P. K. Bhattacharya

Available identifiers

zbMath Open bhattacharya.p-kMaRDI QIDQ749098

List of research outcomes

Publication	Date of Publication	Type
Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families	2018-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q2810949	2016-06-06	Paper
A maximal inequality for nonnegative submartingales	2005-05-12	Paper
Estimation of the odds-ratio in an observational study using bandwidth-matching	2001-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4494125	2000-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q4494126	2000-08-10	Paper
Semiparametric estimation in the multivariate Liouville model.	1998-09-29	Paper
A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown	1997-11-16	Paper
Semiparametric inference in a partial linear model	1997-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q4317923	1995-02-16	Paper
Almost sure uniform convergence rates for M-smoothers with non-monotone score functions	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q3349787	1991-01-01	Paper
Multivariate data-driven k-NN function estimation	1990-01-01	Paper
Kernel and nearest-neighbor estimation of a conditional quantile	1990-01-01	Paper
Weak convergence of \(k\)-NN density and regression estimators with varying \(k\) and applications	1987-01-01	Paper
Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3711474	1985-01-01	Paper
Two Probability Models of Pyramid or Chain Letter Schemes Demonstrating that Their Promotional Claims are Unreliable	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3729841	1984-01-01	Paper
Justification for a K-S type test for the slope of a truncated regression	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3326562	1983-01-01	Paper
Two modified Wilcoxon tests for symmetry about an unknown location parameter	1982-01-01	Paper
Posterior distribution of a Dirichlet process from quantal response data	1981-01-01	Paper
A nonparametric control chart for detecting small disorders	1981-01-01	Paper
An invariance principle in regression analysis	1976-01-01	Paper
The minimum of an additive process with applications to signal estimation and storage theory	1976-01-01	Paper
Convergence of sample paths of normalized sums of induced order statistics	1974-01-01	Paper
Asymptotic normality of the stopping time of some sequential procedures	1973-01-01	Paper
Order of Dependence in a Stationary Normally Distributed Two-Way Series	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5664612	1972-01-01	Paper
Transformations of Gaussian Processes to the Brownian Motion	1971-01-01	Paper
Efficient Estimation of a Shift Parameter From Grouped Data	1967-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5555375	1967-01-01	Paper
Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function	1966-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5512539	1964-01-01	Paper
On an Analog of Regression Analysis	1963-01-01	Paper
Some Properties of the Least Squares Estimator in Regression Analysis when the Predictor Variables are Stochastic	1962-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3276983	1961-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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