Soumendra Nath Lahiri

Works (50)

Updated: April 5th, 2024 07:49

2023 article

Stationary Jackknife

Zhou, W., & Lahiri, S. (2023, August 25). JOURNAL OF TIME SERIES ANALYSIS.

By: W. Zhou n & S. Lahiri*

author keywords: Stationary jackknife; variance estimation; consistency; moving block jackknife
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: September 18, 2023

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.

By: I. Bennett n, D. Martin n & S. Lahiri*

author keywords: Markov chains; Model selection; Bayesian nonparametrics
TL;DR: The GSDPMM method is applied to fit SMMs to patterns of wind speeds and DNA sequences and is found to perform as well or better than existing methods for fitting SMMs. (via Semantic Scholar)
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: January 3, 2023

2020 journal article

A STATISTICAL ANALYSIS OF NOISY CROWDSOURCED WEATHER DATA

ANNALS OF APPLIED STATISTICS, 14(1), 116–142.

By: A. Chakraborty*, S. Lahiri* & A. Wilson*

author keywords: Veracity score; geostatistics; robust kriging; hyperlocal spatial prediction
TL;DR: A reliability metric, namely Veracity Score (VS), is introduced to assess the quality of the crowdsourced observations using a coarser, but high-quality, reference data to improve hyper-local spatial prediction using this varying-quality noisy crowdsourced information. (via Semantic Scholar)
UN Sustainable Development Goal Categories
2. Zero Hunger (Web of Science)
Sources: Web Of Science, NC State University Libraries
Added: May 8, 2020

2020 journal article

A general frequency domain method for assessing spatial covariance structures

BERNOULLI, 26(4), 2463–2487.

By: M. Van Hala, S. Bandyopadhyay, S. Lahiri* & D. Nordman

author keywords: confidence sets; spatial periodogram; spatial testing; spectral moment conditions; stochastic sampling
UN Sustainable Development Goal Categories
2. Zero Hunger (Web of Science)
Source: Web Of Science
Added: September 14, 2020

2020 journal article

A test of homogeneity of distributions when observations are subject to measurement errors

BIOMETRICS, 76(3), 821–833.

By: D. Lee*, S. Lahiri n & S. Sinha*

author keywords: Bootstrap; characteristic function; chi-square; Gaussian process; power; two-sample test
MeSH headings : Computer Simulation; Nutrition Surveys
TL;DR: A nonparametric test is proposed for testing equality of two distributions when the observed contaminated data follow the classical additive measurement error model, and the results show superior performance of the proposed method than the standard tests that exhibit inconsistent behavior. (via Semantic Scholar)
UN Sustainable Development Goal Categories
2. Zero Hunger (OpenAlex)
Source: Web Of Science
Added: January 21, 2020

2020 journal article

GRID: A VARIABLE SELECTION AND STRUCTURE DISCOVERY METHOD FOR HIGH DIMENSIONAL NONPARAMETRIC REGRESSION

ANNALS OF STATISTICS, 48(3), 1848–1874.

By: F. Giordano*, S. Lahiri n & M. Parrella*

author keywords: Empirical likelihood; marginal testing; variable selection consistency
TL;DR: Methods for variable selection, structure discovery and estimation of the true low-dimensional regression function, allowing any degree of interactions among the relevant variables that need not be specified a-priori are developed. (via Semantic Scholar)
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 10, 2020

2020 journal article

Inference in partially identified models with many moment inequalities using Lasso

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 206, 211–248.

By: F. Bugni*, M. Caner n, A. Kock* & S. Lahiri n

author keywords: Many moment inequalities; Self-normalizing sum; Multiplier bootstrap; Empirical bootstrap; Lasso; Inequality selection
TL;DR: A novel two-step inference procedure that combines the methods proposed by Chernozhukov, Chetverikov and Kato with a first step moment inequality selection based on the Lasso is proposed, which controls asymptotic size uniformly, both in underlying parameter and data distribution. (via Semantic Scholar)
Source: Web Of Science
Added: January 6, 2020

2019 journal article

Distributional consistency of the lasso by perturbation bootstrap

BIOMETRIKA, 106(4), 957–964.

By: D. Das* & S. Lahiri n

author keywords: Distributional consistency; Lasso; Paired bootstrap; Perturbation bootstrap; Residual bootstrap
TL;DR: The validity of a perturbation bootstrap method for approximating the distribution of the lasso estimator in a heteroscedastic linear regression model is established and the underlying covariates are allowed to be either random or nonrandom. (via Semantic Scholar)
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: February 3, 2020

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.

By: S. Lahiri n, U. Das* & D. Nordman*

author keywords: Geweke-Porter-Hudak estimator; long memory; M-estimators; non-central limit theorems; Wiener-Ito integrals
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions (OpenAlex)
Source: Web Of Science
Added: July 1, 2019

2019 journal article

PERTURBATION BOOTSTRAP IN ADAPTIVE LASSO

ANNALS OF STATISTICS, 47(4), 2080–2116.

