Malay Ghosh

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Person:254922

Available identifiers

zbMath Open ghosh.malayDBLP23/8506WikidataQ6741535 ScholiaQ6741535MaRDI QIDQ254922

List of research outcomes

PublicationDate of PublicationType
Global-local shrinkage priors for asymptotic point and interval estimation of normal means under sparsity2024-03-04Paper
Some Variants of Constrained Estimation in Finite Population Sampling2023-11-17Paper
Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation2023-11-09Paper
High-Dimensional Bernstein Von-Mises Theorems for Covariance and Precision Matrices2023-09-15Paper
Transformed Fay-Herriot model with measurement error in covariates2023-07-18Paper
Measurement error in linear regression models with fat tails and skewed errors2023-07-12Paper
High-dimensional Posterior Consistency in Multi-response Regression models with Non-informative Priors for Error Covariance Matrix2023-05-23Paper
Asymptotic Efficiency of Maximum Likelihood Estimators Under Misspecified Models2023-04-25Paper
Poisson counts, square root transformation and small area estimation2022-11-01Paper
On the Loss Robustness of Least-Square Estimators2022-09-28Paper
Revisiting Jeffreys’ Example: Bayes Test of the Normal Mean2022-09-28Paper
Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation2022-07-20Paper
Bias corrected empirical Bayes confidence intervals for the selected mean2022-05-23Paper
Nonparametric Bayes and empirical Bayes estimation of the population median, with application in finite-population sampling2022-02-22Paper
Unit level model for small area estimation with count data under square root transformation2022-02-21Paper
High-dimensional properties for empirical priors in linear regression with unknown error variance2022-02-10Paper
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors2021-12-07Paper
Accounting for dependent informative sampling in model-based finite population inference2021-11-22Paper
Exponential tail bounds for chisquared random variables2021-11-09Paper
https://portal.mardi4nfdi.de/entity/Q50040472021-07-30Paper
Shrinkage estimation with singular priors and an application to small area estimation2021-04-29Paper
Density prediction and the Stein phenomenon2020-10-26Paper
Bayesian modeling for genetic association in case-control studies: accounting for unknown population substructure2020-10-07Paper
Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors2020-08-28Paper
Bayesian Empirical Likelihood Inference with Complex Survey Data2020-08-26Paper
High-dimensional posterior consistency for hierarchical non-local priors in regression2020-02-18Paper
Large-scale multiple hypothesis testing with the normal-beta prime prior2019-12-17Paper
Hierarchical Bayes versus empirical Bayes density predictors under general divergence loss2019-11-28Paper
Bayes minimax competitors of preliminary test estimators in \(k\) sample problems2019-10-18Paper
Non-subjective priors for wrapped Cauchy distributions2019-09-05Paper
Hierarchical empirical Bayes estimation of two sample means under divergence loss2019-08-07Paper
Equivalence of posteriors in the Bayesian analysis of the multinomial-Poisson transformation2019-07-12Paper
Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation2019-03-20Paper
Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models2019-03-14Paper
Bayesian simultaneous estimation for means in \(k\)-sample problems2019-01-04Paper
High-dimensional multivariate posterior consistency under global-local shrinkage priors2018-08-16Paper
The Inverse Gamma-Gamma Prior for Optimal Posterior Contraction and Multiple Hypothesis Testing2017-10-12Paper
Asymptotic expansion of the posterior based on pairwise likelihood2017-07-17Paper
BAYESIAN MULTIPLE TESTING UNDER SPARSITY FOR POLYNOMIAL-TAILED DISTRIBUTIONS2017-07-13Paper
Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity2017-03-14Paper
Higher-order properties of Bayesian empirical likelihood2017-01-11Paper
https://portal.mardi4nfdi.de/entity/Q28343402016-11-28Paper
Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors2016-04-22Paper
Bayesian variable selection and estimation for group Lasso2016-04-22Paper
Prediction in heteroscedastic nested error regression models with random dispersions2016-03-30Paper
Consistency of Bayes factors under hyper \(g\)-priors with growing model size2016-03-08Paper
Small area shrinkage estimation2016-02-18Paper
Penalized regression, standard errors, and Bayesian Lassos2016-02-11Paper
Comment on article by Polson and Scott2016-02-08Paper
A conversation with Pranab Kumar Sen2016-02-02Paper
A general divergence criterion for prior selection2016-02-01Paper
High dimensional posterior convergence rates for decomposable graphical models2016-01-07Paper
Prediction in heteroscedastic nested error regression models with random dispersions2016-01-01Paper
