| Publication | Date of Publication | Type |
|---|
Fast parameter estimation of generalized extreme value distribution using neural networks
Environmetrics | 2024-10-28 | Paper |
Stationary Jackknife
Journal of Time Series Analysis | 2024-04-15 | Paper |
Quadratic prediction of time series via auto-cumulants
Sankhyā. Series A | 2024-03-04 | Paper |
Fitting sparse Markov models through a collapsed Gibbs sampler
Computational Statistics | 2024-02-07 | Paper |
On optimal block resampling for Gaussian-subordinated long-range dependent processes
The Annals of Statistics | 2023-01-12 | Paper |
On optimal block resampling for Gaussian-subordinated long-range dependent processes
The Annals of Statistics | 2023-01-12 | Paper |
| scientific article; zbMATH DE number 7573605 (Why is no real title available?) | 2022-08-19 | Paper |
On optimal block resampling for Gaussian-subordinated long-range dependent processes
(available as arXiv preprint) | 2022-08-02 | Paper |
Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Central limit theorem in high dimensions: the optimal bound on dimension growth rate
Transactions of the American Mathematical Society | 2021-09-21 | Paper |
A test of homogeneity of distributions when observations are subject to measurement errors
Biometrics | 2021-07-09 | Paper |
Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
The Annals of Statistics | 2021-07-05 | Paper |
A general frequency domain method for assessing spatial covariance structures
Bernoulli | 2020-10-07 | Paper |
Bootstrap based Trans-Gaussian Kriging
Statistical Modelling | 2020-10-07 | Paper |
GRID: a variable selection and structure discovery method for high dimensional nonparametric regression
The Annals of Statistics | 2020-08-28 | Paper |
| GRID for variable selection in high dimensional regression | 2020-07-08 | Paper |
Inference in partially identified models with many moment inequalities using Lasso
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
Distributional consistency of the Lasso by perturbation bootstrap
Biometrika | 2020-01-30 | Paper |
Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap
Sankhyā. Series A | 2019-08-07 | Paper |
Empirical likelihood for a long range dependent process subordinated to a Gaussian process
Journal of Time Series Analysis | 2019-07-30 | Paper |
Perturbation bootstrap in adaptive Lasso
The Annals of Statistics | 2019-07-18 | Paper |
Perturbation bootstrap in adaptive Lasso
The Annals of Statistics | 2019-07-18 | Paper |
Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model
Statistical Methodology | 2019-03-13 | Paper |
Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
Bernoulli | 2019-01-28 | Paper |
Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
Bernoulli | 2019-01-28 | Paper |
Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation
STATISTICA SINICA | 2018-11-22 | Paper |
A smooth block bootstrap for quantile regression with time series
The Annals of Statistics | 2018-06-29 | Paper |
Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
Journal of Time Series Analysis | 2018-05-16 | Paper |
On the Mahalanobis-distance based penalized empirical likelihood method in high dimensions
Statistics and Its Interface | 2018-03-27 | Paper |
Comment
Journal of the American Statistical Association | 2017-10-13 | Paper |
A two-sample test for equality of means in high dimension
Journal of the American Statistical Association | 2017-10-13 | Paper |
On the non-standard distribution of empirical likelihood estimators with spatial data
Journal of Statistical Planning and Inference | 2017-09-28 | Paper |
Comment
Journal of the American Statistical Association | 2017-08-07 | Paper |
A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions by L. Pan and D. N. Politis
Journal of Statistical Planning and Inference | 2016-06-30 | Paper |
Central limit theorems for long range dependent spatial linear processes
Bernoulli | 2016-02-22 | Paper |
Central limit theorems for long range dependent spatial linear processes
Bernoulli | 2016-02-22 | Paper |
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
Journal of Econometrics | 2015-08-31 | Paper |
Density estimation in high and ultra high dimensions, regularization, and the \(L_1\) asymptotics
Institute of Mathematical Statistics Collections | 2015-07-30 | Paper |
A smooth block bootstrap for statistical functionals and time series
Journal of Time Series Analysis | 2015-05-20 | Paper |
A frequency domain empirical likelihood method for irregularly spaced spatial data
The Annals of Statistics | 2015-05-11 | Paper |
A frequency domain empirical likelihood method for irregularly spaced spatial data
The Annals of Statistics | 2015-05-11 | Paper |
