Arup Bose

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Person:354755

Available identifiers

zbMath Open bose.arupWikidataQ16193018 ScholiaQ16193018MaRDI QIDQ354755

List of research outcomes

PublicationDate of PublicationType
Estimation of Bergsma's covariance2024-04-02Paper
https://portal.mardi4nfdi.de/entity/Q61871002024-02-05Paper
Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices2023-11-08Paper
Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes2023-07-24Paper
Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices2023-03-17Paper
https://portal.mardi4nfdi.de/entity/Q58817852023-03-13Paper
Erratum: Some patterned matrices with independent entries2022-07-26Paper
https://portal.mardi4nfdi.de/entity/Q50876352022-07-01Paper
Random matrices with independent entries: Beyond non-crossing partitions2022-06-01Paper
Kernel based estimation of the distribution function for length biased data2022-04-04Paper
Some patterned matrices with independent entries2021-12-27Paper
Random Matrices and Non-Commutative Probability2021-11-08Paper
https://portal.mardi4nfdi.de/entity/Q49911722021-06-02Paper
Distribution of Eigenvalues of Matrix Ensembles arising from Wigner and Palindromic Toeplitz Blocks2021-02-10Paper
Kernel density estimates in a non-standard situation2021-01-28Paper
Asymptotic freeness of sample covariance matrices via embedding2021-01-16Paper
A white noise test under weak conditions2021-01-06Paper
Construction of product $*$-probability spaces via free cumulants2020-07-21Paper
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application2020-05-19Paper
Limiting spectral distribution of the product of truncated Haar unitary matrices2020-04-22Paper
Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application2020-01-15Paper
Brown measure and asymptotic freeness of elliptic and related matrices2019-09-23Paper
Erratum to: ``Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1} \to y \in (0,\ \infty)\).2019-08-30Paper
Consistency of large dimensional sample covariance matrix under weak dependence2019-03-13Paper
https://portal.mardi4nfdi.de/entity/Q49621252018-10-30Paper
\(U\)-statistics, \(M_m\)-estimators and resampling2018-10-02Paper
https://portal.mardi4nfdi.de/entity/Q46842522018-09-27Paper
https://portal.mardi4nfdi.de/entity/Q45753502018-07-13Paper
https://portal.mardi4nfdi.de/entity/Q46425092018-05-23Paper
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)2018-04-18Paper
Largest eigenvalue of large random block matrices: A combinatorial approach2017-10-20Paper
Convergence of a Class of Hankel-type Matrices2017-09-27Paper
Patterned sparse random matrices: A moment approach2017-09-22Paper
A note on concomitants of records2017-06-29Paper
Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 02016-12-20Paper
Bulk behaviour of some patterned block matrices2016-12-13Paper
Large sample behaviour of high dimensional autocovariance matrices2016-05-12Paper
Asymptotic properties of near Pfeifer records2016-01-22Paper
Poisson convergence of eigenvalues of circulant type matrices2016-01-22Paper
Limiting spectral distribution of a class of Hankel type random matrices2015-11-06Paper
ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS2014-12-17Paper
Bulk behavior of Schur–Hadamard products of symmetric random matrices2014-10-01Paper
Mixed markets in bilateral monopoly2014-08-29Paper
Limiting spectral distribution of sample autocovariance matrices2014-08-08Paper
Pfeifer records process2014-07-11Paper
Bulk behaviour of skew-symmetric patterned random matrices2014-02-15Paper
Finite diagonal random matrices2013-11-04Paper
CONVERGENCE OF A CLASS OF TOEPLITZ TYPE MATRICES2013-10-21Paper
Noncrossing partitions, Catalan words, and the semicircle law2013-07-19Paper
Density estimation using bootstrap bandwidth selector2013-01-25Paper
Limiting spectral distribution of random \(k\)-circulants2012-11-01Paper
Joint convergence of several copies of different patterned random matrices2012-10-23Paper
SPECTRAL PROPERTIES OF RANDOM TRIANGULAR MATRICES2012-10-16Paper
Limiting spectral distribution of block matrices with Toeplitz block structure2012-08-30Paper
Half independence and half cumulants2012-06-22Paper
Product of exponentials and spectral radius of random \(k\)-circulants2012-06-04Paper
Limiting spectral distributions of some band matrices2012-02-13Paper
Resampling in Time Series Models2012-01-05Paper
Convergence of linear functions of Pfeifer records2011-11-26Paper
https://portal.mardi4nfdi.de/entity/Q30966922011-11-11Paper
Circulant type matrices with heavy tailed entries2011-10-28Paper
Convergence of joint moments for independent random patterned matrices2011-10-10Paper
Balanced random and Toeplitz matrices2011-09-09Paper
Spectral norm of circulant type matrices with heavy tailed entries2011-09-09Paper
Spectral norm of circulant-type matrices2011-06-28Paper
Bootstrapping a weighted linear estimator �of the ARCH parameters2011-02-22Paper
Multicolor urn models with reducible replacement matrices2010-11-15Paper
Limiting spectral distribution of \(XX^{\prime }\) matrices2010-10-04Paper
https://portal.mardi4nfdi.de/entity/Q35803712010-08-12Paper
https://portal.mardi4nfdi.de/entity/Q35804232010-08-12Paper
