The following pages link to Hira L. Koul (Q169493):
Displaying 50 items.
- (Q265291) (redirect page) (← links)
- Behavior of R-estimators under measurement errors (Q265293) (← links)
- Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
- (Q434237) (redirect page) (← links)
- A goodness-of-fit test for GARCH innovation density (Q434239) (← links)
- Simulation extrapolation estimation in parametric models with Laplace measurement error (Q470488) (← links)
- (Q495343) (redirect page) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- (Q587242) (redirect page) (← links)
- Estimators of scale parameters in linear regression (Q595301) (← links)
- Minimum distance lack-of-fit tests for fixed design (Q710754) (← links)
- The transfer principle: a tool for complete case analysis (Q741815) (← links)
- (Q811777) (redirect page) (← links)
- Asymptotic distributions of some scale estimators in nonlinear models (Q811778) (← links)
- Testing a sub-hypothesis in linear regression models with long memory covariates and errors. (Q834020) (← links)
- Testing the tail index in autoregressive models (Q841013) (← links)
- Nonparametric regression with heteroscedastic long memory errors (Q861203) (← links)
- Weak convergence of the residual empirical process in explosive autoregression (Q910097) (← links)
- Weakly adaptive estimators in explosive autoregression (Q921786) (← links)
- Goodness-of-fit testing under long memory (Q993816) (← links)
- Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
- Goodness-of-fit problem for errors in nonparametric regression: distribution free approach (Q1043735) (← links)
- Minimum distance estimation in a linear regression model (Q1055109) (← links)
- Minimum distance estimation in linear regression with unknown error distributions (Q1068484) (← links)
- Minimum distance estimation and goodness-of-fit tests in first-order autoregression (Q1085552) (← links)
- On a Kolmogorov-Smirnov type aligned test in linear regression (Q1087269) (← links)
- A quadraticity limit theorem useful in linear models (Q1112492) (← links)
- Asymptotic normality of regression estimators with long memory errors (Q1129435) (← links)
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes (Q1136460) (← links)
- (Q1161013) (redirect page) (← links)
- Regression analysis with randomly right-censored data (Q1161015) (← links)
- Asymptotically minimax tests of composite hypotheses for nonergodic type processes (Q1168677) (← links)
- A weak convergence result useful in robust autoregression (Q1193961) (← links)
- M-estimators in linear models with long range dependent errors (Q1198999) (← links)
- \(L_1\) rates of convergence for linear rank statistics (Q1228143) (← links)
- Power bounds for a Smirnov statistic in testing the hypothesis of symmetry (Q1231355) (← links)
- Asymptotic normality of H-L estimators based on dependent data (Q1237483) (← links)
- Behavior of robust estimators in the regression model with dependent errors (Q1238375) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
- Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression (Q1327857) (← links)
- On bootstrapping \(M\)-estimated residual processes in multiple linear regression models (Q1328353) (← links)
- Regression quantiles and related processes under long range dependent errors (Q1340297) (← links)
- Asymptotic expansion of \(M\)-estimators with long-memory errors (Q1359427) (← links)
- Note on convergence rates of semiparametric estimators of dependence index (Q1372856) (← links)
- Efficient estimation in nonlinear autoregressive time-series models (Q1373195) (← links)
- Testing for the equality of two nonparametric regression curves (Q1378802) (← links)
- Testing for superiority among two regression curves (Q1410575) (← links)