A review of empirical likelihood methods for time series
Journal of Statistical Planning and Inference | 2014-10-27 | Paper |
Significance tests for functional data with complex dependence structure
Journal of Statistical Planning and Inference | 2014-10-27 | Paper |
A penalized empirical likelihood method in high dimensions
The Annals of Statistics | 2014-09-15 | Paper |
A penalized empirical likelihood method in high dimensions
The Annals of Statistics | 2014-09-15 | Paper |
Professor Hira Lal Koul’s Contribution to Statistics
Contemporary Developments in Statistical Theory | 2014-07-02 | Paper |
Convergence rates of empirical block length selectors for block bootstrap
Bernoulli | 2014-05-05 | Paper |
Convergence rates of empirical block length selectors for block bootstrap
Bernoulli | 2014-05-05 | Paper |
A nonstandard empirical likelihood for time series
The Annals of Statistics | 2014-04-04 | Paper |
A nonstandard empirical likelihood for time series
The Annals of Statistics | 2014-04-04 | Paper |
A Progressive Block Empirical Likelihood Method for Time Series
Journal of the American Statistical Association | 2014-04-01 | Paper |
Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
The Annals of Statistics | 2013-09-25 | Paper |
Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
The Annals of Statistics | 2013-09-25 | Paper |
Strong consistency of Lasso estimators
Sankhyā. Series A | 2013-07-18 | Paper |
Bias expansion of spatial statistics and approximation of differenced lattice point counts
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2013-07-17 | Paper |
Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets
Journal of the American Statistical Association | 2013-04-22 | Paper |
Block Bootstraps for Time Series With Fixed Regressors
Journal of the American Statistical Association | 2013-04-22 | Paper |
Gap bootstrap methods for massive data sets with an application to transportation engineering
The Annals of Applied Statistics | 2013-03-05 | Paper |
Gap bootstrap methods for massive data sets with an application to transportation engineering
The Annals of Applied Statistics | 2013-03-05 | Paper |
Comments on: Subsampling weakly dependent time series and application to extremes
Test | 2012-11-15 | Paper |
A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
Statistical Methodology | 2012-10-19 | Paper |
Resampling methods for spatial regression models under a class of stochastic designs
The Annals of Statistics | 2012-09-03 | Paper |
Resampling methods for spatial regression models under a class of stochastic designs
The Annals of Statistics | 2012-09-03 | Paper |
Goodness of fit tests for a class of Markov random field models
The Annals of Statistics | 2012-09-03 | Paper |
Goodness of fit tests for a class of Markov random field models
The Annals of Statistics | 2012-09-03 | Paper |
Bootstrapping weighted empirical processes that do not converge weakly
Statistics & Probability Letters | 2012-09-02 | Paper |
Bootstrapping Lasso estimators
Journal of the American Statistical Association | 2011-10-28 | Paper |
Asymptotic properties of the residual bootstrap for lasso estimators
Proceedings of the American Mathematical Society | 2011-01-06 | Paper |
Resampling-based bias-corrected time series prediction
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
| scientific article; zbMATH DE number 5770597 (Why is no real title available?) | 2010-08-13 | Paper |
| Bootstrapping the sample quantile of a weakly dependent sequence | 2010-08-13 | Paper |
Asymptotic properties of discrete Fourier transforms for spatial data
Sankhyā. Series A | 2010-08-13 | Paper |
| Central limit theorems for weighted sums of a spatial process under a class of stochastic and fixed designs | 2010-08-12 | Paper |
Edgeworth expansions for Studentized statistics under weak dependence
The Annals of Statistics | 2010-02-19 | Paper |
A Berry-Esseen theorem for sample quantiles under weak dependence
The Annals of Applied Probability | 2009-04-02 | Paper |
Estimation of distributions, moments and quantiles in deconvolution problems
The Annals of Statistics | 2008-11-18 | Paper |
Resampling-based empirical prediction: an application to small area estimation
Biometrika | 2008-03-11 | Paper |
Empirical likelihood confidence intervals for the mean of a long‐range dependent process
Journal of Time Series Analysis | 2007-12-16 | Paper |
| Bootstrap methods: a review | 2007-10-11 | Paper |
Normal approximation to the hypergeometric distribution in nonstandard cases and a sub-Gaussian Berry-Esseen theorem
Journal of Statistical Planning and Inference | 2007-10-04 | Paper |
Probability theory.
Texts and Readings in Mathematics | 2007-09-11 | Paper |
Measure theory and probability theory.
