Stephen Portnoy

zbMath Openportnoy.stephen-lMaRDI QIDQ1162079

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Valid confidence intervals for $\mu, \sigma$ when there is only one observation available Sankhyā. Series A	2024-12-05	Paper
Linearity of Unbiased Linear Model Estimators The American Statistician	2024-07-04	Paper
Maximizing Probability Bounds Under Moment-Matching Restrictions The American Statistician	2023-04-03	Paper
Canonical quantile regression Journal of Multivariate Analysis	2022-09-30	Paper
Invariance, Optimality, and a 1-Observation Confidence Interval for a Normal Mean The American Statistician	2022-09-20	Paper
Valid confidence intervals for $\mu , \sigma $ when there is only one observation available	2022-02-07	Paper
The two-envelope problem for general distributions Journal of Statistical Theory and Practice	2020-05-04	Paper
Edgeworth's time series model: not AR(1) but same covariance structure Journal of Econometrics	2019-10-23	Paper
The jackknife's edge: inference for censored regression quantiles Computational Statistics and Data Analysis	2018-11-23	Paper
Some Theorems on Optimality of a Single Observation Confidence Interval for the Mean of a Normal Distribution	2017-02-17	Paper
Quantile autoregression for censored data Journal of Time Series Analysis	2016-08-30	Paper
Exact Probability Bounds under Moment-matching Restrictions	2014-11-10	Paper
Nearly root-$n$ approximation for regression quantile processes The Annals of Statistics	2012-12-10	Paper
Quantile regression with doubly censored data Computational Statistics and Data Analysis	2012-07-13	Paper
Asymptotics for censored regression quantiles Journal of Nonparametric Statistics	2010-03-15	Paper
Partially linear censored quantile regression Lifetime Data Analysis	2009-09-14	Paper
Censored depth quantiles Computational Statistics and Data Analysis	2009-06-12	Paper
On monotonicity of regression quantile functions Statistics \& Probability Letters	2008-08-08	Paper
Tests of linear hypotheses based on regression rank scores Journal of Nonparametric Statistics	2007-04-16	Paper
Censored Regression Quantiles Journal of the American Statistical Association	2004-06-10	Paper
Tail behavior of the least-squares estimator Statistics \& Probability Letters	2002-09-05	Paper
A Robust Journey in the New Millennium	2002-07-30	Paper
On extreme regression quantiles Extremes	2001-03-01	Paper
scientific article; zbMATH DE number 1301722 (Why is no real title available?)	2001-02-18	Paper
The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors Statistical Science	2001-02-07	Paper
A Lewis Carroll pillow problem: probability of an obtuse triangle Statistical Science	2001-02-07	Paper
Some asymptotic results on bivariate quantile splines Journal of Statistical Planning and Inference	2000-01-01	Paper
Some pathological regression asymptotics under stable conditions Statistics \& Probability Letters	2000-01-01	Paper
Statistical inference on heteroscedastic models based on regression quantiles Journal of Nonparametric Statistics	1999-03-14	Paper
Bivariate Quantile Smoothing Splines Journal of the Royal Statistical Society Series B: Statistical Methodology	1998-10-18	Paper
Local asymptotics for quantile smoothing splines The Annals of Statistics	1997-05-19	Paper
Direct use of regression quantiles to construct confidence sets in linear models The Annals of Statistics	1997-01-07	Paper
scientific article; zbMATH DE number 1124625 (Why is no real title available?)	1997-01-01	Paper
Quantile smoothing splines Biometrika	1995-02-22	Paper
Reweighted LS estimators converge at the same rate as the initial estimator The Annals of Statistics	1993-05-16	Paper
Fast maximum likelihood decoding of Reed-Muller codes Problems of Information Transmission	1992-09-26	Paper
Correction to: Asymptotic behavior of $M$ estimators of $p$ regression parameters when $p^ 2/n$ is large. II: Normal approximation The Annals of Statistics	1992-06-28	Paper
Construction of partial unit-memory convolutional codes based on Reed-Muller codes Problems of Information Transmission	1992-06-26	Paper
Adaptive $L$-estimation for linear models The Annals of Statistics	1992-06-25	Paper
Tail Behavior of Regression Estimators and their Breakdown Points Econometrica	1992-06-25	Paper
Asymptotic behavior of regression quantiles in non-stationary, dependent cases Journal of Multivariate Analysis	1992-06-25	Paper
