T. N. Sriram

Available identifiers

zbMath Open sriram.t-nMaRDI QIDQ207093

List of research outcomes

Publication	Date of Publication	Type
Dimension reduction in time series under the presence of conditional heteroscedasticity	2023-07-07	Paper
Time series central subspace with covariates and its application to forecasting pine sawtimber stumpage prices in the Southern United States	2022-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q4991183	2021-06-02	Paper
Sample size determination for classifiers based on single-nucleotide polymorphisms	2020-08-04	Paper
On the performance ofL2Eestimation in modelling heterogeneous count responses with extreme values	2020-03-09	Paper
Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model	2019-10-02	Paper
Robust estimation of conditional variance of time series using density power divergences	2018-10-12	Paper
A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator	2016-05-12	Paper
Editor's Special Invited Paper: Sequential Estimation for Time Series Models	2014-07-10	Paper
Authors' Response	2014-07-10	Paper
Professor Hira Lal Koul’s Contribution to Statistics	2014-07-02	Paper
Robust multivariate association and dimension reduction using density divergences	2014-01-10	Paper
Multivariate Association and Dimension Reduction: A Generalization of Canonical Correlation Analysis	2011-02-17	Paper
An Informational Measure of Association and Dimension Reduction for Multiple Sets and Groups With Applications in Morphometric Analysis	2011-02-01	Paper
https://portal.mardi4nfdi.de/entity/Q3580402	2010-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q3561142	2010-05-25	Paper
\(L_{2}E\) estimation of mixture complexity for count data	2010-04-01	Paper
Robust estimation of mixture complexity for count data	2009-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q3498642	2008-05-16	Paper
Robust Estimation of Mixture Complexity	2007-04-23	Paper
Fixed-width confidence interval based on a minimum Hellinger distance estimator	2006-10-05	Paper
Counting by Weighing: An Alternative Sampling Scheme	2006-09-04	Paper
Rates of convergence of an adaptive kernel density estimator for finite mixture models	2006-04-28	Paper
Asymptotic normality of an adaptive kernel density estimator for finite mixture models	2006-04-28	Paper
Interval Estimation Approach to Counting by Weighing: A Sequential Scheme	2005-01-18	Paper
AN ASYMPTOTICALLY RISK-EFFICIENT SAMPLE ALLOCATION FOR ESTIMATING THE MEAN WAITING TIME IN THE M/M/1 and M/Ek/1 QUEUES	2003-03-26	Paper
Sequential point estimation of parameters in a threshold AR(1) model	2002-08-29	Paper
SEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSES	2002-06-30	Paper
Fixed size confidence regions for parameters of threshold AR(1) models	2001-10-10	Paper
Minimum Hellinger distance estimation for supercritical Galton-Watson processes	2001-09-17	Paper
Sequential point estimation for branching processes i, subcritical case	2000-12-21	Paper
A modified bootstrap for autoregression without stationarity	2000-03-22	Paper
Asymptotic Expansions for Array Branching Processes with Applications to Bootstrapping	2000-02-15	Paper
Fixed precision estimator of the offspring mean in branching processes	1999-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4227897	1999-05-10	Paper
Sequential fixed-width confidence interval for the product of two means	1998-06-11	Paper
\(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression	1998-06-09	Paper
Estimation for an adaptive allocation design	1997-12-15	Paper
A modified bootstrap for branching processes with immigration	1995-05-23	Paper
Invalidity of bootstrap for critical branching processes with immigration	1995-03-01	Paper
Validity of sequential bootstrap for subcritical and critical branching processes	1994-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q4036277	1993-05-16	Paper
An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors	1993-04-01	Paper
On sequential comparisons of means of first-order autoregressive models	1992-09-27	Paper
Sequential estimation for branching processes with immigration	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3989827	1992-06-28	Paper
On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration	1992-06-27	Paper
Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes	1990-01-01	Paper
Sequential estimation of ratio of normal parameters	1990-01-01	Paper
Sequential shrinkage estimation in the general linear model	1988-01-01	Paper
Sequential estimation of the autoregressive parameter in a first order autoregressive process	1988-01-01	Paper
Sequential estimation of the mean of a first-order stationary autoregressive process	1987-01-01	Paper

Research outcomes over time

Doctoral students

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