Gilbert Bassett
Gilbert Bassett
Professor of Finance, University of Illinois at Chiacago
Bestätigte E-Mail-Adresse bei uic.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Regression quantiles
R Koenker, G Bassett Jr
Econometrica: journal of the Econometric Society, 33-50, 1978
135981978
Robust tests for heteroscedasticity based on regression quantiles
R Koenker, G Bassett Jr
Econometrica: Journal of the Econometric Society, 43-61, 1982
12801982
Asymptotic theory of least absolute error regression
G Bassett Jr, R Koenker
Journal of the American Statistical Association 73 (363), 618-622, 1978
6401978
An empirical quantile function for linear models with iid errors
G Bassett Jr, R Koenker
Journal of the American Statistical Association 77 (378), 407-415, 1982
3361982
Tests of linear hypotheses and l" 1 estimation
R Koenker, G Bassett
Econometrica: Journal of the Econometric Society, 1577-1583, 1982
2481982
Pessimistic portfolio allocation and Choquet expected utility
GW Bassett Jr, R Koenker, G Kordas
Journal of financial econometrics 2 (4), 477-492, 2004
1452004
Portfolio style: Return-based attribution using quantile regression
GW Bassett, HL Chen
Economic applications of quantile regression, 293-305, 2002
1422002
Resilience: Theory and Application.
JL Carlson, RA Haffenden, GW Bassett, WA Buehring, MJ Collins III, ...
Argonne National Lab.(ANL), Argonne, IL (United States), 2012
1012012
The remedian: A robust averaging method for large data sets
PJ Rousseeuw, GW Bassett Jr
Journal of the American Statistical Association 85 (409), 97-104, 1990
881990
On‐site storage of high level nuclear waste: Attitudes and perceptions of local residents
GW Bassett Jr, HC Jenkins‐Smith, C Silva
Risk Analysis 16 (3), 309-319, 1996
851996
Regression quantiles
G Bassett, R Koenker
Econometrica 46 (1), 33-50, 1978
821978
Robust voting
GW Bassett, J Persky
Public Choice 99 (3-4), 299-310, 1999
721999
Quantile models and estimators for data analysis
GW Bassett, MYS Tam, K Knight
Developments in Robust Statistics, 77-87, 2003
652003
Resilience measurement index: An indicator of critical infrastructure resilience
FDP Petit, GW Bassett, R Black, WA Buehring, MJ Collins, DC Dickinson, ...
Argonne National Lab.(ANL), Argonne, IL (United States), 2013
642013
The asymptotic distribution of the least absolute error estimator
R Koenker, G Bassett
Journal of the American Statistical Association 73, 618-622, 1978
621978
Rating skating
GW Bassett Jr, J Persky
Anthology of Statistics in Sports, 287-291, 2005
582005
Equivariant, monotonic, 50% breakdown estimators
GW Bassett Jr
The American Statistician 45 (2), 135-137, 1991
581991
Strong consistency of regression quantiles and related empirical processes
GW Bassett, RW Koenker
Econometric Theory, 191-201, 1986
581986
Fundamental indexation via smoothed cap weights
C Chen, R Chen, GW Bassett
Journal of Banking & Finance 31 (11), 3486-3502, 2007
552007
Quantile style: return-based attribution using regression quantiles
G Bassett, HL Chen
Empirical Economics 26 (1), 293-305, 2001
522001
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