Amadou Barry

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All published works

Action	Title	Year	Authors
+ PDF Chat	Alternative fixed-effects panel model using weighted asymmetric least squares regression	2023	Amadou Barry Karim Oualkacha Arthur Charpentier
+	Weighted asymmetric least squares regression with fixed-effects	2021	Amadou Barry Karim Oualkacha Arthur Charpentier
+	A new GEE method to account for heteroscedasticity using asymmetric least-square regressions	2021	Amadou Barry Karim Oualkacha Arthur Charpentier
+	An algorithm-based multiple detection influence measure for high dimensional regression using expectile	2021	Amadou Barry Nikhil Bhagwat Bratislav Mišić Jean‐Baptiste Poline Celia M.T. Greenwood
+	Weighted asymmetric least squares regression with fixed-effects	2021	Amadou Barry Karim Oualkacha Arthur Charpentier
+ PDF Chat	Asymmetric influence measure for high dimensional regression	2020	Amadou Barry Nikhil Bhagwat Bratislav Mišić Jean‐Baptiste Poline Celia M.T. Greenwood
+	La régression expectile pour l'analyse des données longitudinales	2019	Amadou Barry
+	A new GEE method to account for heteroscedasticity, using asymmetric least-square regressions	2018	Amadou Barry Karim Oualkacha Arthur Charpentier
+	Weighted asymmetric least squares regression for longitudinal data using GEE	2018	Amadou Barry Karim Oualkacha Arthur Charpentier
+ PDF Chat	Quantile and Expectile Regression for random effects model	2016	Amadou Barry Arthur Charpentier Karim Oualkacha
+	Tarde's method: Between statistics and experimentation	2010	Amadou Barry
+	On the fourth moment of theta functions at their central point	2009	Amadou Barry Stéphane Louboutin

