Hira L. Koul

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A signed-rank estimator for nonlinear regression models when covariates and errors are dependent Annals of the Institute of Statistical Mathematics	2025-07-18	Paper
Special Issue of the <i>Journal of Time Series Analysis</i> in Honor of Professor Masanobu Taniguchi Journal of Time Series Analysis	2023-08-24	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
A class of minimum distance estimators in Markovian multiplicative error models Sankhyā. Series B	2023-06-30	Paper
An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model Metrika	2023-01-31	Paper
Weighted empirical minimum distance estimators in linear errors-in-variables regression models Journal of Statistical Planning and Inference	2022-04-08	Paper
A minimum distance lack-of-fit test in a Markovian multiplicative error model Journal of Statistical Theory and Practice	2021-11-09	Paper
Minimum empirical distance goodness-of-fit tests for current status data	2021-06-02	Paper
Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models Analytical Methods in Statistics	2020-12-18	Paper
Minimum distance model checking in Berkson measurement error models with validation data Test	2019-09-18	Paper
An adaptive-to-model test for parametric single-index errors-in-variables models STATISTICA SINICA	2019-08-01	Paper
Asymptotic distribution of the bias corrected least squares estimators in measurement error linear regression models under long memory Journal of Time Series Analysis	2019-07-30	Paper
Goodness-of-fit testing of error distribution in linear measurement error models The Annals of Statistics	2018-10-24	Paper
A conversation with Estate V. Khmaladze Statistical Science	2018-10-02	Paper
Asymptotic distributions of some scale estimators in nonlinear models with long memory errors having infinite variance Journal of Time Series Analysis	2018-05-16	Paper
Estimating the error distribution in a single-index model From Statistics to Mathematical Finance	2018-03-29	Paper
Model checking in Tobit regression with measurement errors using validation data Journal of Statistical Planning and Inference	2017-10-13	Paper
Asymptotic distributions of some robust scale estimators in explosive AR(1) model Statistics & Probability Letters	2017-09-28	Paper
Smooth estimation of error distribution in nonparametric regression under long memory Analytical Methods in Statistics	2017-07-18	Paper
Fitting a two phase threshold multiplicative error model Journal of Econometrics	2017-03-10	Paper
Minimum distance partial linear regression model checking with Berkson measurement errors Journal of Statistical Planning and Inference	2016-04-22	Paper
Behavior of R-estimators under measurement errors Bernoulli	2016-04-01	Paper
Behavior of R-estimators under measurement errors Bernoulli	2016-04-01	Paper
A goodness-of-fit test for marginal distribution of linear random fields with long memory Metrika	2016-02-08	Paper
Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models Journal of Multivariate Analysis	2015-09-10	Paper
A class of goodness-of-fit tests in linear errors-in-variables model	2015-07-13	Paper
Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models Journal of Multivariate Analysis	2015-06-12	Paper
Minimum distance lack-of-fit tests under long memory errors Metrika	2015-02-19	Paper
STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES Journal of Time Series Analysis	2014-12-10	Paper
Simulation extrapolation estimation in parametric models with Laplace measurement error Electronic Journal of Statistics	2014-11-12	Paper
The transfer principle: a tool for complete case analysis The Annals of Statistics	2014-09-15	Paper
The transfer principle: a tool for complete case analysis The Annals of Statistics	2014-09-15	Paper
Asymptotic normality for weighted sums of linear processes Econometric Theory	2014-06-20	Paper
Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models Econometric Theory	2014-02-24	Paper
Model checking in Tobit regression via nonparametric smoothing Journal of Multivariate Analysis	2014-02-13	Paper
On asymptotic distributions of weighted sums of periodograms Bernoulli	2014-02-04	Paper
Large sample results for varying kernel regression estimates Journal of Nonparametric Statistics	2013-11-21	Paper
Goodness-of-fit tests for long memory moving average marginal density Metrika	2013-02-21	Paper
A goodness-of-fit test for GARCH innovation density Metrika	2012-07-10	Paper
Model checking in partial linear regression models with Berkson measurement errors	2010-11-17	Paper
Minimum distance lack-of-fit tests for fixed design Journal of Statistical Planning and Inference	2010-10-22	Paper
Goodness-of-fit testing under long memory Journal of Statistical Planning and Inference	2010-09-20	Paper
Conditional variance model checking Journal of Statistical Planning and Inference	2010-01-22	Paper
Goodness-of-fit problem for errors in nonparametric regression: distribution free approach The Annals of Statistics	2009-12-09	Paper
Large sample inference for long memory processes	2009-10-12	Paper
