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Mathematics

D-Index
32
Citations
6709
World Ranking
3124
National Ranking
1252

Research.com Recognitions

  • 2015 - Fellow of the American Association for the Advancement of Science (AAAS)
  • 1994 - Fellow of the American Statistical Association (ASA)

Overview

Stephen Portnoy is affiliated with the University of Illinois at Urbana-Champaign in the United States. Their research primarily focuses on the field of Mathematics, with a strong emphasis on Statistics and Probability.

Their main areas of study span several related subfields and topics, including:

  • Statistics and Probability
  • Accounting
  • Management Science and Operations Research
  • Statistics, Probability and Uncertainty
  • Finance

  • Advanced Statistical Methods and Models
  • Statistical Methods and Inference
  • Auditing, Earnings Management, Governance
  • Corporate Finance and Governance
  • Advanced Statistical Process Monitoring
  • Multi-Criteria Decision Making
  • Financial Markets and Investment Strategies

Portnoy has contributed to multiple publication venues, often involved with both archival and peer-reviewed platforms. Frequent venues where their work appears include:

  • arXiv (Cornell University)
  • The American Statistician
  • Journal of Multivariate Analysis
  • Econometrics and Statistics
  • Journal of Statistical Theory and Practice

The following recent papers illustrate the period and themes of their research contributions:

  • "Linearity of Unbiased Linear Model Estimators," 2022, The American Statistician
  • "Canonical quantile regression," 2022, Journal of Multivariate Analysis
  • "Using Canonical Quantile Regression to predict company performance: better prediction than using CEO compensation," 2022, Econometrics and Statistics
  • "The Two-Envelope Problem for General Distributions," 2020, Journal of Statistical Theory and Practice
  • "Valid Confidence Intervals for μ, σ When There Is Only One Observation Available," 2024, Sankhya A

Frequent collaborators in their research include:

  • Joseph Haimberg
  • Yossi Haimberg
  • Anirban Dasgupta
  • Moshe Rachmuth

Over the course of their career, Portnoy has been recognized with several distinctions. These include being named a Fellow of the American Association for the Advancement of Science (AAAS) in 2015 and a Fellow of the American Statistical Association (ASA) in 1994.

Best Publications

  • Quantile smoothing splines

    Roger W. Koenker;Pin Ng;Stephen Portnoy

  • The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators

    Stephen Portnoy;Roger Koenker

  • Censored Regression Quantiles

    Stephen Portnoy

  • Regression depth. Commentaries. Rejoinder

    P. J. Rousseeuw;M. Hubert;X. He;R. Koenker

  • Asymptotic Behavior of $M$-Estimators of $p$ Regression Parameters when $p^2/n$ is Large. I. Consistency

    Stephen Portnoy

  • Asymptotic Behavior of Likelihood Methods for Exponential Families when the Number of Parameters Tends to Infinity

    Stephen Portnoy

  • Seed dispersal curves: behavior of the tail of the distribution

    Stephen Portnoy;Mary F. Willson

  • Asymptotic Behavior of $M$ Estimators of $p$ Regression Parameters when $p^2 / n$ is Large; II. Normal Approximation

    Stephen Portnoy

  • Tests of linear hypotheses based on regression rank scores

    C. Gutenbrunner;J. Jurečková;R. Koenker;S. Portnoy

  • L-Estimation for Linear Models

    Roger Koenker;Stephen Portnoy

  • Bivariate quantile smoothing splines

    Xuming He;Pin Ng;Stephen Portnoy

  • Breakdown robustness of tests

    Xuming He;D. G. Simpson;S. L. Portnoy

  • Adaptive $L$-Estimation for Linear Models

    Stephen Portnoy;Roger Koenker

  • Robust Estimation in Dependent Situations

    Stephen L. Portnoy

  • Asymptotic behavior of regression quantiles in non-stationary, dependent cases

    Stephen Portnoy

  • TAIL BEHAVIOR OF REGRESSION ESTIMATORS AND THEIR BREAKDOWN POINTS

    Xuming He;Jana Jureckova;Roger Koenker;Stephen Portnoy

  • M Estimation of Multivariate Regressions

    Roger Koenker;Stephen Portnoy

  • Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models

    Lin-An Chen;Stephen Portnoy

  • Local asymptotics for quantile smoothing splines

    Stephen Portnoy

  • Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point

    Jana Jurečková;Stephen Portnoy

Frequent Co-Authors

Roger Koenker
Roger Koenker University College London
Xuming He
Xuming He Washington University in St. Louis
Mia Hubert
Mia Hubert KU Leuven
Leonard A. Stefanski
Leonard A. Stefanski North Carolina State University
Evan H. DeLucia
Evan H. DeLucia University of Illinois at Urbana-Champaign
Alan H. Welsh
Alan H. Welsh Australian National University
David Ruppert
David Ruppert Cornell University
Gregory S. Whitt
Gregory S. Whitt University of Illinois at Urbana-Champaign
Raymond J. Carroll
Raymond J. Carroll Texas A&M University

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