Gilbert W. Bassett - Publications

Affiliations: 
University of Illinois at Chicago, Chicago, IL, United States 
Area:
Finance

14 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2010 Koenker R, Bassett GW. March madness, quantile regression bracketology, and the hayek hypothesis Journal of Business and Economic Statistics. 28: 26-35. DOI: 10.1198/Jbes.2009.07093  0.345
2007 Chen C, Chen R, Bassett GW. Fundamental indexation via smoothed cap weights Journal of Banking and Finance. 31: 3486-3502. DOI: 10.1016/J.Jbankfin.2007.04.010  0.34
2002 Bassett GW, Tam MS, Knight K. Quantile models and estimators for data analysis Metrika. 55: 77-87. DOI: 10.1007/978-3-642-57338-5_6  0.364
2001 Bassett GW, Chen HL. Portfolio style: Return-based attribution using quantile regression Empirical Economics. 26: 293-305. DOI: 10.1007/S001810100074  0.334
1997 Bassett GW. Robust Sports Ratings Based on Least Absolute Errors The American Statistician. 51: 99-105. DOI: 10.1080/00031305.1997.10473938  0.389
1997 Bassett GW, Jenkins-Smith HC, Silva CL. Robust contingent values based on dichotomous choice survey data Environmetrics. 8: 387-395. DOI: 10.1002/(Sici)1099-095X(199709/10)8:5<387::Aid-Env259>3.0.Co;2-F  0.357
1994 Bassett GW. A note on min-maxbias estimators in approximately linear models Statistics and Probability Letters. 21: 27-28. DOI: 10.1016/0167-7152(94)90054-X  0.378
1992 Bassett GW. Breaking recent global temperature records Climatic Change. 21: 303-315. DOI: 10.1007/Bf00139729  0.318
1991 Bassett GW. Equivariant, monotonic, 50% breakdown estimators American Statistician. 45: 135-137. DOI: 10.1080/00031305.1991.10475787  0.343
1990 Rousseeuw PJ, Bassett GW. The remedian: A robust averaging method for large data sets Journal of the American Statistical Association. 85: 97-104. DOI: 10.1080/01621459.1990.10475311  0.344
1986 Bassett GW, Koenker RW. Strong consistency of regression quantiles and related empirical processes Econometric Theory. 2: 191-201. DOI: 10.1017/S0266466600011488  0.377
1984 Koenker RW, Bassett GW. Four (Pathological) examples in asymptotic statistics American Statistician. 38: 209-212. DOI: 10.1080/00031305.1984.10483204  0.307
1982 Koenker R, Bassett G. Tests of Linear Hypotheses and l[subscript]1 Estimation Econometrica. 50: 1577-1583. DOI: 10.2307/1913398  0.343
1978 Bassett G, Koenker R. Asymptotic theory of least absolute error regression Journal of the American Statistical Association. 73: 618-622. DOI: 10.1080/01621459.1978.10480065  0.361
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