M Estimation of Multivariate Regressions Journal of the American Statistical Association	1992-06-25	Paper
Asymptotic Behavior of the Number of Regression Quantile Breakpoints SIAM Journal on Scientific and Statistical Computing	1992-06-25	Paper
Exactly what is being modelled by the systematic component in a heteroscedastic linear regression Statistics \& Probability Letters	1992-01-01	Paper
Signal-code constructions without zero spectral component Problems of Information Transmission	1991-01-01	Paper
Fast maximum likelihood decoding of Reed-Muller codes	1991-01-01	Paper
Breakdown Robustness of Tests	1990-01-01	Paper
Concatenated codes in Euclidean space Problems of Information Transmission	1989-01-01	Paper
scientific article; zbMATH DE number 4120123 (Why is no real title available?)	1989-01-01	Paper
Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity The Annals of Statistics	1988-01-01	Paper
The exponent of error probability in various modulation and coding systems Automation and Remote Control	1988-01-01	Paper
Modulation/coding system for a Gaussian channel Problems of Information Transmission	1988-01-01	Paper
Probabilistic decoding of nonbinary majority decodable codes Problems of Information Transmission	1988-01-01	Paper
scientific article; zbMATH DE number 4077130 (Why is no real title available?)	1988-01-01	Paper
Construction and characteristics of new modulation/convolutional coding systems Problems of Information Transmission	1988-01-01	Paper
A central limit theorem applicable to robust regression estimators Journal of Multivariate Analysis	1987-01-01	Paper
L-Estimation for Linear Models Journal of the American Statistical Association	1987-01-01	Paper
Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point Communications in Statistics: Theory and Methods	1987-01-01	Paper
On the central limit theorem in $R^ p$ when p$\rightarrow \infty$ Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1986-01-01	Paper
Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters The Annals of Statistics	1986-01-01	Paper
Matching block codes to a channel with phase shifts Problems of Information Transmission	1986-01-01	Paper
Asymptotic behavior of M estimators of p regression parameters when $p^ 2/n$ is large. II: Normal approximation The Annals of Statistics	1985-01-01	Paper
Characteristics of coding and modulation systems from the standpoint of concatenated codes Problems of Information Transmission	1985-01-01	Paper
scientific article; zbMATH DE number 3918254 (Why is no real title available?)	1985-01-01	Paper
Asymptotic behavior of M-estimators of p regression parameters when $p^ 2/n$ is large. I. Consistency The Annals of Statistics	1984-01-01	Paper
scientific article; zbMATH DE number 3907602 (Why is no real title available?)	1984-01-01	Paper
Distribution of mutants in aggregates of cultured cells Theoretical Population Biology	1983-01-01	Paper
On one modification of the majority decoding algorithm Problems of Information Transmission	1982-01-01	Paper
Maximizing the probability of correctly ordering random variables using linear predictors Journal of Multivariate Analysis	1982-01-01	Paper
Maximizing the variance of M-estimators using the generalized method of moment spaces The Annals of Statistics	1981-01-01	Paper
Further remarks on robust estimation in dependent situations The Annals of Statistics	1979-01-01	Paper
The roles of speciation and divergence time in the loss of duplicate gene expression Theoretical Population Biology	1979-01-01	Paper
Probability bounds for first exists through moving boundaries The Annals of Probability	1978-01-01	Paper
Robust estimation in dependent situations The Annals of Statistics	1977-01-01	Paper
Asymptotic efficiency of minimum variance unbiased estimators The Annals of Statistics	1977-01-01	Paper
On solutions to $u_t=\Delta u+u^2$ in two dimensions Journal of Mathematical Analysis and Applications	1976-01-01	Paper
Transience and solvability of a non-linear diffusion equation The Annals of Probability	1975-01-01	Paper
Admissibility of the best invariant estimator of one co-ordinate of a location vector The Annals of Statistics	1975-01-01	Paper
On Recovery of Intra-Block Information	1973-01-01	Paper
Formal Bayes Estimation with Application to a Random Effects Model Annals of Mathematical Statistics	1971-01-01	Paper
Inadmissibility of the Best Invariant Test in Three or More Dimensions Annals of Mathematical Statistics	1971-01-01	Paper