Testing the tail index in autoregressive models Annals of the Institute of Statistical Mathematics	2009-09-14	Paper
Testing a sub-hypothesis in linear regression models with long memory covariates and errors. Applications of Mathematics	2009-08-17	Paper
Testing a sub-hypothesis in linear regression models with long memory covariates and errors. Applications of Mathematics	2009-08-17	Paper
Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design Journal of Statistical Planning and Inference	2009-06-09	Paper
Minimum distance regression model checking with Berkson measurement errors The Annals of Statistics	2009-02-25	Paper
Minimum distance regression model checking with Berkson measurement errors The Annals of Statistics	2009-02-25	Paper
Asymptotic distributions of some scale estimators in nonlinear models	2008-05-28	Paper
scientific article; zbMATH DE number 5278594 (Why is no real title available?)	2008-05-23	Paper
Regression model checking with Berkson measurement errors Journal of Statistical Planning and Inference	2008-03-28	Paper
Asymptotic inference in some heteroscedastic regression models with long memory design and errors The Annals of Statistics	2008-03-12	Paper
Asymptotic inference in some heteroscedastic regression models with long memory design and errors The Annals of Statistics	2008-03-12	Paper
Model diagnostics via martingale transforms: a brief review	2007-10-11	Paper
Nonparametric regression with heteroscedastic long memory errors Journal of Statistical Planning and Inference	2007-01-09	Paper
Model checks of higher order time series Statistics & Probability Letters	2006-08-04	Paper
Fitting an error distribution in some heteroscedastic time series models The Annals of Statistics	2006-08-03	Paper
Goodness-of-fit testing in interval censoring case 1 Statistics & Probability Letters	2006-06-30	Paper
Asymptotics of M-estimators in two-phase linear regression models. Stochastic Processes and their Applications	2005-11-29	Paper
Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation Statistics & Probability Letters	2005-09-29	Paper
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS Econometric Theory	2005-03-07	Paper
Asymptotics of empirical processes of long memory moving averages with infinite variance. Stochastic Processes and their Applications	2004-09-22	Paper
Martingale transforms goodness-of-fit tests in regression models. The Annals of Statistics	2004-09-15	Paper
Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. Statistics & Probability Letters	2004-03-14	Paper
scientific article; zbMATH DE number 1944318 (Why is no real title available?)	2004-01-14	Paper
Minimum distance regression model checking Journal of Statistical Planning and Inference	2004-01-06	Paper
Testing for superiority among two regression curves Journal of Statistical Planning and Inference	2003-10-14	Paper
scientific article; zbMATH DE number 1944032 (Why is no real title available?)	2003-07-01	Paper
Asymptotics of maximum likelihood estimator in a two-phase linear regression model Journal of Statistical Planning and Inference	2003-04-03	Paper
Weighted empirical processes in dynamic nonlinear models. Lecture Notes in Statistics	2002-08-08	Paper
Asymptotic distributions of some scale estimators in nonlinear models Metrika	2002-01-01	Paper
Second-order behavior of M-estimators in linear regression with long-memory errors Journal of Statistical Planning and Inference	2001-09-02	Paper
Asymptotic normality of the Whittle estimator in linear regression models with long memory errors Statistical Inference for Stochastic Processes	2001-08-14	Paper
Inference about the ratio of scale parameters in a two-sample setting with current status data Statistics & Probability Letters	2001-04-09	Paper
scientific article; zbMATH DE number 1416392 (Why is no real title available?)	2000-03-16	Paper
Estimation of the dependence parameter in linear regression with long-range-dependent errors Stochastic Processes and their Applications	2000-03-01	Paper
Regression model fitting with long memory errors Journal of Statistical Planning and Inference	2000-02-21	Paper
Nonparametric model checks for time series The Annals of Statistics	1999-11-09	Paper
Adaptive estimation in a random coefficient autoregressive model The Annals of Statistics	1999-02-22	Paper
Asymptotic normality of regression estimators with long memory errors Statistics & Probability Letters	1999-01-10	Paper
Testing for the equality of two nonparametric regression curves Journal of Statistical Planning and Inference	1998-08-12	Paper
Asymptotic expansion of \(M\)-estimators with long-memory errors The Annals of Statistics	1998-04-23	Paper
Note on convergence rates of semiparametric estimators of dependence index The Annals of Statistics	1997-11-04	Paper
Asymptotics of some estimators and sequential residual empiricals in nonlinear time series The Annals of Statistics	1997-07-14	Paper
Efficient estimation in nonlinear autoregressive time-series models Bernoulli	1997-01-01	Paper
Autoregression quantiles and related rank-scores processes The Annals of Statistics	1996-10-28	Paper
Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression The Annals of Statistics	1996-05-06	Paper
Minimum distance estimation of the center of symmetry with randomly censored data Metrika	1995-10-03	Paper
Bahadur-Kiefer representations for GM-estimators in autoregression models Stochastic Processes and their Applications	1995-05-23	Paper
Regression quantiles and related processes under long range dependent errors Journal of Multivariate Analysis	1995-03-16	Paper
Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1994-08-15	Paper
On bootstrapping M-estimated residual processes in multiple linear regression models Journal of Multivariate Analysis	1994-07-04	Paper
\(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models The Annals of Statistics	1993-08-23	Paper
M-estimators in linear models with long range dependent errors Statistics & Probability Letters	1993-01-16	Paper
A weak convergence result useful in robust autoregression Journal of Statistical Planning and Inference	1992-09-27	Paper
scientific article; zbMATH DE number 30407 (Why is no real title available?)	1992-06-27	Paper
Weakly adaptive estimators in explosive autoregression The Annals of Statistics	1990-01-01	Paper
Weak convergence of the residual empirical process in explosive autoregression The Annals of Statistics	1989-01-01	Paper
A quadraticity limit theorem useful in linear models Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1989-01-01	Paper
scientific article; zbMATH DE number 4124800 (Why is no real title available?)	1988-01-01	Paper
Large-Sample Statistics Based on Quadratic Dispersion International Statistical Review / Revue Internationale de Statistique	1988-01-01	Paper
scientific article; zbMATH DE number 4022375 (Why is no real title available?)	1987-01-01	Paper
scientific article; zbMATH DE number 3999007 (Why is no real title available?)	1987-01-01	Paper
Minimum distance estimation and goodness-of-fit tests in first-order autoregression The Annals of Statistics	1986-01-01	Paper
scientific article; zbMATH DE number 3982280 (Why is no real title available?)	1985-01-01	Paper
On a Kolmogorov-Smirnov type aligned test in linear regression Statistics & Probability Letters	1985-01-01	Paper
Minimum distance estimation in linear regression with unknown error distributions Statistics & Probability Letters	1985-01-01	Paper
scientific article; zbMATH DE number 3899978 (Why is no real title available?)	1984-01-01	Paper
ADAPTIVE ESTIMATION IN LINEAR REGRESSION Statistics & Risk Modeling	1983-01-01	Paper
Estimators of scale parameters in linear regression Statistics & Probability Letters	1983-01-01	Paper
Asymptotically minimax tests of composite hypotheses for nonergodic type processes Stochastic Processes and their Applications	1983-01-01	Paper
Minimum distance estimation in a linear regression model The Annals of Statistics	1983-01-01	Paper
scientific article; zbMATH DE number 3907583 (Why is no real title available?)	1982-01-01	Paper
Regression analysis with randomly right-censored data The Annals of Statistics	1981-01-01	Paper
Testing for New Better than Used in Expectation with Incomplete Data	1980-01-01	Paper
Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes Stochastic Processes and their Applications	1979-01-01	Paper
A class of tests for testing ‘new is better than used’ The Canadian Journal of Statistics	1978-01-01	Paper
Testing for new is better than used in expectation Communications in Statistics: Theory and Methods	1978-01-01	Paper
Behavior of robust estimators in the regression model with dependent errors The Annals of Statistics	1977-01-01	Paper
A test for new better than used Communications in Statistics: Theory and Methods	1977-01-01	Paper
scientific article; zbMATH DE number 3519739 (Why is no real title available?)	1976-01-01	Paper
\(L_1\) rates of convergence for linear rank statistics The Annals of Statistics	1976-01-01	Paper
Power bounds for a Smirnov statistic in testing the hypothesis of symmetry The Annals of Statistics	1976-01-01	Paper
Asymptotic normality of H-L estimators based on dependent data Annals of the Institute of Statistical Mathematics	1975-01-01	Paper
Some Asymptotic Results on Random Rank Statistics Annals of Mathematical Statistics	1972-01-01	Paper
Weak Convergence of Weighted Empirical Cumulatives Based on Ranks Annals of Mathematical Statistics	1972-01-01	Paper
Asymptotic normality of signed rank statistics Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1972-01-01	Paper
Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression Annals of Mathematical Statistics	1971-01-01	Paper
Asymptotic Normality of Random Rank Statistics Annals of Mathematical Statistics	1970-01-01	Paper
A Class of ADF Tests for Subhypothesis in the Multiple Linear Regression Annals of Mathematical Statistics	1970-01-01	Paper
Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives Annals of Mathematical Statistics	1970-01-01	Paper
Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression Annals of Mathematical Statistics	1969-01-01	Paper

Research outcomes over time

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