On divergence measures leading to Jeffreys and other reference priors2015-12-21Paper
Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation2015-12-11Paper
A Commentary on the Logistic Distribution2015-11-05Paper
Two-sample Hypothesis Testing under Lehmann Alternatives and Polya Tree Priors2015-10-21Paper
Asymptotic expansion of the posterior density in high dimensional generalized linear models2014-09-08Paper
Semiparametric Stein estimators2014-08-01Paper
Benchmarking small area estimators2014-04-22Paper
Bayesian Analysis of Time‐Series Data under Case‐Crossover Designs: Posterior Equivalence and Inference2014-04-08Paper
Estimation of Median Household Income for Small Areas : A Bayesian Semiparametric Approach2014-01-03Paper
Two-stage benchmarking as applied to small area estimation2013-11-28Paper
Moment matching priors2013-07-18Paper
Bayesian semiparametric analysis for two-phase studies of gene-environment interaction2013-06-06Paper
On Estimation of Mean Squared Errors of Benchmarked Empirical Bayes Estimators2013-05-13Paper
Bayesian benchmarking with applications to small area estimation2012-11-15Paper
Mean squared error of James-Stein estimators for measurement error models2012-10-17Paper
A Bayesian Semiparametric Approach for Incorporating Longitudinal Information on Exposure History for Inference in Case-Control Studies2012-09-14Paper
Rejoinder2012-09-01Paper
Design issues for generalized linear models: a review2012-09-01Paper
Objective priors: an introduction for frequentists2012-09-01Paper
Estimation of small area event rates and of the associated standard errors2012-05-18Paper
Bayesian nonlinear regression for large \(p\) small \(n\) problems2012-05-11Paper
Empirical likelihood for small area estimation2011-06-28Paper
Case-Control Studies of Gene-Environment Interaction: Bayesian Design and Analysis2010-12-21Paper
https://portal.mardi4nfdi.de/entity/Q30577832010-11-17Paper
https://portal.mardi4nfdi.de/entity/Q35808522010-08-13Paper
https://portal.mardi4nfdi.de/entity/Q35808592010-08-13Paper
https://portal.mardi4nfdi.de/entity/Q35803032010-08-12Paper
https://portal.mardi4nfdi.de/entity/Q35803562010-08-12Paper
Bayesian and likelihood-based inference for the bivariate normal correlation coefficient2010-03-18Paper
Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen2010-03-17Paper
A Simple Derivation of the Wishart Distribution2010-03-11Paper
Multivariate limited translation empirical Bayes estimators2010-02-26Paper
On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix2009-11-13Paper
Influence functions and robust Bayes and empirical Bayes small area estimation2009-09-30Paper
Empirical Bayes estimation for additive hazards regression models2009-09-29Paper
Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation2009-08-08Paper
Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes2009-06-10Paper
Multivariate limited translation hierarchical Bayes estimators2009-06-09Paper
Estimation, prediction and the Stein phenomenon under divergence loss2008-11-06Paper
Modeling Unobserved Sources of Heterogeneity in Animal Abundance Using a Dirichlet Process Prior2008-06-13Paper
Probability matching priors for some parameters of the bivariate normal distribution2008-05-21Paper
Robust estimation in finite population sampling2008-05-15Paper
Constrained Bayes and empirical Bayes estimation under random effects normal ANOVA model with balanced loss function2008-05-08Paper
Small-area estimation based on natural exponential family quadratic variance function models and survey weights2008-04-08Paper
https://portal.mardi4nfdi.de/entity/Q54392952008-02-08Paper
https://portal.mardi4nfdi.de/entity/Q54393502008-02-08Paper
Semiparametric Bayesian Analysis of Case–Control Data under Conditional Gene‐Environment Independence2008-01-14Paper
Change-point diagnostics in competing risks models: two posterior predictive \(p\)-value ap\-proaches2007-10-10Paper
Empirical Bayes estimation in finite population sampling under functional measurement error models2007-08-23Paper
Hierarchical Bayesian Neural Networks2007-08-20Paper
Semiparametric Bayesian Analysis of Matched Case-Control Studies With Missing Exposure2007-08-20Paper
Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions2007-07-23Paper
Empirical and Hierarchical Bayesian Estimation in Finite Population Sampling under Structural Measurement Error Models2007-05-29Paper
Bayesian Semiparametric Modeling for Matched Case–Control Studies with Multiple Disease States2007-05-07Paper
https://portal.mardi4nfdi.de/entity/Q34275532007-03-20Paper
Likelihood-based inference for the ratios of regression coefficients in linear models2006-11-17Paper
Nonsubjective priors via predictive relative entropy regret2006-06-21Paper