By: D. Das n, K. Gregory n & S. Lahiri n

author keywords: Alasso; naive perturbation bootstrap; modified perturbation bootstrap; second-order correctness; oracle
TL;DR: A modification to the perturbation bootstrap objective function is proposed and it is shown that a suitably studentized version of the modified perturbations bootstrap Alasso estimator achieves second-order correctness even when the dimension of the model is allowed to grow to infinity with the sample size. (via Semantic Scholar)
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: June 17, 2019

2019 journal article

Quality Control of Quantitative High Throughput Screening Data

FRONTIERS IN GENETICS, 10.

author keywords: ANOVA; clustering; concentration-response; potency; quantitative high throughput screening; toxicological response
TL;DR: An automated quality control procedure based on analysis of variance (ANOVA) is introduced to identify and filter out compounds with multiple cluster response patterns and improve potency estimation in qHTS assays. (via Semantic Scholar)
Source: Web Of Science
Added: May 28, 2019

2019 journal article

Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter

BERNOULLI, 25(1), 654–682.

By: D. Das* & S. Lahiri n

author keywords: Edgeworth expansion; generalized bootstrap; M-estimation; perturbation bootstrap; residual bootstrap; SOC; Studentization; wild bootstrap
TL;DR: Findings establish perturbation Bootstrap approximation as a significant improvement over asymptotic normality in the regression M-estimation. (via Semantic Scholar)
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: December 31, 2018

2018 journal article

A SMOOTH BLOCK BOOTSTRAP FOR QUANTILE REGRESSION WITH TIME SERIES

ANNALS OF STATISTICS, 46(3), 1138–1166.

By: K. Gregory n, S. Lahiri n & D. Nordman n

author keywords: Kernel smoothing; jackknife after bootstrap; moving blocks; tapering; value at risk
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

2018 journal article

EDGEWORTH EXPANSIONS FOR A CLASS OF SPECTRAL DENSITY ESTIMATORS AND THEIR APPLICATIONS TO INTERVAL ESTIMATION

STATISTICA SINICA, 28(4), 2591–2608.

By: A. Chatterjee & S. Lahiri*

author keywords: Confidence intervals; frequency domain; stationary; studentization; taper; variance stabilizing transformation
Source: Web Of Science
Added: December 3, 2018

2018 journal article

Emanuel Parzen memorial

Journal of Time Series Analysis, 39(3), 241–241.

By: S. Lahiri, D. Politis & P. Robinson

Source: NC State University Libraries
Added: August 6, 2018

2018 journal article

Non-Parametric Spectral Density Estimation Under Long-Range Dependence

JOURNAL OF TIME SERIES ANALYSIS, 39(3), 380–401.

By: Y. Kim*, S. Lahiri n & D. Nordman*

author keywords: Bandwidth; frequency domain; kernel estimation; long-memory parameter; periodogram
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

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.

By: S. Lahiri n

author keywords: Increasing domain asymptotics; Infill sampling; Random field; Resampling method; Strong mixing; Spatial sampling design
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: July 15, 2019

2017 journal article

On the non-standard distribution of empirical likelihood estimators with spatial data

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 187, 109–114.

By: M. Van Hala*, S. Bandyopadhyay*, S. Lahiri n & D. Nordman*

author keywords: Discrete Fourier transform; Frequency domain empirical likelihood; Periodogram; Stochastic sampling
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

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).

By: Z. Cleghern, S. Lahiri, O. Ozaltin & D. Roberts

Source: NC State University Libraries
Added: August 6, 2018

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.

By: D. Nordman n & S. Lahiri n

UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

2016 journal article

Central limit theorems for long range dependent spatial linear processes

BERNOULLI, 22(1), 345–375.

By: S. Lahiri* & P. Robinson

author keywords: central limit theorem; edge effects; increasing domain asymptotics; long memory; negative dependence; positive dependence; sampling region; spatial lattice
Source: Web Of Science
Added: August 6, 2018

2015 journal article

A FREQUENCY DOMAIN EMPIRICAL LIKELIHOOD METHOD FOR IRREGULARLY SPACED SPATIAL DATA

ANNALS OF STATISTICS, 43(2), 519–545.

By: S. Bandypadhyay, S. Lahiri* & D. Nordman

author keywords: Confidence sets; discrete Fourier transform; estimating equations; hypotheses testing; periodogram; spectral moment conditions; stochastic design; variogram; Wilks' theorem
UN Sustainable Development Goal Categories
2. Zero Hunger (Web of Science)
Source: Web Of Science
Added: August 6, 2018

2015 journal article

A SMOOTH BLOCK BOOTSTRAP FOR STATISTICAL FUNCTIONALS AND TIME SERIES

JOURNAL OF TIME SERIES ANALYSIS, 36(3), 442–461.

