| Publication | Date of Publication | Type |
|---|
Testing high-dimensional means under sparse missing pattern
Journal of Multivariate Analysis | 2026-09-16 | Paper |
A central limit theorem for moderately high-dimensional Kendall's cross-correlation matrices with applications to independence testing
Statistics & Probability Letters | 2026-08-06 | Paper |
Limiting Spectral Distribution of moderately large Kendall's correlation matrix and its application
(available as arXiv preprint) | 2026-01-01 | Paper |
| Spectrum of high-dimensional sample covariance and related matrices: a selective review | 2024-11-28 | Paper |
Modelling COVID-19 -- II: spatio-temporal models with application to Kerala data
Journal of the Indian Statistical Association | 2024-08-27 | Paper |
Joint convergence of sample cross-covariance matrices
(available as arXiv preprint) | 2024-02-05 | Paper |
| Joint convergence of sample cross-covariance matrices | 2024-02-05 | Paper |
Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors
Journal of Time Series Analysis | 2023-08-24 | 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 |
Asymptotic freeness of sample covariance matrices via embedding
(available as arXiv preprint) | 2021-01-01 | Paper |
Change point estimation in a dynamic stochastic block model
(available as arXiv preprint) | 2020-10-05 | Paper |
| Change point estimation in a dynamic stochastic block model | 2020-10-05 | Paper |
Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application
The Annals of Statistics | 2020-01-15 | 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 |
Change Point Estimation in a Dynamic Stochastic Block Model
(available as arXiv preprint) | 2018-12-07 | Paper |
| Large covariance and autocovariance matrices | 2018-07-13 | 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 |
| Common change point estimation in panel data from the least squares and maximum likelihood viewpoints | 2017-08-19 | Paper |
Common change point estimation in panel data from the least squares and maximum likelihood viewpoints
(available as arXiv preprint) | 2017-01-01 | Paper |
Polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to 0\)
Random Matrices: Theory and Applications | 2016-12-20 | Paper |
Large sample behaviour of high dimensional autocovariance matrices
The Annals of Statistics | 2016-05-12 | Paper |
Large sample behaviour of high dimensional autocovariance matrices
The Annals of Statistics | 2016-05-12 | Paper |
Estimation of autocovariance matrices for infinite dimensional vector linear process
Journal of Time Series Analysis | 2014-12-17 | Paper |