Bayesian multivariate spatial models for roadway traffic crash mapping2006-01-10Paper
Nonparametric Sequential Bayes Estimation of the Distribution Function2005-12-09Paper
Bayesian Classification of Tumours by Using Gene Expression Data2005-09-01Paper
The use of the weighted likelihood in the natural exponential families with quadratic variance2005-02-28Paper
Asymptotic mean squared error of constrained James-Stein estimators2004-11-29Paper
Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals2004-11-24Paper
Hierarchical Bayesian Transition Models for the Analysis of Binary Longitudinal Data2004-03-30Paper
On an exact probability matching property of right-invariant priors2004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44275472003-09-22Paper
https://portal.mardi4nfdi.de/entity/Q44275562003-09-22Paper
On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals2003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q47097792003-08-06Paper
The behrens-fisher problem revisited: A bayes-frequentist synthesis2003-08-06Paper
Bayesian analysis of bivariate competing risks models with covariates.2003-07-30Paper
The Geometry of Estimating Functions in the Presence of Nuisance Parameters 12003-04-21Paper
Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model2003-04-09Paper
Bayesian prediction with approximate frequentist validity.2002-11-14Paper
Robust Bayesian analysis with partially exchangeable priors2002-06-16Paper
Some new Results on Probability Matching Priors2002-06-10Paper
https://portal.mardi4nfdi.de/entity/Q27571972002-03-06Paper
https://portal.mardi4nfdi.de/entity/Q45323792002-01-01Paper
https://portal.mardi4nfdi.de/entity/Q27369002001-09-11Paper
https://portal.mardi4nfdi.de/entity/Q27369062001-09-11Paper
https://portal.mardi4nfdi.de/entity/Q27369592001-09-11Paper
Noninformative priors for one-parameter item response models2001-07-19Paper
https://portal.mardi4nfdi.de/entity/Q44888552001-07-05Paper
Small area estimation: an appraisal. With comments and a rejoinder by the authors2001-02-07Paper
On estimation with balanced loss functions2001-01-03Paper
A geometric optimally of Cox's partial likelihood2000-10-29Paper
Hierarchical bayes quality measurement plan2000-09-24Paper
https://portal.mardi4nfdi.de/entity/Q44858112000-06-19Paper
https://portal.mardi4nfdi.de/entity/Q42573102000-05-18Paper
https://portal.mardi4nfdi.de/entity/Q49390732000-05-01Paper
Hierarchical Bayes GLMs for the analysis of spatial data: An application to disease mapping2000-02-21Paper
On the property of posteriors for dispersion models1999-11-11Paper
Bayesian analysis for a stress-strength system under noninformative priors1999-06-30Paper
https://portal.mardi4nfdi.de/entity/Q42258841999-03-30Paper
A Note on the Probability Difference Between Matching Priors Based on Posterior Quantiles and on Inversion of Conditional Likelihood Ratio Statistics1999-03-15Paper
Bayes Estimation of the Finite Population Mean Under HeavyTailed Priors*1999-03-08Paper
Generalized Linear Models for Small-Area Estimation1999-02-22Paper
On the invariance of noninformative priors1999-02-16Paper
Miscellanea. Second-order probability matching priors1998-09-20Paper
https://portal.mardi4nfdi.de/entity/Q43564081998-08-16Paper
Miscellanea. Noninformative priors for dispersion models1998-02-11Paper
Some Remarks on Noninformative Priors1998-01-05Paper
Orthogonal projections and the geometry of estimating functions.1998-01-01Paper
Estimation of Median Income of Four-Person Families: A Bayesian Time Series Approach1997-12-14Paper
https://portal.mardi4nfdi.de/entity/Q43520141997-08-28Paper
On the uniform approximation of Laplace's prior by t-priors in location problems1997-06-03Paper
Noninformative priors for the two sample normal problem1996-11-12Paper
Probability matching priors for linear calibration1996-09-01Paper
On the Robustness of Bayes Estimators of the Variance Ratio in Balanced One-Way ANOVA Models with Covariates1996-04-16Paper
A.P.O. Rules in hierarchical bayes regression models1996-03-20Paper
https://portal.mardi4nfdi.de/entity/Q48650371996-02-25Paper
Hierarchical Bayes estimators of the error variance in one-way ANOVA models1995-10-18Paper
https://portal.mardi4nfdi.de/entity/Q43179111995-07-03Paper
Inconsistent maximum likelihood estimators for the Rasch model1995-07-03Paper
The Neyman-Scott Phenomenon in Generalized Linear Models and Overdispersed Exponential Families1995-03-16Paper
https://portal.mardi4nfdi.de/entity/Q43108081994-11-03Paper
https://portal.mardi4nfdi.de/entity/Q42848471994-06-28Paper
https://portal.mardi4nfdi.de/entity/Q42796451994-02-22Paper
Cramér--Rao bounds for posterior variances1993-10-28Paper
Pitman's measure of closeness for symmetric stable distributions1993-10-28Paper
On the consistency between model-and design-based estimators in survey sampling1993-10-25Paper