Texts and Readings in Mathematics | 2007-09-11 | Paper |
Asymptotic expansions for sums of block-variables under weak dependence
The Annals of Statistics | 2007-09-04 | Paper |
A frequency domain empirical likelihood for short- and long-range dependence
The Annals of Statistics | 2007-07-12 | Paper |
Bootstrapping the empirical distribution function of a spatial process
Statistical Inference for Stochastic Processes | 2007-05-24 | Paper |
A Berry-Esseen theorem for hypergeometric probabilities under minimal conditions
Proceedings of the American Mathematical Society | 2007-03-07 | Paper |
Measure Theory and Probability Theory
Springer Texts in Statistics | 2006-10-06 | Paper |
Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
The Annals of Statistics | 2006-04-28 | Paper |
| Nonnegative mean squared prediction error estimation in small area estimation | 2006-04-04 | Paper |
VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
Econometric Theory | 2006-03-22 | Paper |
| A Sub-Gaussian Berry-Esseen Theorem for the Hypergeometric Distribution | 2006-02-13 | Paper |
| scientific article; zbMATH DE number 2206052 (Why is no real title available?) | 2005-09-16 | Paper |
Least Squares Variogram Fitting by Spatial Subsampling
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-29 | Paper |
| scientific article; zbMATH DE number 2148861 (Why is no real title available?) | 2005-03-21 | Paper |
Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
Annals of the Institute of Statistical Mathematics | 2005-03-14 | Paper |
On optimal spatial subsample size for variance estimation
The Annals of Statistics | 2005-02-28 | Paper |
A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
The Annals of Statistics | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 1978932 (Why is no real title available?) | 2003-11-20 | Paper |
Resampling methods for dependent data
Springer Series in Statistics | 2003-09-09 | Paper |
ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES
Econometric Theory | 2003-05-18 | Paper |
| scientific article; zbMATH DE number 1833049 (Why is no real title available?) | 2003-01-13 | Paper |
Effects of block lengths on the validity of block resampling methods
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-11-28 | Paper |
| Prediction of Spatial Cumulative Distribution Functions Using Subsampling | 2002-07-30 | Paper |
On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters
Journal of Statistical Planning and Inference | 2002-06-16 | Paper |
On the bootstrap and the moving block bootstrap for the maximum of a stationary process
Journal of Statistical Planning and Inference | 2000-02-13 | Paper |
Theoretical comparisons of block bootstrap methods
The Annals of Statistics | 1999-11-09 | Paper |
Inference for heavy tailed distributions
Journal of Statistical Planning and Inference | 1999-10-05 | Paper |
Asymptotic distribution of the empirical spatial cumulative distribution function predictor and prediction bands based on a subsampling method
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-06-28 | Paper |
| scientific article; zbMATH DE number 1239649 (Why is no real title available?) | 1999-01-13 | Paper |
| scientific article; zbMATH DE number 1089129 (Why is no real title available?) | 1998-09-30 | Paper |
| scientific article; zbMATH DE number 1054352 (Why is no real title available?) | 1998-05-03 | Paper |
| scientific article; zbMATH DE number 1054137 (Why is no real title available?) | 1998-03-26 | Paper |
On inconsistency of the jackknife-after bootstrap bias estimator for dependent data
Journal of Multivariate Analysis | 1997-11-12 | Paper |
Variance stabilizing transformations, studentization and the bootstrap
Journal of Statistical Planning and Inference | 1997-07-23 | Paper |
On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
Journal of Multivariate Analysis | 1997-06-22 | Paper |
On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
The Annals of Statistics | 1997-02-24 | Paper |
Asymptotics for REML estimation of spatial covariance parameters
Journal of Statistical Planning and Inference | 1996-09-05 | Paper |
On bandwidth choice for density estimation with dependent data
The Annals of Statistics | 1996-09-01 | Paper |
On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
The Annals of Statistics | 1996-07-18 | Paper |
| scientific article; zbMATH DE number 854583 (Why is no real title available?) | 1996-04-22 | Paper |
| scientific article; zbMATH DE number 845999 (Why is no real title available?) | 1996-02-20 | Paper |
On second order correctness of Efron's bootstrap without Cramér-type conditions in linear regression models
Mathematical Methods of Statistics | 1995-11-12 | Paper |
| scientific article; zbMATH DE number 706387 (Why is no real title available?) | 1995-06-30 | Paper |
On bootstrapping \(M\)-estimated residual processes in multiple linear regression models
Journal of Multivariate Analysis | 1994-07-04 | Paper |
On the moving block bootstrap under long range dependence
Statistics & Probability Letters | 1994-05-24 | Paper |
Refinements in asymptotic expansions for sums of weakly dependent random vectors
The Annals of Probability | 1993-10-11 | Paper |
Bootstrapping the studentized sample mean of lattice variables
Journal of Multivariate Analysis | 1993-08-17 | Paper |
The asymptotic distribution of REML estimators
Journal of Multivariate Analysis | 1993-08-17 | Paper |
Bootstrapping \(M\)-estimators of a multiple linear regression parameter
The Annals of Statistics | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 147163 (Why is no real title available?) | 1993-04-01 | Paper |
Edgeworth expansions for \(M\)-estimators of a regression parameter
Journal of Multivariate Analysis | 1993-01-17 | Paper |
On the Bahadur-Ghosh-Kiefer representation of sample quantiles
Statistics & Probability Letters | 1993-01-16 | Paper |
Second order optimality of stationary bootstrap
Statistics & Probability Letters | 1991-01-01 | Paper |
