activity
20122024
most citedNearly root-n approximation for regression quantile processes

23 citations · 26 across the 7 of their papers we have counts for

collaborators

7 papers

math.ST2024

The Bunching and Monotonicity Properties of Families of Probability Distributions

S. Portnoy, N. Torrado, J. J. P. Veerman

Measuring the concentration of random variables is a fundamental concept in probability and statistics. Here, we explore a type of concentration measure for continuous random varia…

math.ST2022

Valid confidence intervals for when there is only one observation available

Stephen Portnoy, Anirban DasGupta

Portnoy (2019) considered the problem of constructing an optimal confidence interval for the mean based on a single observation . Here we extend…

q-fin.ST2021

Predicting CEO Compensation in Non-Controlled Public Corporations with the Canonical Regression Quantile Method

Joseph Haimberg, Stephen Portnoy

The use of the Canonical Regression Quantiles Index proved that non-controlled companies that engage in long-term operational and financial goals post superior future performance.…

stat.ME2020★ 1 cited

Canonical Regression Quantiles with application to CEO compensation and predicting company performance

Stephen Portnoy, Joseph Haimberg

In using multiple regression methods for prediction, one often considers the linear combination of explanatory variables as an index. Seeking a single such index when here are mult…

math.ST2017★ 1 cited

Some Theorems on Optimality of a Single Observation Confidence Interval for the Mean of a Normal Distribution

Stephen Portnoy

We consider the problem of finding a proper confidence interval for the mean based on a single observation from a normal distribution with both mean and variance unknown. Portnoy (…

math.ST2014★ 1 cited

Exact Probability Bounds under Moment-matching Restrictions

Stephen Portnoy

Lindsay and Basak (2000) posed the question of how far from normality could a distribution be if it matches normal moments. They provided a bound on the maximal difference in c…

math.ST2012★ 23 cited

Nearly root-n approximation for regression quantile processes

Stephen Portnoy

Traditionally, assessing the accuracy of inference based on regression quantiles has relied on the Bahadur representation. This provides an error of order in normal appr…