On the design of piece-rate contracts2010-07-20Paper
Nonparametric estimation of multivariate density with direct and auxiliary data and application2010-07-09Paper
\(L_{1}\) regression estimate and its bootstrap2009-12-07Paper
Another look at the moment method for large dimensional random matrices2009-11-20Paper
Limiting spectral distribution of circulant type matrices with dependent inputs2009-11-20Paper
Strong Laws for Balanced Triangular Urns2009-07-15Paper
Coverage of generalized confidence intervals2009-06-09Paper
Maxima of Dirichlet and triangular arrays of gamma variables2008-11-14Paper
A note on random coin tossing2008-02-04Paper
Convergence of tail sum for records2007-12-16Paper
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices2007-11-19Paper
Maxima of the cells of an equiprobable multinomial2007-11-19Paper
On asymptotic properties of the rank of a special random adjacency matrix2007-11-19Paper
ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS2007-05-29Paper
Partial sum process for records2006-05-24Paper
https://portal.mardi4nfdi.de/entity/Q33675622006-01-24Paper
Generalized bootstrap for estimating equations2005-06-23Paper
Asymptotic properties of sums of upper records2005-05-20Paper
A new method for bounding rates of convergence of empirical spectral distributions2005-04-07Paper
Convergence of lower records and infinite divisibility2004-09-27Paper
https://portal.mardi4nfdi.de/entity/Q48105622004-08-16Paper
Generalized bootstrap for estimators of minimizers of convex functions2003-10-14Paper
Limiting spectral distribution of a special circulant2003-05-07Paper
Dimension asymptotics for generalised bootstrap in linear regression2003-04-27Paper
Asymptotic distribution of the Kaplan-Meier \(U\)-statistics.2003-04-02Paper
https://portal.mardi4nfdi.de/entity/Q44888462002-12-03Paper
Last passage times of minimum contrast estimators2002-12-03Paper
https://portal.mardi4nfdi.de/entity/Q45427612002-11-27Paper
Generalised bootstrap in non-regular M-estimation problems2002-09-05Paper
A BOUNDARY CROSSING PROBLEM WITH APPLICATION TO SEQUENTIAL ESTIMATION2002-02-18Paper
Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process2001-11-12Paper
Bahadur representation of \(M_m\) estimates1999-11-09Paper
https://portal.mardi4nfdi.de/entity/Q42515831999-11-09Paper
A Glivenko-Cantelli theorem and strong laws for \(L\)-statistics1999-10-25Paper
A Note on the Marcinkiewicz-Zygmund Strong Law1999-08-23Paper
The strong law of large numbers for Kaplan-Meier \(U\)-statistics1999-07-06Paper
Speed of Convergence of the Maximum Likelihood Estimator in the Ornstein-Uhlenbeck Process1999-04-26Paper
Sequential estimation of the mean of NEF-PVF distributions1997-12-14Paper
Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions1997-08-05Paper
https://portal.mardi4nfdi.de/entity/Q48644511996-09-01Paper
Bias corrected sequential estimation for the mean of nef-pvf distributions1996-06-06Paper
On some asymptotic properties of \(U\) statistics and one-sided estimates1996-04-22Paper
Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions1996-03-11Paper
Estimating the asymptotic dispersion of the \(L_ 1\) median1995-11-08Paper
A note on accelerated sequential estimation of the mean of NEF-PVF distributions1995-08-23Paper
https://portal.mardi4nfdi.de/entity/Q43116101995-02-16Paper
A Note on the Strong Law of Large Numbers1995-01-30Paper
Speed of convergence of the least-squares estimator in autoregressive models1994-11-20Paper
On the dispersion of multivariate median1994-11-07Paper
https://portal.mardi4nfdi.de/entity/Q42936671994-07-07Paper
Sequential estimation via replicated piecewise stopping number in a tow—parameter exponential family of distributions1994-07-07Paper
Sequential estimation results for a two-parameter exponential family of distributions1993-09-13Paper
Accuracy of the bootstrap approximation1992-06-26Paper
Bootstrap confidence intervals1992-06-25Paper
Bootstrap in moving average models1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32038811990-01-01Paper
Selecting the t-best cells in a multinomial distribution1989-01-01Paper
Edgeworth correction by bootstrap in autoregressions1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32121221988-01-01Paper
Higher order approximations for autocovariances from linear processes with applications1988-01-01Paper
Sequential shrinkage estimation in the general linear model1988-01-01Paper
On selecting the most likely event1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37872031987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47205541986-01-01Paper
Certain non-uniform rates of convergence to normality for martingale differences1986-01-01Paper
Certain non-uniform rates of convergence to normality for martingale differences1986-01-01Paper
Certain non-uniform rates of convergence to normality for a restricted class of martingales1986-01-01Paper
A law of large numbers for the scaled age distribution of linear birth-and-death processes1986-01-01Paper
Unbiased sequential estimation of 1/p: Settlement of a conjecture1985-01-01Paper
Sequential Bernoulli Sampling Plans Re-Examined1984-01-01Paper

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