Michael Woodroofe | Academic Influence

Michael Woodroofe's AcademicInfluence.com Rankings

Michael Woodroofe

Mathematics

#5458

World Rank

#7678

Historical Rank

#1791

USA Rank

Statistics

#409

World Rank

#478

Historical Rank

#131

USA Rank

mathematics Degrees

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Mathematics

Michael Woodroofe's Degrees

PhD Statistics University of California, Berkeley
Masters Statistics University of California, Berkeley
Bachelors Mathematics University of California, Berkeley

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Why Is Michael Woodroofe Influential?

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According to Wikipedia, Michael Barrett Woodroofe was an American probabilist and statistician. He was a professor of statistics and of mathematics at the University of Michigan, where he was the Leonard J. Savage Professor until his retirement. He was noted for his work in sequential analysis and nonlinear renewal theory, in central limit theory, and in nonparametric inference with shape constraints.

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Michael Woodroofe's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Nonlinear Renewal Theory in Sequential Analysis (1987) (521)
Estimating a Distribution Function with Truncated Data (1985) (325)
Second Order Approximations for Sequential Point and Interval Estimation (1977) (280)
Central limit theorems for additive functionals of Markov chains (2000) (220)
Convergence to a Stable Distribution Via Order Statistics (1981) (212)
On Choosing a Delta-Sequence (1970) (184)
ON THE DEGREES OF FREEDOM IN SHAPE-RESTRICTED REGRESSION (2000) (149)
A One-Armed Bandit Problem with a Concomitant Variable (1979) (126)
Martingale approximations for sums of stationary processes (2004) (109)
CONSISTENT ESTIMATES OF THE PARAMETERS OF A LINEAR SYSTEM. (1969) (105)
Isotonic regression: Another look at the changepoint problem (2001) (105)
On Model Selection and the ARC Sine Laws (1982) (101)
Probability with applications (1976) (83)
Further Remarks on Sequential Estimation: The Exponential Case (1972) (80)
A Cramer Von-Mises Type Statistic for Testing Symmetry (1972) (76)
Remarks on sequential point estimation. (1969) (73)
Central Limit Theorems for Doubly Adaptive Biased Coin Designs (1995) (69)
Asymptotic Expansions for the Moments of a Randomly Stopped Average (1993) (64)
A Renewal Theorem for Curved Boundaries and Moments of First Passage Times (1976) (62)
Improved probability method for estimating signal in the presence of background (1998) (61)
Nonlinear Renewal Theory (2006) (58)
Estimation in Large Samples (1988) (57)
Estimating a Polya frequency function$_2$ (2007) (56)
Very Weak Expansions for Sequential Confidence Levels (1986) (53)
Setting confidence belts (2000) (52)
Very weak expansions for sequentially designed experiments: linear models (1989) (49)
A central limit theorem for functions of a Markov chain with applications to shifts (1992) (49)
Maximum Likelihood Estimation of Translation Parameter of Truncated Distribution II (1974) (47)
Law of the iterated logarithm for stationary processes (2006) (47)
On the Maximum Deviation of the Sample Density (1967) (47)
Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution (1972) (46)
A.P.O. rules are asymptotically non deficient for estimation with squared error loss (1981) (44)
The Maximum Deviation of Sample Spectral Densities (1967) (42)
Stronger Forms of Zipf's Law (1975) (41)
Large Deviations of Likelihood Ratio Statistics with Applications to Sequential Testing (1978) (37)
On martingale approximations (2007) (36)
Isotonic smoothing splines under sequential designs (1994) (35)
Asymptotic expansions in boundary crossing problems (1987) (32)
LARGE SAMPLE PROPERTIES OF SHAPE RESTRICTED REGRESSION ESTIMATORS WITH SMOOTHNESS ADJUSTMENTS (2007) (32)
Estimating a mean from delayed observations (1976) (30)
Estimating a Polya Frequency Function (2006) (30)
Remarks on a stopping time. (1968) (29)
Credible and confidence sets for restricted parameter spaces (2003) (26)
An example of non-quenched convergence in the conditional central limit theorem for partial sums of a linear process (2010) (25)
Corrected confidence sets for sequentially designed experiments (1997) (25)
A New Condition for the Invariance Principle for Stationary Random Fields (2011) (24)
Testing uniformity versus a monotone density (1999) (24)
Consistent maximum likelihood estimation of a unimodal density using shape restrictions (2004) (23)
Nonparametric estimation and consistency for renewal processes (1996) (22)
Sequential allocation for an estimation problem with ethical costs (1990) (21)
Approximate bias calculations for sequentially designed experiments (1998) (21)
Quenched Central Limit Theorems for Sums of Stationary Processes (2010) (20)
Asymptotic Local Minimaxity in Sequential Point Estimation (1985) (18)
On Zipf's law (1975) (18)
Corrected confidence intervals after sequential testing with applications to survival analysis (1996) (17)
INTEGRABLE EXPANSIONS FOR POSTERIOR DISTRIBUTIONS FOR MULTIPARAMETER EXPONENTIAL FAMILIES WITH APPLICATIONS TO SEQUENTIAL CONFIDENCE LEVELS (2000) (15)
A Generalized Parking Problem (1994) (15)