Research outcomes over time

This page was built for person: Stephen Portnoy

Publication	Date of Publication	Type
Valid confidence intervals for \(\mu, \sigma\) when there is only one observation available Sankhyā. Series A	2024-12-05	Paper
Linearity of Unbiased Linear Model Estimators The American Statistician	2024-07-04	Paper
Maximizing Probability Bounds Under Moment-Matching Restrictions The American Statistician	2023-04-03	Paper
Canonical quantile regression Journal of Multivariate Analysis	2022-09-30	Paper
Invariance, Optimality, and a 1-Observation Confidence Interval for a Normal Mean The American Statistician	2022-09-20	Paper
Valid confidence intervals for $\mu , \sigma $ when there is only one observation available	2022-02-07	Paper
The two-envelope problem for general distributions Journal of Statistical Theory and Practice	2020-05-04	Paper
Edgeworth's time series model: not AR(1) but same covariance structure Journal of Econometrics	2019-10-23	Paper
The jackknife's edge: inference for censored regression quantiles Computational Statistics and Data Analysis	2018-11-23	Paper
Some Theorems on Optimality of a Single Observation Confidence Interval for the Mean of a Normal Distribution	2017-02-17	Paper
Quantile autoregression for censored data Journal of Time Series Analysis	2016-08-30	Paper
Exact Probability Bounds under Moment-matching Restrictions	2014-11-10	Paper
Nearly root-\(n\) approximation for regression quantile processes The Annals of Statistics	2012-12-10	Paper
Quantile regression with doubly censored data Computational Statistics and Data Analysis	2012-07-13	Paper
Asymptotics for censored regression quantiles Journal of Nonparametric Statistics	2010-03-15	Paper
Partially linear censored quantile regression Lifetime Data Analysis	2009-09-14	Paper
Censored depth quantiles Computational Statistics and Data Analysis	2009-06-12	Paper
On monotonicity of regression quantile functions Statistics \& Probability Letters	2008-08-08	Paper
Tests of linear hypotheses based on regression rank scores Journal of Nonparametric Statistics	2007-04-16	Paper
Censored Regression Quantiles Journal of the American Statistical Association	2004-06-10	Paper
Tail behavior of the least-squares estimator Statistics \& Probability Letters	2002-09-05	Paper
A Robust Journey in the New Millennium	2002-07-30	Paper
On extreme regression quantiles Extremes	2001-03-01	Paper
scientific article; zbMATH DE number 1301722 (Why is no real title available?)	2001-02-18	Paper
The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors Statistical Science	2001-02-07	Paper
A Lewis Carroll pillow problem: probability of an obtuse triangle Statistical Science	2001-02-07	Paper
Some asymptotic results on bivariate quantile splines Journal of Statistical Planning and Inference	2000-01-01	Paper
Some pathological regression asymptotics under stable conditions Statistics \& Probability Letters	2000-01-01	Paper
Statistical inference on heteroscedastic models based on regression quantiles Journal of Nonparametric Statistics	1999-03-14	Paper
Bivariate Quantile Smoothing Splines Journal of the Royal Statistical Society Series B: Statistical Methodology	1998-10-18	Paper
Local asymptotics for quantile smoothing splines The Annals of Statistics	1997-05-19	Paper
Direct use of regression quantiles to construct confidence sets in linear models The Annals of Statistics	1997-01-07	Paper
scientific article; zbMATH DE number 1124625 (Why is no real title available?)	1997-01-01	Paper
Quantile smoothing splines Biometrika	1995-02-22	Paper
Reweighted LS estimators converge at the same rate as the initial estimator The Annals of Statistics	1993-05-16	Paper
Fast maximum likelihood decoding of Reed-Muller codes Problems of Information Transmission	1992-09-26	Paper
Correction to: Asymptotic behavior of \(M\) estimators of \(p\) regression parameters when \(p^ 2/n\) is large. II: Normal approximation The Annals of Statistics	1992-06-28	Paper
Construction of partial unit-memory convolutional codes based on Reed-Muller codes Problems of Information Transmission	1992-06-26	Paper
Adaptive \(L\)-estimation for linear models The Annals of Statistics	1992-06-25	Paper
Tail Behavior of Regression Estimators and their Breakdown Points Econometrica	1992-06-25	Paper
Asymptotic behavior of regression quantiles in non-stationary, dependent cases Journal of Multivariate Analysis	1992-06-25	Paper
