46 citations · 100 across the 14 of their papers we have counts for
15 papers
Robustifying Empirical Bayes
Roger Koenker, Jiaying Gu
Two strategies are explored for robustifying classical denoising procedures for the Gaussian sequence model. First, the Hodges and Lehmann (1952) restricted Bayes approach is used…
Spectral Clustering with Variance Information for Group Structure Estimation in Panel Data
Lu Yu, Jiaying Gu, Stanislav Volgushev
Consider a panel data setting where repeated observations on individuals are available. Often it is reasonable to assume that there exist groups of individuals that share similar e…
Ranking and Selection from Pairwise Comparisons: Empirical Bayes Methods for Citation Analysis
Jiaying Gu, Roger Koenker
We study the Stigler model of citation flows among journals adapting the pairwise comparison model of Bradley and Terry to do ranking and selection of journal influence based on no…
Identification of Dynamic Panel Logit Models with Fixed Effects
Christopher Dobronyi, Jiaying Gu, Kyoo il Kim +1
We show that identification in a general class of dynamic panel logit models with fixed effects is related to the truncated moment problem from the mathematics literature. We use t…
Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors
Jiaying Gu, Thomas M. Russell
This paper considers (partial) identification of a variety of counterfactual parameters in binary response models with possibly endogenous regressors. Our framework allows for nons…
Invidious Comparisons: Ranking and Selection as Compound Decisions
Jiaying Gu, Roger Koenker
There is an innate human tendency, one might call it the "league table mentality," to construct rankings. Schools, hospitals, sports teams, movies, and myriad other objects are ran…