Lautier, J. P. (2025). A new framework to estimate return on investment for player salaries in the National Basketball Association. Applied Stochastic Models in Business and Industry, 41: e70020. https://doi.org/10.1002/asmb.70020 [github]
Lautier, J. P., Pozdnyakov, V., Yan, J. (2024). On the convergence of credit risk in current consumer automobile loans. Journal of the Royal Statistical Society Series A: Statistics in Society, Accepted. https://doi.org/10.1093/jrsssa/qnae137 [github]
Lautier, J. P., Grosser, S., Kim, J., Kim, H., & Kim, J. (2024). Clustering plasma concentration-time curves: applications of unsupervised learning in pharmacogenomics. Journal of Biopharmaceutical Statistics, 35 (4), 678–696.
https://doi.org/10.1080/10543406.2024.2365389
Lautier, J. P., Pozdnyakov, V., Yan, J. (2024). On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks. Statistics and Probability Letters, 207, 109973. https://doi.org/10.1016/j.spl.2023.109973
Lautier, J. P., Pozdnyakov, V., Yan, J. (2023). Estimating a discrete distribution subject to random left-truncation with an application to structured finance. Econometrics and Statistics, Forthcoming. https://doi.org/10.1016/j.ecosta.2023.05.005
Lautier, J. P., Pozdnyakov, V., Yan, J. (2023). Pricing time-to-event contingent cash-flows: A discrete-time survival analysis approach. Insurance: Mathematics and Economics, 110, 53-71. https://doi.org/10.1016/j.insmatheco.2023.02.003
[2022 American Statistical Association Student Paper Award]
Cohen, J. P., Friedt, F. L., Lautier, J. P. (2022). The impact of the Coronavirus pandemic on New York City real estate: First evidence. Journal of Regional Science, 62, 858–888. https://doi.org/10.1111/jors.12591 [get_data]
[1] Lautier, J. P., Pozdnyakov, V., Yan, J. (2024). Estimating the time-to-event distribution for loan-level data within a consumer auto loan asset-backed security. [github]
[2] Lautier, J. P, Grosser, S., Kim, J., Kim, J. (2024). pkDip: A new dissimilarity measure for clustering plasma concentration time curves.
[3] Lautier, J. P, Chiou, S.H. (2025). Testing for quasi-independence for discrete data under random left-truncation.
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