Narasinga Rao Chaganty

Available identifiers

zbMath Open chaganty.narasinga-raoMaRDI QIDQ688070

List of research outcomes

Publication	Date of Publication	Type
A flexible regression model for zero- and k-inflated count data	2022-03-18	Paper
Multivariate distributions of correlated binary variables generated by pair-copulas	2021-07-14	Paper
Pair-copula models for analyzing family data	2021-01-28	Paper
A doubly-inflated Poisson distribution and regression model	2020-05-25	Paper
Regression for doubly inflated multivariate Poisson distributions	2020-04-27	Paper
Simulating dependent binary variables through multinomial sampling	2020-04-01	Paper
Zero-inflated count time series models using Gaussian copula	2019-10-02	Paper
Bivariate doubly inflated Poisson models with applications	2019-08-30	Paper
A Contrasting Study of Likelihood Methods for the Analysis of Longitudinal Binary Data	2014-10-14	Paper
Alternatives to mixture model analysis of correlated binomial data	2013-06-03	Paper
Weighted scores method for regression models with dependent data	2012-10-29	Paper
Multivariate probit analysis of binary familial data using stochastic representations	2012-06-08	Paper
Weighted scores method for regression models with dependent data	2011-03-23	Paper
Estimation Methods for an Autoregressive Familial Correlation Structure	2010-06-08	Paper
Hypothesis Testing for Various Familial Dependence Structures	2010-03-22	Paper
Adaptation of Quasi-Least Squares to Estimate Correlations within a Nuclear Family	2009-11-16	Paper
Range of correlation matrices for dependent Bernoulli random variables	2009-01-15	Paper
Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics	2008-10-21	Paper
Application of Quasi-Least Squares to Analyse Replicated Autoregressive Time Series Regression Models	2007-09-11	Paper
Ranges of Measures of Association for Familial Binary Variables	2007-05-08	Paper
Efficiency of Generalized Estimating Equations for Binary Responses	2005-04-22	Paper
Analysis of Serially Correlated Data Using Quasi-Least Squares	2005-04-11	Paper
A Note on the Estimation of Autocorrelation in Repeated Measurements	2005-01-14	Paper
Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures	2004-10-04	Paper
Analysis of growth curves with patterned correlation matrices using quasi-least squares	2003-10-14	Paper
MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF THE TRUNCATED CAUCHY DISTRIBUTION	2002-07-28	Paper
Analysis of multivariate longitudinal data using quasi-least squares	2002-06-16	Paper
An invariance property of common statistical tests	1999-01-25	Paper
On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.	1999-01-01	Paper
An alternative approach to the analysis of longitudinal data via generalized estimating equations	1998-12-09	Paper
Bahadur slope of the \(t\)-statistic for a contaminated normal	1998-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q3843174	1998-08-30	Paper
https://portal.mardi4nfdi.de/entity/Q4385961	1998-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q4359715	1998-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q4351955	1998-02-10	Paper
Multidimensional strong large deviation theorems	1996-12-08	Paper
Strong large deviation and local limit theorems	1994-04-21	Paper
Large deviation local limit theorems for ratio statistics	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3823615	1989-01-01	Paper
Limit theorems in the area of large deviations for some dependent random variables	1987-01-01	Paper
Multidimensional large deviation local limit theorems	1986-01-01	Paper
Large deviation local limit theorems for arbitrary sequences of random variables	1985-01-01	Paper
On the first passage time distribution for a class of Markov chains	1983-01-01	Paper
IFR results for repairable systems	1983-01-01	Paper

Research outcomes over time

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