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Publications by Roger Koenker

Copula-Based Nonlinear Quantile Autoregression

English

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Quantile Autoregression

Journal of the American Statistical Association

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Network Quantile Autoregression

SSRN Electronic Journal

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Historical Decompositions for Nonlinear Vector Autoregression Models

SSRN Electronic Journal

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Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and McMc

Mathematical Problems in Engineering

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The Quantile-Based Skew Logistic Distribution

Statistics and Probability Letters

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High-Dimensional Copula-Based Distributions With Mixed Frequency Data

SSRN Electronic Journal

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Copula-Based Algorithm for Generating Bursty Time Series

Physical review. E

Nonlinear Physics

Condensed Matter Physics

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Copula-Based Measurement of Interdependence for Discrete Distributions

Journal of Mathematical Economics

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QBRIX: A Quantile-Based Approach to Retinex

Journal of the Optical Society of America A: Optics and Image Science, and Vision

Pattern Recognition

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Magnetic Materials

English