2023 article
Stationary Jackknife
Zhou, W., & Lahiri, S. (2023, August 25). JOURNAL OF TIME SERIES ANALYSIS.
2022 article
Fitting sparse Markov models through a collapsed Gibbs sampler
Bennett, I., Martin, D. E. K., & Lahiri, S. N. (2022, December 15). COMPUTATIONAL STATISTICS.
2020 journal article
A STATISTICAL ANALYSIS OF NOISY CROWDSOURCED WEATHER DATA
ANNALS OF APPLIED STATISTICS, 14(1), 116–142.
2020 journal article
A general frequency domain method for assessing spatial covariance structures
BERNOULLI, 26(4), 2463–2487.
2020 journal article
A test of homogeneity of distributions when observations are subject to measurement errors
BIOMETRICS, 76(3), 821–833.
2020 journal article
GRID: A VARIABLE SELECTION AND STRUCTURE DISCOVERY METHOD FOR HIGH DIMENSIONAL NONPARAMETRIC REGRESSION
ANNALS OF STATISTICS, 48(3), 1848–1874.
2020 journal article
Inference in partially identified models with many moment inequalities using Lasso
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 206, 211–248.
2019 journal article
Distributional consistency of the lasso by perturbation bootstrap
BIOMETRIKA, 106(4), 957–964.
2019 journal article
Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process
JOURNAL OF TIME SERIES ANALYSIS, 40(4), 447–466.
2019 journal article
PERTURBATION BOOTSTRAP IN ADAPTIVE LASSO
ANNALS OF STATISTICS, 47(4), 2080–2116.
2019 journal article
Quality Control of Quantitative High Throughput Screening Data
FRONTIERS IN GENETICS, 10.
2019 journal article
Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
BERNOULLI, 25(1), 654–682.
2018 journal article
A SMOOTH BLOCK BOOTSTRAP FOR QUANTILE REGRESSION WITH TIME SERIES
ANNALS OF STATISTICS, 46(3), 1138–1166.
2018 journal article
EDGEWORTH EXPANSIONS FOR A CLASS OF SPECTRAL DENSITY ESTIMATORS AND THEIR APPLICATIONS TO INTERVAL ESTIMATION
STATISTICA SINICA, 28(4), 2591–2608.
2018 journal article
Emanuel Parzen memorial
Journal of Time Series Analysis, 39(3), 241–241.
2018 journal article
Non-Parametric Spectral Density Estimation Under Long-Range Dependence
JOURNAL OF TIME SERIES ANALYSIS, 39(3), 380–401.
2018 journal article
Uncertainty Quantification in Robust Inference for Irregularly Spaced Spatial Data Using Block Bootstrap
SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 80, 173–221.
2017 journal article
On the non-standard distribution of empirical likelihood estimators with spatial data
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 187, 109–114.
2017 conference paper
Predicting future states in dota 2 using value-split models of time series attribute data
Proceedings of the 12th International Conference on the Foundations of Digital Games (FDG'17).
2016 article
A discussion of Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions by L. Pan and DN Politis
Nordman, D. J., & Lahiri, S. N. (2016, October). JOURNAL OF STATISTICAL PLANNING AND INFERENCE, Vol. 177, pp. 35–40.
2016 journal article
Central limit theorems for long range dependent spatial linear processes
BERNOULLI, 22(1), 345–375.
2015 journal article
A FREQUENCY DOMAIN EMPIRICAL LIKELIHOOD METHOD FOR IRREGULARLY SPACED SPATIAL DATA
ANNALS OF STATISTICS, 43(2), 519–545.
2015 journal article
A SMOOTH BLOCK BOOTSTRAP FOR STATISTICAL FUNCTIONALS AND TIME SERIES
JOURNAL OF TIME SERIES ANALYSIS, 36(3), 442–461.
2015 journal article
A Two-Sample Test for Equality of Means in High Dimension
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 110(510), 837–849.
2015 journal article
Comment
Journal of the American Statistical Association, 110(512), 1434–1438.
2015 journal article
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
JOURNAL OF ECONOMETRICS, 186(2), 317–324.
2015 journal article
Significance tests for functional data with complex dependence structure
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 156, 1–13.
2014 review
A review of empirical likelihood methods for time series
[Review of ]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 155, 1–18.
2014 article
Comment
Gupta, S., & Lahiri, S. N. (2014, July 3). JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, Vol. 109, pp. 1013–1015.
2014 book
Contemporary developments in statistical theory: A festschrift for Hira Lal Koul
Cham: Springer.
2014 journal article
Preface to the Professor Kesar Singh Memorial Issue
Statistical Methodology, 20, 1.
2014 journal article
Sharp fixed n bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model
STATISTICAL METHODOLOGY, 20, 40–62.
2014 book
Topics in nonparametric statistics: Proceedings of the first Conference of the International Society for Nonparametric Statistics
Berlin: Springer.
Ed(s): M. Akritas, , . Dimitris N. & D. Politis
2013 journal article
A NONSTANDARD EMPIRICAL LIKELIHOOD FOR TIME SERIES
ANNALS OF STATISTICS, 41(6), 3050–3073.
2013 journal article
A Progressive Block Empirical Likelihood Method for Time Series
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 108(504), 1506–1516.
2013 chapter
Professor Hira Lal Koul’s Contribution to Statistics
In S. Lahiri, A. Schick, A. SenGupta, & T. Sriram (Eds.), Contemporary Developments in Statistical Theory (pp. 1–7).
Ed(s): A. SenGupta * & T. Sriram n, A. Schick,
2013 journal article
Rates of convergence of the adaptive LASSO estimators to the Oracle distribution and higher order refinements by the bootstrap
Annals of Statistics, 41(3), 1232–1259.
2012 journal article
Block Bootstraps for Time Series With Fixed Regressors
Journal of the American Statistical Association, 107(497), 233–246.
2012 journal article
Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets
Journal of the American Statistical Association, 107(497), 378–392.
2012 conference paper
From data to constraints
AIP Conference Proceedings, 1443(1), 32–39.
Event: Bayesian Inference and Maximum Entropy Methods in Science and Engineering: 31st International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering at Waterloo, Ontario, Canada on July 9-16, 2011
2011 journal article
Bias expansion of spatial statistics and approximation of differenced lattice point counts
Proceedings - Mathematical Sciences, 121(2), 229–244.
2011 journal article
Comments on: Subsampling weakly dependent time series and application to extremes
TEST, 20(3), 491–496.
2011 journal article
Strong consistency of Lasso estimators
Sankhya A, 73(1), 55–78.
2010 journal article
Resampling-based bias-corrected time series prediction
Journal of Statistical Planning and Inference, 140(12), 3775–3788.
2007 journal article
A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
Statistical Methodology, 4(3), 292–321.
2007 journal article
Bootstrapping the Empirical Distribution Function of a Spatial Process
Statistical Inference for Stochastic Processes, 10(2), 107–145.
2007 journal article
Normal approximation to the hypergeometric distribution in nonstandard cases and a sub-Gaussian Berry–Esseen theorem
Journal of Statistical Planning and Inference, 137(11), 3570–3590.
2005 journal article
Validity of the Sampling Window Method for Long-range dependent linear processes
Econometric Theory, 21(06).
2004 journal article
Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
Annals of the Institute of Statistical Mathematics, 56(2), 225–250.
1997 journal article
Two-term Edgeworth expansion for M-estimators of a linear regression parameter without Cramér-type conditions and an application to the bootstrap
Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics, 62(3), 361–370.
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