M Estimation of Multivariate Regressions Journal of the American Statistical Association	1992-06-25	Paper
Asymptotic Behavior of the Number of Regression Quantile Breakpoints SIAM Journal on Scientific and Statistical Computing	1992-06-25	Paper
Exactly what is being modelled by the systematic component in a heteroscedastic linear regression Statistics \& Probability Letters	1992-01-01	Paper
Signal-code constructions without zero spectral component Problems of Information Transmission	1991-01-01	Paper
Fast maximum likelihood decoding of Reed-Muller codes	1991-01-01	Paper
Breakdown Robustness of Tests	1990-01-01	Paper
Concatenated codes in Euclidean space Problems of Information Transmission	1989-01-01	Paper
scientific article; zbMATH DE number 4120123 (Why is no real title available?)	1989-01-01	Paper
Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity The Annals of Statistics	1988-01-01	Paper
The exponent of error probability in various modulation and coding systems Automation and Remote Control	1988-01-01	Paper
Modulation/coding system for a Gaussian channel Problems of Information Transmission	1988-01-01	Paper
Probabilistic decoding of nonbinary majority decodable codes Problems of Information Transmission	1988-01-01	Paper
scientific article; zbMATH DE number 4077130 (Why is no real title available?)	1988-01-01	Paper
Construction and characteristics of new modulation/convolutional coding systems Problems of Information Transmission	1988-01-01	Paper
A central limit theorem applicable to robust regression estimators Journal of Multivariate Analysis	1987-01-01	Paper
L-Estimation for Linear Models Journal of the American Statistical Association	1987-01-01	Paper
Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point Communications in Statistics: Theory and Methods	1987-01-01	Paper
On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\) Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1986-01-01	Paper
Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters The Annals of Statistics	1986-01-01	Paper
Matching block codes to a channel with phase shifts Problems of Information Transmission	1986-01-01	Paper
Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation The Annals of Statistics	1985-01-01	Paper
Characteristics of coding and modulation systems from the standpoint of concatenated codes Problems of Information Transmission	1985-01-01	Paper
scientific article; zbMATH DE number 3918254 (Why is no real title available?)	1985-01-01	Paper
Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency The Annals of Statistics	1984-01-01	Paper
scientific article; zbMATH DE number 3907602 (Why is no real title available?)	1984-01-01	Paper
Distribution of mutants in aggregates of cultured cells Theoretical Population Biology	1983-01-01	Paper
On one modification of the majority decoding algorithm Problems of Information Transmission	1982-01-01	Paper
Maximizing the probability of correctly ordering random variables using linear predictors Journal of Multivariate Analysis	1982-01-01	Paper
Maximizing the variance of M-estimators using the generalized method of moment spaces The Annals of Statistics	1981-01-01	Paper
Further remarks on robust estimation in dependent situations The Annals of Statistics	1979-01-01	Paper
The roles of speciation and divergence time in the loss of duplicate gene expression Theoretical Population Biology	1979-01-01	Paper
Probability bounds for first exists through moving boundaries The Annals of Probability	1978-01-01	Paper
Robust estimation in dependent situations The Annals of Statistics	1977-01-01	Paper
Asymptotic efficiency of minimum variance unbiased estimators The Annals of Statistics	1977-01-01	Paper
On solutions to \(u_t=\Delta u+u^2\) in two dimensions Journal of Mathematical Analysis and Applications	1976-01-01	Paper
Transience and solvability of a non-linear diffusion equation The Annals of Probability	1975-01-01	Paper
Admissibility of the best invariant estimator of one co-ordinate of a location vector The Annals of Statistics	1975-01-01	Paper
On Recovery of Intra-Block Information	1973-01-01	Paper
Formal Bayes Estimation with Application to a Random Effects Model Annals of Mathematical Statistics	1971-01-01	Paper
Inadmissibility of the Best Invariant Test in Three or More Dimensions Annals of Mathematical Statistics	1971-01-01	Paper