Common Coauthors

Coauthor	Papers Together
Karim Oualkacha	7
Arthur Charpentier	4
Arthur Charpentier	3
Nikhil Bhagwat	2
Bratislav Mišić	2
Jean‐Baptiste Poline	2
Celia M.T. Greenwood	2
Stéphane Louboutin	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Asymmetric Least Squares Estimation and Testing	1987	Whitney K. Newey James L. Powell	6
+	Bayesian expectile regression with asymmetric normal distribution	2016	Ji-Ji Xing Xi-Yuan Qian	4
+	A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	1980	Halbert White	4
+ PDF Chat	Influential Observations, High Leverage Points, and Outliers in Linear Regression	1986	Samprit Chatterjee Ali S. Hadi	4
+ PDF Chat	An SVM-like approach for expectile regression	2016	Muhammad Farooq Ingo Steinwart	4
+	Quantile Regression for Correlated Observations	2004	Li Chen L. J. Wei Michael Parzen	3
+	Nonparametric multiple expectile regression via ER-Boost	2014	Yi Yang Hui Zou	3
+	Bayesian regularisation in geoadditive expectile regression	2016	Elisabeth Waldmann Fabian Sobotka Thomas Kneib	3
+	Nonparametric Expectile Regression for Conditional Autoregressive Expected Shortfall Estimation	2014	Marcelo Brutti Righi Yi Yang Paulo Sérgio Ceretta	3
+ PDF Chat	Quantile regression for longitudinal data	2004	Roger Koenker	3
+	Quantile Regression Models with Multivariate Failure Time Data	2005	Guosheng Yin Jianwen Cai	3
+ PDF Chat	Simultaneous multiple non-crossing quantile regression estimation using kernel constraints	2011	Yanping Liu Yichao Wu	3
+	Smooth expectiles for panel data using penalized splines	2015	Linda Schulze Waltrup Göran Kauermann	3
+ PDF Chat	Detecting outliers in high-dimensional neuroimaging datasets with robust covariance estimators	2012	Virgile Fritsch Gaël Varoquaux Benjamin Thyreau Jean‐Baptiste Poline Bertrand Thirion	2
+	Regularization Paths for Generalized Linear Models via Coordinate Descent.	2010	Jerome H. Friedman Trevor Hastie Rob Tibshirani	2
+ PDF Chat	Asymmetric influence measure for high dimensional regression	2020	Amadou Barry Nikhil Bhagwat Bratislav Mišić Jean‐Baptiste Poline Celia M.T. Greenwood	2
+	High-dimensional influence measure	2013	Junlong Zhao Chenlei Leng Lexin Li Hansheng Wang	2
+	Akaike's Information Criterion in Generalized Estimating Equations	2001	Wei Pan	2
+	Working‐correlation‐structure identification in generalized estimating equations	2008	Lin‐Yee Hin You‐Gan Wang	2
+	Geoadditive expectile regression	2010	Fabian Sobotka Thomas Kneib	2
+	Expectile and Quantile Regression [R package expectreg version 0.51]	2021	Elmar Spiegel Sabine Schnabel Linda Schulze Waltrup	2
+	A new GEE method to account for heteroscedasticity using asymmetric least-square regressions	2021	Amadou Barry Karim Oualkacha Arthur Charpentier	2
+	An Adaptive, Automatic Multiple-Case Deletion Technique for Detecting Influence in Regression	2014	Steven Roberts Michael A. Martin Letian Zheng	2
+	Quasi-likelihood functions, generalized linear models, and the Gauss—Newton method	1974	R. W. M. Wedderburn	2
+ PDF Chat	Sure Independence Screening for Ultrahigh Dimensional Feature Space	2008	Jianqing Fan Jinchi Lv	2
+	Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation	2015	Minjo Kim Sangyeol Lee	2
+	Outlier identification in high dimensions	2007	Peter Filzmoser Ricardo A. Maronna Mark Werner	2
+	Robust penalized quantile regression estimation for panel data	2010	Carlos Lamarche	2
+	Outlier detection for high-dimensional data	2015	Kwangil Ro Changliang Zou Zhaojun Wang Guosheng Yin	2
+	Outlier detection in high-dimensional regression model	2016	Tao Wang Zhonghua Li	2
+	The<i>R</i>Package<b>geepack</b>for Generalized Estimating Equations	2006	Ulrich Halekoh Søren Højsgaard Jun Yan	2
+	Optimal expectile smoothing	2009	Sabine Schnabel Paul H.C. Eilers	2
+	Estimating equations for association structures	2004	Jun Yan Jason P. Fine	2
+ PDF Chat	Effect of outliers on the variable selection by the regularized regression	2018	Jun‐Ho Jeong Choongrak Kim	2
+ PDF Chat	Multiple Influential Point Detection in High Dimensional Regression Spaces	2019	Junlong Zhao Chao Liu Lu Niu Chenlei Leng	2
+ PDF Chat	Linear quantile regression models for longitudinal experiments: an overview	2015	Maria Francesca Marino Alessio Farcomeni	2
+	Procedures for the identification of multiple influential observations in linear regression	2013	Abdul Nurunnabi Ali S. Hadi A. H. M. Rahmatullah Imon	2
+	Semi‐parametric and non‐parametric methods for the analysis of repeated measurements with applications to clinical trials	1991	Charles S. Davis	2
+ PDF Chat	Measuring and testing dependence by correlation of distances	2007	Gábor J. Székely Maria L. Rizzo Н. К. Бакиров	1
+ PDF Chat	Functional estimation of extreme conditional expectiles	2021	Stéphane Girard Gilles Stupfler Antoine Usseglio‐Carleve	1
+ PDF Chat	Robustness meets algorithms	2021	Ilias Diakonikolas Gautam Kamath Daniel M. Kane Jerry Li Ankur Moitra Alistair Stewart	1
+	Detection of Influential Observation in Linear Regression	1977	R. Dennis Cook	1
+	Regularization Paths for Generalized Linear Models via Coordinate Descent	2010	Jerome H. Friedman Trevor Hastie Robert Tibshirani	1
+	Nonparametric and semiparametric methods in econometrics and statistics : proceedings of the Fifth International Symposium in Economic Theory and Econometrics	1991	William A. Barnett James L. Powell George Tauchen	1
+	A class of distributions which includes the normal ones	1985	Adelchi Azzalini	1
+ PDF Chat	Modelling the distribution of health-related quality of life of advanced melanoma patients in a longitudinal multi-centre clinical trial using M-quantile random effects regression	2016	Riccardo Borgoni Paola Del Bianco Nicola Salvati Timo Schmid Nikos Tzavidis	1
+ PDF Chat	Outlier Detection Using Nonconvex Penalized Regression	2011	Yiyuan She Art B. Owen	1
+ PDF Chat	Iterative estimating equations: Linear convergence and asymptotic properties	2007	Jiming Jiang Yihui Luan You‐Gan Wang	1
+	Instrumental Variables Regression with Independent Observations	1982	Halbert White	1
+	Practical Confidence Intervals for Regression Quantiles	2005	Masha Kocherginsky Xuming He Yunming Mu	1