Bayesian pitman closeness1993-10-11Paper
https://portal.mardi4nfdi.de/entity/Q46941581993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q46945181993-06-29Paper
Constrained Bayes Estimation With Applications1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40273591993-02-21Paper
Asymptotic optimality of hierarchical Bayes estimators and predictors1992-09-27Paper
On the admissibility of some sequential confidence intervals for the normal mean1992-09-27Paper
Bayesian prediction in linear models: Applications to small area estimation1992-06-28Paper
On the Frequentist Proper Ties of Some Hierarchical Bayes Predictors in Finite Populattion Sampling1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39795661992-06-26Paper
Empirical Bayes minimax estimators of matrix normal means1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57517651990-01-01Paper
Minimal sufficient statistics for the unbalanced two-fold nested model1990-01-01Paper
A. P. O. rules in hierarchical and empirical bayes models1989-01-01Paper
Nonparametric empirical bayes estimation of the distribution function and the mean1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739571989-01-01Paper
Median Unbiasedness and Pitman Closeness1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34892201989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38288771989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47332291988-01-01Paper
Simultaneous estimation of Poisson means under entropy loss1988-01-01Paper
Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems1988-01-01Paper
Maximum likelihood estimation foe two parameter exponentials under type I censoring1988-01-01Paper
Minimum Risk Equivariant Estimators of Percentiles in LocationScale Families of Distributions1988-01-01Paper
Estimation of multiple Poisson means: A compromise between maximum likelihood and empirical Bayes estimators1987-01-01Paper
Sequential shrinkage estimation1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37730891987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37825871987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37833671987-01-01Paper
Generalised Likelihood Ratio Tests for Two-Parameter Exponentals Under Type I Censoring1987-01-01Paper
Empirical Bayes Estimation in Finite Population Sampling1986-01-01Paper
Acknowledgment of priority1986-01-01Paper
On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost1986-01-01Paper
Sequential shrinkage estimation of independent normal means with unkown variances1986-01-01Paper
Fixed Length Interval Estimation of the Location Parameter of a Pareto Distribution1986-01-01Paper
Some admissible nonparametric and related finite population sampling estimators1985-01-01Paper
Nonparametric empirical bayes estimation of certain funtionals1985-01-01Paper
Two sample nonparametric tests based on subsamples1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37070981985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37235281985-01-01Paper
Maximum likelihood estimation, from doubly censored samples, of the mean of a normal distribution with known coeffucient of variation1984-01-01Paper
Laws of large numbers for bootstrapped U-statistics1984-01-01Paper
Construction of improved estimators in multiparameter estimation for continuous exponential families1984-01-01Paper
A note on bootstrapping the sample median1984-01-01Paper
Trimmed estimates in simultaneous estimation of parameters in exponential families1984-01-01Paper
A Compromise Between the UMVUE and Bayes Estimators of Poisson Means1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36800621984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36833411984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37161341984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37308121984-01-01Paper
Construction of improved estimators in multiparameter estimation for discrete exponential families1983-01-01Paper
Simultaneous estimation of parameters in exponential families1983-01-01Paper
Choosing between experiments: Applications to finite population sampling1983-01-01Paper
On the Comparison of Several Bounds for the Variance in the Presence of Nuisance Parameters1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33089181983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36753321983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37096021983-01-01Paper
On two-stage james-stein sstimators1983-01-01Paper
Sequential and two-stage point estimation for the range in a power family distribution1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36686341982-01-01Paper
Estimating the Location Parameter of an Exponential Distribution with Known Coefficient of Variation1982-01-01Paper
Shock models leading to increasing failure rate and decreasing mean residual life survival1982-01-01Paper
Admissible Linear Estimates of the Regression Parameters1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47435861981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47474181981-01-01Paper
Bayes minimax estimation of multiple Poisson parameters1981-01-01Paper
Admissibility in finite problems1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33230661981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36572071981-01-01Paper
On bahadur's representation of quantiles in nonregular cases1981-01-01Paper
Sequential point estimation of the means of u-statistics in finite population sampling1981-01-01Paper
Admissible Linear Estimates of the Mean Vector1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39360081981-01-01Paper
Sequential point estimation of the difference of two normal means1980-01-01Paper
On the robustness of least squares procedures in regression models1980-01-01Paper
Admissible and minimax multiparameter estimation in exponential families1980-01-01Paper
On the Pitman Efficiency of Sequential Tests1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39470061980-01-01Paper
Sequential point estimation of the mean when the distribution is unspecified1979-01-01Paper
Asymptotic Properties of Linear Functions of Order Statistics for NonStationary Mixing Processes1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30495861978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32078901978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38590951978-01-01Paper
On Bahadur's Representation of Sample Quantiles for Nonstationary Mixing Processes1978-01-01Paper
Linear models analysis of small samples of categorized ordinal response data1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41972291977-01-01Paper
Probabilities of moderate deviations for some stationary \(\varphi\)-mixing processes1977-01-01Paper
Admissibility of linear estimators in the one parameter exponential family1977-01-01Paper
On the Non-Attainability of Chebyshev Bounds1977-01-01Paper
Nonparametric Minimax Estimation of the Mean1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41972311976-01-01Paper
Correction to 'Sequential rank tests for location'1976-01-01Paper
Multivariate sequential point estimation1976-01-01Paper
Some properties of mutivariate distributions with pdf's constant on ellipsoids1976-01-01Paper
A characterization of geometric distributions by distributional properties of order statistics1976-01-01Paper
A random functional central limit theorem for martingales1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41379591976-01-01Paper
On some properties of a class of Spearman rank statistics with applications1975-01-01Paper
Almost sure convergence of sums of maxima and minima of positive random variables1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40912711975-01-01Paper
Probabilities of Moderate Devla Tions for Non-Stationary m-Dependent Processes with Unbounded m1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41277771975-01-01Paper
Sequential Point Estimation of the Parameter of a Rectangular Distribution1975-01-01Paper
Some invariance principles for rank statistics for testing independence1974-01-01Paper
Sequential rank tests for location1974-01-01Paper
Probabilities of moderate deviations under m‐dependence1974-01-01Paper
On some sequential simultaneous confidence intervals procedures1973-01-01Paper
On a class of asymptotically optimal nonparametric tests for grouped data. I, II1973-01-01Paper
Nonparametric selection procedures for symmetric location parameter populations1973-01-01Paper
A law of iterated logarithm for one-sample rank order statistics and an application1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40499391973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40499831973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47753231972-01-01Paper
Asymptotic Properties of Linear Functions of Order Statistics for mDependent Random Variables1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56646751972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56868121972-01-01Paper
On a Class of Rank Order Tests for Regression with Partially Informed Stochastic Predictors1971-01-01Paper
On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics1971-01-01Paper
Robust Sequential Confidence Intervals for the Behrens–Fisher Problem*1971-01-01Paper
Sequential Confidence Interval for the Regression Coefficient Based on Kendall's Tau*1971-01-01Paper
On the Wald-Optimality of Rank-Order Tests for Paired Comparisons1971-01-01Paper
On The Almost Sure Convergence of Von Mises' Differentiable Statistical Functions*1970-01-01Paper
Bernstein von-Mises Theorem for g-prior and nonlocal prior0001-01-03Paper

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