The following pages link to Arup Bose (Q354755):
Displayed 50 items.
- Item:Q354755 (redirect page) (← links)
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- Noncrossing partitions, Catalan words, and the semicircle law (Q354756) (← links)
- Finite diagonal random matrices (Q376269) (← links)
- Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
- Mixed markets in bilateral monopoly (Q403769) (← links)
- Product of exponentials and spectral radius of random \(k\)-circulants (Q424701) (← links)
- Half independence and half cumulants (Q428671) (← links)
- Limiting spectral distribution of block matrices with Toeplitz block structure (Q449419) (← links)
- Joint convergence of several copies of different patterned random matrices (Q456237) (← links)
- Spectral norm of circulant-type matrices (Q548147) (← links)
- Multicolor urn models with reducible replacement matrices (Q605858) (← links)
- Balanced random and Toeplitz matrices (Q638187) (← links)
- Spectral norm of circulant type matrices with heavy tailed entries (Q638205) (← links)
- Circulant type matrices with heavy tailed entries (Q643247) (← links)
- Convergence of linear functions of Pfeifer records (Q650685) (← links)
- Limiting spectral distributions of some band matrices (Q663104) (← links)
- Limiting spectral distribution of random \(k\)-circulants (Q715749) (← links)
- Convergence of joint moments for independent random patterned matrices (Q717892) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- Asymptotic properties of near Pfeifer records (Q906607) (← links)
- Poisson convergence of eigenvalues of circulant type matrices (Q906623) (← links)
- Maxima of Dirichlet and triangular arrays of gamma variables (Q952882) (← links)
- Nonparametric estimation of multivariate density with direct and auxiliary data and application (Q981865) (← links)
- On the design of piece-rate contracts (Q985204) (← links)
- Coverage of generalized confidence intervals (Q1021836) (← links)
- Another look at the moment method for large dimensional random matrices (Q1039025) (← links)
- Limiting spectral distribution of circulant type matrices with dependent inputs (Q1039193) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- Unbiased sequential estimation of 1/p: Settlement of a conjecture (Q1076465) (← links)
- On selecting the most likely event (Q1103984) (← links)
- Edgeworth correction by bootstrap in autoregressions (Q1107918) (← links)
- Accuracy of the bootstrap approximation (Q1179291) (← links)
- A Glivenko-Cantelli theorem and strong laws for \(L\)-statistics (Q1272495) (← links)
- The strong law of large numbers for Kaplan-Meier \(U\)-statistics (Q1283443) (← links)
- Speed of convergence of the least-squares estimator in autoregressive models (Q1330172) (← links)
- On the dispersion of multivariate median (Q1335358) (← links)
- Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions (Q1354414) (← links)
- Sequential estimation of the mean of NEF-PVF distributions (Q1372345) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- Consistency of large dimensional sample covariance matrix under weak dependence (Q1731211) (← links)
- Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (Q1745672) (← links)
- A new method for bounding rates of convergence of empirical spectral distributions (Q1770906) (← links)
- Asymptotic properties of sums of upper records (Q1775996) (← links)
- Generalized bootstrap for estimating equations (Q1781166) (← links)
- \(U\)-statistics, \(M_m\)-estimators and resampling (Q1790702) (← links)
- Bahadur representation of \(M_m\) estimates (Q1807083) (← links)
- Bootstrap confidence intervals (Q1813204) (← links)
- Asymptotic distribution of the Kaplan-Meier \(U\)-statistics. (Q1867137) (← links)