PUBLICATIONS

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.  [SSRN] [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, Forthcoming.  

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. (2023).  A new framework to estimate return on investment for player salaries in the National Basketball Association. [arXiv] [github]

[1] Lautier, J. P., Pozdnyakov, V., Yan, J. (2024). Estimating the time-to-event distribution for loan-level data within an asset-backed security. [github]

[1] Lautier, J. P, Grosser, S., Kim, J., Kim, J. (2024). pkDip: A new dissimilarity measure for clustering plasma concentration time curves.