Books

• Highly Structured Stochastic Systems, the book: edited by Peter J. Green, Nils Lid Hjort and Sylvia Richardson; OUP, 2003
• COMPSTAT: Proceedings in Computational Statistics: 13th Symposium held in Bristol, Great Britain, 1998, edited by Roger Payne and Peter Green; Physica-Verlag, 1998
• Nonparametric Regression and Generalized Linear Models: A Roughness Penalty Approach, by Peter J. Green and Bernard Silverman; Chapman and Hall, 1993; errata list

Quantile regression by penalised likelihood