N. Rao Chaganty

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Person:688070

Available identifiers

zbMath Open chaganty.narasinga-raoMaRDI QIDQ688070

List of research outcomes





PublicationDate of PublicationType
A flexible regression model for zero- and k-inflated count data2022-03-18Paper
Multivariate distributions of correlated binary variables generated by pair-copulas2021-07-14Paper
Pair-copula models for analyzing family data2021-01-28Paper
A doubly-inflated Poisson distribution and regression model2020-05-25Paper
Regression for doubly inflated multivariate Poisson distributions2020-04-27Paper
Simulating dependent binary variables through multinomial sampling2020-04-01Paper
Zero-inflated count time series models using Gaussian copula2019-10-02Paper
Bivariate doubly inflated Poisson models with applications2019-08-30Paper
A Contrasting Study of Likelihood Methods for the Analysis of Longitudinal Binary Data2014-10-14Paper
Alternatives to mixture model analysis of correlated binomial data2013-06-03Paper
Weighted scores method for regression models with dependent data2012-10-29Paper
Multivariate probit analysis of binary familial data using stochastic representations2012-06-08Paper
Weighted scores method for regression models with dependent data2011-03-23Paper
Estimation Methods for an Autoregressive Familial Correlation Structure2010-06-08Paper
Hypothesis Testing for Various Familial Dependence Structures2010-03-22Paper
Adaptation of Quasi-Least Squares to Estimate Correlations within a Nuclear Family2009-11-16Paper
Range of correlation matrices for dependent Bernoulli random variables2009-01-15Paper
Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics2008-10-21Paper
Application of Quasi-Least Squares to Analyse Replicated Autoregressive Time Series Regression Models2007-09-11Paper
Ranges of Measures of Association for Familial Binary Variables2007-05-08Paper
Efficiency of Generalized Estimating Equations for Binary Responses2005-04-22Paper
Analysis of Serially Correlated Data Using Quasi-Least Squares2005-04-11Paper
A Note on the Estimation of Autocorrelation in Repeated Measurements2005-01-14Paper
Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures2004-10-04Paper
Analysis of growth curves with patterned correlation matrices using quasi-least squares2003-10-14Paper
MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF THE TRUNCATED CAUCHY DISTRIBUTION2002-07-28Paper
Analysis of multivariate longitudinal data using quasi-least squares2002-06-16Paper
An invariance property of common statistical tests1999-01-25Paper
On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.1999-01-01Paper
An alternative approach to the analysis of longitudinal data via generalized estimating equations1998-12-09Paper
Bahadur slope of the \(t\)-statistic for a contaminated normal1998-11-15Paper
https://portal.mardi4nfdi.de/entity/Q38431741998-08-30Paper
https://portal.mardi4nfdi.de/entity/Q43859611998-08-12Paper
https://portal.mardi4nfdi.de/entity/Q43597151998-08-09Paper
https://portal.mardi4nfdi.de/entity/Q43519551998-02-10Paper
Multidimensional strong large deviation theorems1996-12-08Paper
Strong large deviation and local limit theorems1994-04-21Paper
Large deviation local limit theorems for ratio statistics1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q38236151989-01-01Paper
Limit theorems in the area of large deviations for some dependent random variables1987-01-01Paper
Multidimensional large deviation local limit theorems1986-01-01Paper
Large deviation local limit theorems for arbitrary sequences of random variables1985-01-01Paper
On the first passage time distribution for a class of Markov chains1983-01-01Paper
IFR results for repairable systems1983-01-01Paper

Research outcomes over time

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