| Publication | Date of Publication | Type |
|---|
Improved estimation of mean matrix in singular elliptically contoured random samples with high-dimensional data
Test | 2026-04-17 | Paper |
Estimation and testing in generalized CIR model
The Annals of Applied Probability | 2025-09-18 | Paper |
Improved estimation in a multivariate regression with measurement error
Journal of Statistical Computation and Simulation | 2025-06-26 | Paper |
Inference methods in time-varying linear diffusion processes
Electronic Journal of Statistics | 2025-05-23 | Paper |
Improved Gaussian mean matrix estimators in high-dimensional data
Journal of Multivariate Analysis | 2025-05-19 | Paper |
The empirical Bernstein process with application to uniformity testing
Statistical Papers | 2025-03-31 | Paper |
Change-point detection in a tensor regression model
Test | 2025-03-05 | Paper |
Bayesian inference in time-varying additive hazards models with applications to disease mapping
Environmetrics | 2024-10-28 | Paper |
Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression
Statistica Neerlandica | 2024-07-16 | Paper |
Inference in generalized exponential O-U processes with change-point
Statistical Inference for Stochastic Processes | 2024-02-16 | Paper |
Inference in generalized exponential O-U processes
Statistical Inference for Stochastic Processes | 2024-02-06 | Paper |
| Improved Gaussian Mean Matrix Estimators In High-Dimensional Data | 2023-11-23 | Paper |
| A Note on Improved Multivariate Normal Mean Estimation With Unknown Covariance When p Is Greater Than n | 2023-11-21 | Paper |
Tensor Stein-rules in a generalized tensor regression model
Journal of Multivariate Analysis | 2023-09-19 | Paper |
Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points
Sankhyā. Series A | 2023-08-21 | Paper |
Corrigendum: a note on Liu-type shrinkage estimations in linear models (Statistics 56, 396–420)
Statistics | 2023-08-17 | Paper |
On efficiency of some restricted estimators in a multivariate regression model
Statistical Papers | 2023-06-19 | Paper |
Correction to: ``On efficiency of some restricted estimators in a multivariate regression model''
Statistical Papers | 2023-06-19 | Paper |
| scientific article; zbMATH DE number 7679441 (Why is no real title available?) | 2023-04-27 | Paper |
Improved estimation in tensor regression with multiple change-points
Electronic Journal of Statistics | 2022-08-30 | Paper |
The risk of tensor Stein-rules in elliptically contoured distributions
Statistics | 2022-05-05 | Paper |
Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point
Bernoulli | 2020-12-07 | Paper |
Inference for a change-point problem under an OU setting with unequal and unknown volatilities
The Canadian Journal of Statistics | 2020-04-28 | Paper |
Inference in a multivariate generalized mean-reverting process with a change-point
Statistical Inference for Stochastic Processes | 2020-04-07 | Paper |
Improved inference in generalized mean-reverting processes with multiple change-points
Electronic Journal of Statistics | 2019-05-17 | Paper |
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting
Annals of the Institute of Statistical Mathematics | 2018-08-10 | Paper |
Estimation and testing in generalized mean-reverting processes with change-point
Statistical Inference for Stochastic Processes | 2018-04-16 | Paper |
On estimation of the change points in multivariate regression models with structural changes
Communications in Statistics: Theory and Methods | 2017-08-23 | Paper |
Constrained estimation and some useful results in several multivariate models
Statistical Methodology | 2017-06-29 | Paper |
| On the joint asymptotic distribution of the restricted estimators in multivariate regression model | 2017-06-20 | Paper |
| On convergence of the sample correlation matrices in high-dimensional data | 2017-06-20 | Paper |
Performance of risk-adjusted cumulative sum charts when some assumptions are not met
Communications in Statistics. Simulation and Computation | 2017-04-11 | Paper |
| Determination of a structural break in a mean-reverting process | 2016-10-10 | Paper |
Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
Communications in Statistics. Theory and Methods | 2016-08-22 | Paper |
Nonparametric shrinkage estimation for Aalen's additive hazards model
Australian & New Zealand Journal of Statistics | 2016-04-27 | Paper |
A class of Stein-rules in multivariate regression model with structural changes
Scandinavian Journal of Statistics | 2016-03-16 | Paper |
Optimal method in multiple regression with structural changes
Bernoulli | 2015-10-30 | Paper |
Optimal method in multiple regression with structural changes
Bernoulli | 2015-10-30 | Paper |
Shrinkage estimation of the memory parameter in stationary Gaussian processes
Communications in Statistics: Theory and Methods | 2015-07-29 | Paper |
Constrained inference in multiple regression with structural changes
Statistics & Risk Modeling | 2015-01-22 | Paper |
Generalized inference for the difference between two means in location-scale families
International Journal of Evolution Equations | 2014-10-15 | Paper |
On extension of some identities for the bias and risk functions in elliptically contoured distributions
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Extension of some important identities in shrinkage-pretest strategies
Metrika | 2013-11-11 | Paper |
Preliminary test and estimation in some multifactor diffusion processes
Sankhyā. Series A | 2013-09-24 | Paper |
The bias and risk functions of some Stein-rules in elliptically contoured distributions
Mathematical Methods of Statistics | 2013-08-12 | Paper |
Generalized confidence interval and \(p\)-value in location and scale family
Sankhyā. Series B | 2013-08-02 | Paper |
Shrinkage strategies in some multiple multi-factor dynamical systems
ESAIM: Probability and Statistics | 2013-05-14 | Paper |
The risk of pretest and shrinkage estimators
Statistics | 2012-06-25 | Paper |
A simple formula for asymptotic distributional risk of some estimators
Brazilian Journal of Probability and Statistics | 2012-04-18 | Paper |
Equivariance and generalized inference in two-sample location-scale families
Journal of Probability and Statistics | 2011-10-26 | Paper |
Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes
Applied Stochastic Models in Business and Industry | 2011-04-06 | Paper |
Shrinkage strategy in stratified random sample subject to measurement error
Statistics & Probability Letters | 2011-02-11 | Paper |
| Improvement in modelling and predicting some predator-prey populations | 2010-05-05 | Paper |
Shrinkage estimation in general linear models
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Robust inference strategy in the presence of measurement error
Statistics & Probability Letters | 2010-04-01 | Paper |
Testing concerning the homogeneity of some predator-prey populations
Journal of Statistical Planning and Inference | 2009-11-13 | Paper |
Testing interaction in some predator-prey populations
Statistical Papers | 2009-09-14 | Paper |
Likelihood ratio test for a special predator-prey system
Statistics | 2008-09-18 | Paper |
Improving the Estimation of Eigenvectors Under Quadratic Loss
Calcutta Statistical Association Bulletin | 2008-02-15 | Paper |
Prediction of predator-prey populations modelled by perturbed ODEs
Journal of Mathematical Biology | 2007-07-17 | Paper |
