A conversation with Stephen Portnoy

DOI10.1214/21-STS845OpenAlexW4283395703MaRDI QIDQ2163080

Xuming He, Xiao-Feng Shao

Publication date: 10 August 2022

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/statistical-science/volume-37/issue-3/A-Conversation-with-Stephen-Portnoy/10.1214/21-STS845.full

zbMATH Keywords

asymptotic approximationquantile regressionrobust statisticshigh-dimensional models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Nearly root-\(n\) approximation for regression quantile processes
• 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
• On Student's 1908 Article “The Probable Error of a Mean”
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• Censored Regression Quantiles