41 citations · 42 across the 6 of their papers we have counts for
7 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…
Empirical Bayes for the Reluctant Frequentist
Roger Koenker, Jiaying Gu
Empirical Bayes methods offer valuable tools for a large class of compound decision problems. In this tutorial we describe some basic principles of the empirical Bayes paradigm str…
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…
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…
Nonparametric maximum likelihood methods for binary response models with random coefficients
Jiaying Gu, Roger Koenker
Single index linear models for binary response with random coefficients have been extensively employed in many econometric settings under various parametric specifications of the d…
Testing for Homogeneity in Mixture Models
Jiaying Gu, Roger Koenker, Stanislav Volgushev
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus gen…
Quasi-concave density estimation
Roger Koenker, Ivan Mizera
Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained…