| Publication | Date of Publication | Type |
|---|
Spectrum of high-dimensional sample covariance and related matrices: a selective review
| 2024-11-28 | Paper |
A little book of martingales
Texts and Readings in Mathematics | 2024-08-30 | Paper |
Modelling COVID-19 -- II: spatio-temporal models with application to Kerala data
Journal of the Indian Statistical Association | 2024-08-27 | Paper |
Estimation of Bergsma's covariance
Journal of the Korean Statistical Society | 2024-04-02 | Paper |
Joint convergence of sample cross-covariance matrices
| 2024-02-05 | Paper |
The "visible" Wigner matrix
| 2023-12-19 | Paper |
Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices
Random Matrices: Theory and Applications | 2023-11-08 | Paper |
Convergence of high dimensional Toeplitz and related matrices with correlated inputs
| 2023-10-05 | Paper |
Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes
Random Matrices: Theory and Applications | 2023-07-24 | Paper |
Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices
Journal of Mathematical Physics | 2023-03-17 | Paper |
scientific article; zbMATH DE number 7662448 (Why is no real title available?)
| 2023-03-13 | Paper |
Erratum: Some patterned matrices with independent entries
Random Matrices: Theory and Applications | 2022-07-26 | Paper |
Modelling COVID-19. I: A dynamic SIR(D) model with application to Indian data
| 2022-07-01 | Paper |
Random matrices with independent entries: beyond non-crossing partitions
Random Matrices: Theory and Applications | 2022-06-01 | Paper |
$XX^T$ Matrices With Independent Entries
| 2022-05-22 | Paper |
Kernel based estimation of the distribution function for length biased data
Metrika | 2022-04-04 | Paper |
Sample covariance matrices and special symmetric partitions
| 2021-12-30 | Paper |
Some patterned matrices with independent entries
Random Matrices: Theory and Applications | 2021-12-27 | Paper |
Random Matrices and Non-Commutative Probability
| 2021-11-08 | Paper |
Extremum of circulant type matrices: a survey
| 2021-06-02 | Paper |
Distribution of Eigenvalues of Matrix Ensembles arising from Wigner and Palindromic Toeplitz Blocks
| 2021-02-10 | Paper |
Kernel density estimates in a non-standard situation
Journal of Statistical Theory and Practice | 2021-01-28 | Paper |
Asymptotic freeness of sample covariance matrices via embedding
| 2021-01-16 | Paper |
A white noise test under weak conditions
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
Construction of product $*$-probability spaces via free cumulants
| 2020-07-21 | Paper |
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
Journal of Multivariate Analysis | 2020-05-19 | Paper |
Limiting spectral distribution of the product of truncated Haar unitary matrices
Random Matrices: Theory and Applications | 2020-04-22 | Paper |
Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application
The Annals of Statistics | 2020-01-15 | Paper |
Brown measure and asymptotic freeness of elliptic and related matrices
Random Matrices: Theory and Applications | 2019-09-23 | Paper |
Erratum to: ``Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1} \to y \in (0,\ \infty)\).
Indian Journal of Pure & Applied Mathematics | 2019-08-30 | Paper |
Consistency of large dimensional sample covariance matrix under weak dependence
Statistical Methodology | 2019-03-13 | Paper |
Characterization of non-commutative free Gaussian variables
| 2018-10-30 | Paper |
\(U\)-statistics, \(M_m\)-estimators and resampling
Texts and Readings in Mathematics | 2018-10-02 | Paper |
Random circulant matrices
| 2018-09-27 | Paper |
Large covariance and autocovariance matrices
| 2018-07-13 | Paper |
scientific article; zbMATH DE number 6871570 (Why is no real title available?)
| 2018-05-23 | Paper |
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
Indian Journal of Pure & Applied Mathematics | 2018-04-18 | Paper |
Largest eigenvalue of large random block matrices: a combinatorial approach
Random Matrices: Theory and Applications | 2017-10-20 | Paper |
Convergence of a Class of Hankel-type Matrices
| 2017-09-27 | Paper |
Patterned sparse random matrices: A moment approach
Random Matrices: Theory and Applications | 2017-09-22 | Paper |
A note on concomitants of records
Statistical Methodology | 2017-06-29 | Paper |
Polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to 0\)
Random Matrices: Theory and Applications | 2016-12-20 | Paper |
Bulk behaviour of some patterned block matrices
Indian Journal of Pure & Applied Mathematics | 2016-12-13 | Paper |
Large sample behaviour of high dimensional autocovariance matrices
The Annals of Statistics | 2016-05-12 | Paper |
Poisson convergence of eigenvalues of circulant type matrices
Extremes | 2016-01-22 | Paper |
Asymptotic properties of near Pfeifer records
Extremes | 2016-01-22 | Paper |
Limiting spectral distribution of a class of Hankel type random matrices
Random Matrices: Theory and Applications | 2015-11-06 | Paper |
Estimation of autocovariance matrices for infinite dimensional vector linear process
Journal of Time Series Analysis | 2014-12-17 | Paper |
Bulk behavior of Schur-Hadamard products of symmetric random matrices
Random Matrices: Theory and Applications | 2014-10-01 | Paper |
Mixed markets in bilateral monopoly
Journal of Economics | 2014-08-29 | Paper |
Limiting spectral distribution of sample autocovariance matrices
Bernoulli | 2014-08-08 | Paper |
Pfeifer records process
Statistics | 2014-07-11 | Paper |
Bulk behaviour of skew-symmetric patterned random matrices
| 2014-02-15 | Paper |
Finite diagonal random matrices
Journal of Theoretical Probability | 2013-11-04 | Paper |
Convergence of a class of Toeplitz type matrices
Random Matrices: Theory and Applications | 2013-10-21 | Paper |
Noncrossing partitions, Catalan words, and the semicircle law
Journal of Theoretical Probability | 2013-07-19 | Paper |
Density estimation using bootstrap bandwidth selector
Statistics & Probability Letters | 2013-01-25 | Paper |
Limiting spectral distribution of random \(k\)-circulants
Journal of Theoretical Probability | 2012-11-01 | Paper |
Joint convergence of several copies of different patterned random matrices
Electronic Journal of Probability | 2012-10-23 | Paper |
Spectral properties of random triangular matrices
Random Matrices: Theory and Applications | 2012-10-16 | Paper |
Limiting spectral distribution of block matrices with Toeplitz block structure
Statistics & Probability Letters | 2012-08-30 | Paper |
Half independence and half cumulants
Electronic Communications in Probability | 2012-06-22 | Paper |
Product of exponentials and spectral radius of random \(k\)-circulants
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-06-04 | Paper |
Limiting spectral distributions of some band matrices
Periodica Mathematica Hungarica | 2012-02-13 | Paper |
Resampling in Time Series Models
| 2012-01-05 | Paper |
Convergence of linear functions of Pfeifer records
Extremes | 2011-11-26 | Paper |
Patterned random matrices and method of moments
| 2011-11-11 | Paper |
Circulant type matrices with heavy tailed entries
Statistics & Probability Letters | 2011-10-28 | Paper |
Convergence of joint moments for independent random patterned matrices
The Annals of Probability | 2011-10-10 | Paper |
Spectral norm of circulant type matrices with heavy tailed entries
Electronic Communications in Probability | 2011-09-09 | Paper |
Balanced random and Toeplitz matrices
Electronic Communications in Probability | 2011-09-09 | Paper |
Spectral norm of circulant-type matrices
Journal of Theoretical Probability | 2011-06-28 | Paper |
Bootstrapping a weighted linear estimator of the ARCH parameters
Journal of Time Series Analysis | 2011-02-22 | Paper |
Multicolor urn models with reducible replacement matrices
Bernoulli | 2010-11-15 | Paper |
Limiting spectral distribution of \(XX^{\prime }\) matrices
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-10-04 | Paper |
Strong consistency of minimum contrast estimators with applications
| 2010-08-12 | Paper |
A contemporary review and bibliography of infinitely divisible distributions and processes
| 2010-08-12 | Paper |
On the design of piece-rate contracts
Economics Letters | 2010-07-20 | Paper |
Nonparametric estimation of multivariate density with direct and auxiliary data and application
Indian Journal of Pure & Applied Mathematics | 2010-07-09 | Paper |
\(L_{1}\) regression estimate and its bootstrap
Science in China. Series A | 2009-12-07 | Paper |
Another look at the moment method for large dimensional random matrices
Electronic Journal of Probability | 2009-11-20 | Paper |
Limiting spectral distribution of circulant type matrices with dependent inputs
Electronic Journal of Probability | 2009-11-20 | Paper |
Strong Laws for Balanced Triangular Urns
Journal of Applied Probability | 2009-07-15 | Paper |
Coverage of generalized confidence intervals
Journal of Multivariate Analysis | 2009-06-09 | Paper |
Maxima of Dirichlet and triangular arrays of gamma variables
Statistics & Probability Letters | 2008-11-14 | Paper |
A note on random coin tossing
Indagationes Mathematicae. New Series | 2008-02-04 | Paper |
Convergence of tail sum for records
Extremes | 2007-12-16 | Paper |
On asymptotic properties of the rank of a special random adjacency matrix
Electronic Communications in Probability | 2007-11-19 | Paper |
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
Electronic Communications in Probability | 2007-11-19 | Paper |
Maxima of the cells of an equiprobable multinomial
Electronic Communications in Probability | 2007-11-19 | Paper |
ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
Journal of Time Series Analysis | 2007-05-29 | Paper |
Partial sum process for records
Extremes | 2006-05-24 | Paper |
scientific article; zbMATH DE number 5001248 (Why is no real title available?)
| 2006-01-24 | Paper |
Generalized bootstrap for estimating equations
The Annals of Statistics | 2005-06-23 | Paper |
Asymptotic properties of sums of upper records
Extremes | 2005-05-20 | Paper |
A new method for bounding rates of convergence of empirical spectral distributions
Journal of Theoretical Probability | 2005-04-07 | Paper |
Convergence of lower records and infinite divisibility
Journal of Applied Probability | 2004-09-27 | Paper |
scientific article; zbMATH DE number 2091771 (Why is no real title available?)
| 2004-08-16 | Paper |
Generalized bootstrap for estimators of minimizers of convex functions
Journal of Statistical Planning and Inference | 2003-10-14 | Paper |
Limiting spectral distribution of a special circulant
Statistics & Probability Letters | 2003-05-07 | Paper |
Dimension asymptotics for generalised bootstrap in linear regression
Annals of the Institute of Statistical Mathematics | 2003-04-27 | Paper |
Asymptotic distribution of the Kaplan-Meier \(U\)-statistics.
Journal of Multivariate Analysis | 2003-04-02 | Paper |
scientific article; zbMATH DE number 1471718 (Why is no real title available?)
| 2002-12-03 | Paper |
Last passage times of minimum contrast estimators
Journal of the Australian Mathematical Society | 2002-12-03 | Paper |
scientific article; zbMATH DE number 1779497 (Why is no real title available?)
| 2002-11-27 | Paper |
Generalised bootstrap in non-regular M-estimation problems
Statistics & Probability Letters | 2002-09-05 | Paper |
A BOUNDARY CROSSING PROBLEM WITH APPLICATION TO SEQUENTIAL ESTIMATION
Sequential Analysis | 2002-02-18 | Paper |
Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process
Computers & Mathematics with Applications | 2001-11-12 | Paper |
Bahadur representation of \(M_m\) estimates
The Annals of Statistics | 1999-11-09 | Paper |
scientific article; zbMATH DE number 1304748 (Why is no real title available?)
| 1999-11-09 | Paper |
A Glivenko-Cantelli theorem and strong laws for \(L\)-statistics
Journal of Theoretical Probability | 1999-10-25 | Paper |
A Note on the Marcinkiewicz-Zygmund Strong Law
Calcutta Statistical Association Bulletin | 1999-08-23 | Paper |
The strong law of large numbers for Kaplan-Meier \(U\)-statistics
Journal of Theoretical Probability | 1999-07-06 | Paper |
Speed of Convergence of the Maximum Likelihood Estimator in the Ornstein-Uhlenbeck Process
Calcutta Statistical Association Bulletin | 1999-04-26 | Paper |
Sequential estimation of the mean of NEF-PVF distributions
Journal of Statistical Planning and Inference | 1997-12-14 | Paper |
Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions
The Annals of Statistics | 1997-08-05 | Paper |
scientific article; zbMATH DE number 845892 (Why is no real title available?)
| 1996-09-01 | Paper |
Bias corrected sequential estimation for the mean of nef-pvf distributions
Sequential Analysis | 1996-06-06 | Paper |
On some asymptotic properties of \(U\) statistics and one-sided estimates
The Annals of Probability | 1996-04-22 | Paper |
Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions
Sequential Analysis | 1996-03-11 | Paper |
Estimating the asymptotic dispersion of the \(L_ 1\) median
Annals of the Institute of Statistical Mathematics | 1995-11-08 | Paper |
A note on accelerated sequential estimation of the mean of NEF-PVF distributions
Annals of the Institute of Statistical Mathematics | 1995-08-23 | Paper |
scientific article; zbMATH DE number 679517 (Why is no real title available?)
| 1995-02-16 | Paper |
A Note on the Strong Law of Large Numbers
Calcutta Statistical Association Bulletin | 1995-01-30 | Paper |
Speed of convergence of the least-squares estimator in autoregressive models
Journal of Statistical Planning and Inference | 1994-11-20 | Paper |
On the dispersion of multivariate median
Annals of the Institute of Statistical Mathematics | 1994-11-07 | Paper |
Sequential estimation via replicated piecewise stopping number in a tow—parameter exponential family of distributions
Sequential Analysis | 1994-07-07 | Paper |
scientific article; zbMATH DE number 579146 (Why is no real title available?)
| 1994-07-07 | Paper |
Sequential estimation results for a two-parameter exponential family of distributions
The Annals of Statistics | 1993-09-13 | Paper |
Accuracy of the bootstrap approximation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1992-06-26 | Paper |
Bootstrap confidence intervals
Statistics & Probability Letters | 1992-06-25 | Paper |
Bootstrap in moving average models
Annals of the Institute of Statistical Mathematics | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4180596 (Why is no real title available?)
| 1990-01-01 | Paper |
Selecting the t-best cells in a multinomial distribution
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
Edgeworth correction by bootstrap in autoregressions
The Annals of Statistics | 1988-01-01 | Paper |
Sequential shrinkage estimation in the general linear model
Sequential Analysis | 1988-01-01 | Paper |
Higher order approximations for autocovariances from linear processes with applications
Statistics | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4194934 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4050640 (Why is no real title available?)
| 1987-01-01 | Paper |
On selecting the most likely event
Journal of Statistical Planning and Inference | 1987-01-01 | Paper |
Certain non-uniform rates of convergence to normality for martingale differences
Journal of Statistical Planning and Inference | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3992651 (Why is no real title available?)
| 1986-01-01 | Paper |
A law of large numbers for the scaled age distribution of linear birth-and-death processes
The Canadian Journal of Statistics | 1986-01-01 | Paper |
Certain non-uniform rates of convergence to normality for a restricted class of martingales
Stochastics | 1986-01-01 | Paper |
Certain non-uniform rates of convergence to normality for martingale differences
Journal of Statistical Planning and Inference | 1986-01-01 | Paper |
Unbiased sequential estimation of 1/p: Settlement of a conjecture
Annals of the Institute of Statistical Mathematics | 1985-01-01 | Paper |
Sequential Bernoulli Sampling Plans Re-Examined
Calcutta Statistical Association Bulletin | 1984-01-01 | Paper |
