Stephen L. Portnoy

From MaRDI portal
Person:1162079

Available identifiers

zbMath Open portnoy.stephen-lMaRDI QIDQ1162079

List of research outcomes

PublicationDate of PublicationType
Maximizing Probability Bounds Under Moment-Matching Restrictions2023-04-03Paper
Canonical quantile regression2022-09-30Paper
Invariance, Optimality, and a 1-Observation Confidence Interval for a Normal Mean2022-09-20Paper
The two-envelope problem for general distributions2020-05-04Paper
Edgeworth's time series model: not AR(1) but same covariance structure2019-10-23Paper
The jackknife's edge: inference for censored regression quantiles2018-11-23Paper
Some Theorems on Optimality of a Single Observation Confidence Interval for the Mean of a Normal Distribution2017-02-17Paper
Quantile Autoregression for Censored Data2016-08-30Paper
Exact Probability Bounds under Moment-matching Restrictions2014-11-10Paper
Nearly root-\(n\) approximation for regression quantile processes2012-12-10Paper
Quantile regression with doubly censored data2012-07-13Paper
Asymptotics for censored regression quantiles2010-03-15Paper
Partially linear censored quantile regression2009-09-14Paper
Censored depth quantiles2009-06-12Paper
On monotonicity of regression quantile functions2008-08-08Paper
Tests of linear hypotheses based on regression rank scores2007-04-16Paper
Censored Regression Quantiles2004-06-10Paper
Tail behavior of the least-squares estimator2002-09-05Paper
A Robust Journey in the New Millennium2002-07-30Paper
On extreme regression quantiles2001-03-01Paper
https://portal.mardi4nfdi.de/entity/Q42469352001-02-18Paper
A Lewis Carroll pillow problem: probability of an obtuse triangle2001-02-07Paper
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 authors2001-02-07Paper
Some pathological regression asymptotics under stable conditions2000-01-01Paper
Some asymptotic results on bivariate quantile splines2000-01-01Paper
Statistical inference on heteroscedastic models based on regression quantiles1999-03-14Paper
Bivariate Quantile Smoothing Splines1998-10-18Paper
Local asymptotics for quantile smoothing splines1997-05-19Paper
Direct use of regression quantiles to construct confidence sets in linear models1997-01-07Paper
https://portal.mardi4nfdi.de/entity/Q43786551997-01-01Paper
Quantile smoothing splines1995-02-22Paper
Reweighted LS estimators converge at the same rate as the initial estimator1993-05-16Paper
Fast maximum likelihood decoding of Reed-Muller codes1992-09-26Paper
Correction to: Asymptotic behavior of \(M\) estimators of \(p\) regression parameters when \(p^ 2/n\) is large. II: Normal approximation1992-06-28Paper
Construction of partial unit-memory convolutional codes based on Reed-Muller codes1992-06-26Paper
Asymptotic behavior of regression quantiles in non-stationary, dependent cases1992-06-25Paper
Adaptive \(L\)-estimation for linear models1992-06-25Paper
M Estimation of Multivariate Regressions1992-06-25Paper
Asymptotic Behavior of the Number of Regression Quantile Breakpoints1992-06-25Paper
Tail Behavior of Regression Estimators and their Breakdown Points1992-06-25Paper
Exactly what is being modelled by the systematic component in a heteroscedastic linear regression1992-01-01Paper
Signal-code constructions without zero spectral component1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33621511991-01-01Paper
Breakdown Robustness of Tests1990-01-01Paper
Concatenated codes in Euclidean space1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47338311989-01-01Paper
The exponent of error probability in various modulation and coding systems1988-01-01Paper
Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity1988-01-01Paper
Modulation/coding system for a Gaussian channel1988-01-01Paper
Probabilistic decoding of nonbinary majority decodable codes1988-01-01Paper
Construction and characteristics of new modulation/convolutional coding systems1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38080241988-01-01Paper
A central limit theorem applicable to robust regression estimators1987-01-01Paper
Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point1987-01-01Paper
L-Estimation for Linear Models1987-01-01Paper
On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\)1986-01-01Paper
Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters1986-01-01Paper
Matching block codes to a channel with phase shifts1986-01-01Paper
Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation1985-01-01Paper
Characteristics of coding and modulation systems from the standpoint of concatenated codes1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36934251985-01-01Paper
Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36850281984-01-01Paper
Distribution of mutants in aggregates of cultured cells1983-01-01Paper
On one modification of the majority decoding algorithm1982-01-01Paper
Maximizing the probability of correctly ordering random variables using linear predictors1982-01-01Paper
Maximizing the variance of M-estimators using the generalized method of moment spaces1981-01-01Paper
Further remarks on robust estimation in dependent situations1979-01-01Paper
The roles of speciation and divergence time in the loss of duplicate gene expression1979-01-01Paper
Probability bounds for first exists through moving boundaries1978-01-01Paper
Robust estimation in dependent situations1977-01-01Paper
Asymptotic efficiency of minimum variance unbiased estimators1977-01-01Paper
On solutions to \(u_t=\Delta u+u^2\) in two dimensions1976-01-01Paper
Admissibility of the best invariant estimator of one co-ordinate of a location vector1975-01-01Paper
Transience and solvability of a non-linear diffusion equation1975-01-01Paper
On Recovery of Intra-Block Information1973-01-01Paper
Inadmissibility of the Best Invariant Test in Three or More Dimensions1971-01-01Paper
Formal Bayes Estimation with Application to a Random Effects Model1971-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Stephen L. Portnoy