Asymptotic Expansions for the Error Probabilities of Some Repeated Significance Tests (1982) (15)
Normal approximation and large deviations for the Robbins-Monro Process (1972) (15)
A central limit theorem for iterated random functions (2000) (15)
Estimating a monotone trend (2008) (15)
Approximate confidence intervals after a sequential clinical trial comparing two exponential survival curves with censoring (1997) (14)
On the Distance Between Cumulative Sum Diagram and Its Greatest Convex Minorant for Unequally Spaced Design Points (2006) (14)
On the Expansion for Expected Sample Size in Non-Linear Renewal Theory (1982) (13)
The problem of low counts in a signal plus noise model (2000) (13)
Repeated Significance Tests (2006) (12)
Singh's theorem in the lattice case (1988) (11)
CORRECTED CONFIDENCE SETS FOR SEQUENTIALLY DESIGNED EXPERIMENTS: EXAMPLES1* (2002) (10)
CREDIBLE AND CONFIDENCE SETS FOR THE RATIO OF VARIANCE COMPONENTS IN THE BALANCED ONE-WAY MODEL (2002) (10)
Asymptotic expansions in non-linear renewal theory (1981) (9)
Central Limit Theorems For Superlinear Processes (2011) (9)
A Central Limit Theorem for Reversible Processes with Nonlinear Growth of Variance (2010) (9)
Minimax Bayes Estimation in Nonparametric Regression (1991) (9)
ON THE ONE ARM BANDIT PROBLEM (1974) (8)
Testing for a Change in the Hazard Rate with Staggered Entry (2004) (8)
Asymptotic optimality in sequential interval estimation (1986) (7)
On stopping times and stochastic monotonicity (1990) (7)
On the Nonlinear Renewal Theorem (1990) (7)
A LOCAL LIMIT THEOREM FOR SUMS OF DEPENDENT RANDOM VARIABLES (1990) (6)
A uniform renewal theorem (1996) (6)
Asymptotic analysis of isotonic estimation for grouped data (2001) (6)
A Central Limit Theorem For Linear Random Fields (2010) (6)
On the weak convergence of stochastic processes without discontinuities of the second kind (1968) (6)
Asymptotic expansions for first passage times (1988) (6)
On the asymptotic normality of kernel density estimators for causal linear random fields (2014) (6)
Confidence intervals with fixed proportional accuracy (1986) (5)
Shrinkage estimation for convex polyhedral cones (2004) (5)
On the bayes risk incurred by using asymptotic shapes (1980) (5)
A local limit theorem for hidden Markov chains (1997) (5)
(Setting Confidence Intervals for Bounded Parameters): Comment (2007) (5)
Corrected confidence levels for adaptive nonlinear regression (1991) (5)
Isotonic estimation for grouped data (1999) (5)
Local Limit Theorems (2006) (4)
THE CRAMÉR-RAO INEQUALITY HOLDS ALMOST EVERYWHERE (1983) (4)
On the asymptotic normality of kernel density estimators for linear random fields (2011) (4)
Fixed width interval estimation for the reciprocal drift of Brownian motion (1992) (4)
Non-linear Renewal Theory with Stationary Perturbations (2003) (3)
Approximate confidence sets for a stationary AR(p) process (2006) (3)
Fixed Proportional Accuracy in Three Stages (1988) (2)
A non-linear Renewal Theorem with stationary and slowly changing perturbations (2006) (2)
Correction: Asymptotic Expansions for the Error Probabilities of Some Repeated Significance Tests (1985) (2)
ADMISSIBLE MINIMAX ESTIMATION OF THE SIGNAL WITH KNOWN BACKGROUND (2005) (2)
A nonlinear parking problem (1995) (2)
Nonparametric estimation and consistency for renewal processes 1 (1996) (1)
Comments on Hrbird Sampling Methods for Confidence Intervals (2000) (1)
Comment on a theorem of (2013) (1)
Correction: Asymptotic Local Minimaxity in Sequential Point Estimation (1989) (1)
2. Random Walks (1982) (1)
SEQUENTIAL CONFIDENCE INTERVALS FOR A POPULATION SIZE WITH FIXED PROPORTIONAL ACCURACY (2001) (1)
Corrected confidence intervals for adaptive nonlinear regression models (2005) (1)
Correction: Estimating a Distribution Function with Truncated Data (1987) (0)
The Adaptive Design of Experiments and Markovian Models (2002) (0)
6. Open-Ended Tests (1982) (0)
EMPIRICAL BAYES ESTIMATION OF THE MEAN OF A NORMAL DISTRIBUTION WITH CONVEX LOSS (1982) (0)
Ju l 2 00 0 Setting Confidence Belts (2000) (0)
THEOREMS FOR ADDITIVE FUNCTIONALS OF MARKOV CHAINS 1 (2000) (0)
The University of Michigan Department of Statistics Presents Inaugural (2006) (0)
A central limit theorem for reversible processes with non-linear growth of variance (2010) (0)
Shape Restricted Estimation With a View Towards Astronomy (2006) (0)
Correction [to "Setting Confidence Intervals for Bounded Parameters," by Mark Mandelkern] (2002) (0)
Statistical Inference with Delayed Data. (1979) (0)
Approximate Bayes Solutions to the Inventory Problem (1974) (0)
1. Randomly Stopped Sequences (1982) (0)
On Distinguishing Between With and Without Replacement. (1972) (0)
LAW OF THE ITERATED LOGARITHM FOR STATIONARY PROCESSES 1 (2007) (0)
Statistical Properties of the Number of Positive Sums (1966) (0)
On the Distribution of a Sum of Absolute Values. (1973) (0)
8. Multiparameter Problems (1982) (0)
0 Setting Confidence Belts (2000) (0)
Commentary on Paper [16] (1986) (0)
On the First Time $|S_n| \geq cn^{\frac {1}{2} {(1)}$ (1970) (0)
Quenched central limit theorems for a stationary linear process (2015) (0)
North-Holland 131 CONFIDENCE INTERVALS WITH FIXED PROPORTIONAL ACCURACY * (2003) (0)

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