Jiaying Gu, Roger Koenker and Stanislav Volgushev, March 2013,  Testing for homogeneity in mixture models,  cemmap Working Papers , CWP09/13

Roger Koenker, November 2010,  Additive models for quantile regression: model selection and confidence bandaids,  cemmap Working Papers , CWP33/10

Roger Koenker, February 2009,  The median is the message: Wilson and Hilferty's reanalysis of C.S. Peirce's experiments on the law of errors,  American Statistician,  Vol. 63, No. 1, pp. 20-25, Journal Articles

Xiaohong Chen, Roger Koenker and Xiao, Zhijie, January 2009,  Copula-based nonlinear quantile autoregression,  Econometrics Journal,  Vol. 12 (s1), pp. s50-s67, Journal Articles

Xiaohong Chen, Roger Koenker and Zhijie Xiao, October 2008,  Copula-based nonlinear quantile autoregression,  cemmap Working Papers , CWP27/08

Roger Koenker, October 2008,  The median is the message: Wilson and Hilferty's reanalysis of C.S. Peirce's experiments on the law of errors,  cemmap Working Papers , CWP28/08

Ma, Lingjie and Roger Koenker, October 2006,  Quantile regression methods for recursive structural equation models,  Journal of Econometrics,  Vol. 134, No. 2, pp. 471-506, Journal Articles

Bassett, Gilbert and Roger Koenker, September 2004,  Pessimistic portfolio allocation and Choquet expected utility,  Journal of Financial Econometrics,  Vol. 2, No. 4, pp. 477-492, Journal Articles

Gilbert W. Bassett Jr, Roger Koenker and Gregory Kordas, June 2004,  Pessimistic portfolio allocation and Choquet expected utility,  cemmap Working Papers , CWP09/04

Lingjie Ma and Roger Koenker, February 2004,  Quantile regression methods for recursive structural equation models,  cemmap Working Papers , CWP01/04