustness Testing +3

Goodness of Fit and Related Inference Processes for Quantile Regression

Roger Koenker, José A. F. Machado · Journal of the American Statistical Association · 1999 · 1.4K citations

Bessel Processes, Economics, Least Squares Regression +14

Algorithm AS 229: Computing Regression Quantiles

Roger Koenker, Vasco d'Orey · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1987 · 659 citations

Empirical Algorithmics, Statistical Inference, Statistics +2

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