By: K. Gregory*, S. Lahiri n & D. Nordman*

author keywords: L-estimators; M-estimators; sample quantiles; tapered block bootstrap; JEL Primary 62G09; Secondary 62G20; 62J05; 62M10
TL;DR: This work proposes a smooth bootstrap by modifying a state‐of‐the‐art (extended) tapered block bootstrap (TBB) and shows that the smooth TBB applies to time series inference cases not formally established with other TBB versions. (via Semantic Scholar)
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

2015 journal article

A Two-Sample Test for Equality of Means in High Dimension

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 110(510), 837–849.

By: K. Gregory*, R. Carroll*, V. Baladandayuthapani* & S. Lahiri n

author keywords: Copy number variation; Heteroscedasticity; Large p
TL;DR: A test statistic for testing the equality of two population mean vectors in the “large-p-small-n” setting is developed, which is robust to heteroscedasticity in the component variances, and requires very little computation time, which allows its use in settings with very large p. (via Semantic Scholar)
Source: Web Of Science
Added: August 6, 2018

2015 journal article

Comment

Journal of the American Statistical Association, 110(512), 1434–1438.

By: A. Chatterjee & S. Lahiri*

UN Sustainable Development Goal Categories
Source: Crossref
Added: December 19, 2020

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.

By: A. Chatterjee*, S. Gupta n & S. Lahiri n

author keywords: Asymptotic uniform linearity; Brownian bridge; Oracle property; Prediction intervals; Regularization; Weak convergence
TL;DR: It is shown that under suitable sparsity conditions, the residual empirical process based on the ALASSO provides valid inference methodology in very high dimensional regression problems where conventional methods fail. (via Semantic Scholar)
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions (OpenAlex)
Source: Web Of Science
Added: August 6, 2018

2015 journal article

Significance tests for functional data with complex dependence structure

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 156, 1–13.

By: A. Staicu n, S. Lahiri n & R. Carroll*

author keywords: Block bootstrap; Functional data; Group mean testing; Hierarchical modeling; Significance tests; Spatially correlated curves
TL;DR: This is the first work that studies hypothesis testing, when data have such complex multilevel functional and spatial structure, and two small-sample alternatives, including a novel block bootstrap for functional data, are proposed. (via Semantic Scholar)
Sources: Web Of Science, NC State University Libraries
Added: August 6, 2018

2014 review

A review of empirical likelihood methods for time series

[Review of ]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 155, 1–18.

By: D. Nordman* & S. Lahiri n

author keywords: Blocking; Frequency domain; GARCH; High dimensional data; Kullback-Leibler distance; Long range dependence; Mahalanobis distance; Markov chains; Spatial data; Tapering; Whittle estimation
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

2014 article

Comment

Gupta, S., & Lahiri, S. N. (2014, July 3). JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, Vol. 109, pp. 1013–1015.

By: S. Gupta* & S. Lahiri*

UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

2014 book

Contemporary developments in statistical theory: A festschrift for Hira Lal Koul

Cham: Springer.

Soumendra Lahiri

Source: NC State University Libraries
Added: August 6, 2018

2014 journal article

Preface to the Professor Kesar Singh Memorial Issue

Statistical Methodology, 20, 1.

By: S. Lahiri* & M. Xie

Source: Crossref
Added: December 19, 2020

2014 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).

By: S. Lahiri n, A. Schick, A. SenGupta* & T. Sriram

Ed(s): S. Lahiri n, A. Schick, A. SenGupta* & T. Sriram

Source: Crossref
Added: December 19, 2020

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.

By: A. DasGupta*, S. Lahiri n & J. Stoyanov*

author keywords: Standard normal; Maximum; Mean; Median; Bounds; False discovery; Sparse; Mixture
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

2014 book

Topics in nonparametric statistics: Proceedings of the first Conference of the International Society for Nonparametric Statistics

Berlin: Springer.

Soumendra Lahiri

Ed(s): M. Akritas, S. Lahiri, . Dimitris N. & D. Politis

Source: NC State University Libraries
Added: August 6, 2018

2013 journal article

A NONSTANDARD EMPIRICAL LIKELIHOOD FOR TIME SERIES

ANNALS OF STATISTICS, 41(6), 3050–3073.

By: D. Nordman, H. Bunzel & S. Lahiri*

author keywords: Brownian motion; confidence regions; stationarity; weak dependence
TL;DR: The large-sample distribution of log-ratio statistics from the new BEL method for calibrating confidence regions for mean or smooth function parameters of time series is established, and the limit law is not the usual chi-square one, but is distribution-free and can be reproduced through straightforward simulations. (via Semantic Scholar)
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions (OpenAlex)
Source: Web Of Science
Added: August 6, 2018

2013 journal article

A Progressive Block Empirical Likelihood Method for Time Series

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 108(504), 1506–1516.

By: Y. Kim*, S. Lahiri n & D. Nordman*

author keywords: Arithmetic progression; Blockwise empirical likelihood; Cressie-Read family; Stationarity; Weak dependence
UN Sustainable Development Goal Categories
Source: Web Of Science
Added: August 6, 2018

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.

By: A. Chatterjee & S. Lahiri*

TL;DR: It is shown that the boot strap applied to a suitable studentized version of the ALASSO estimator achieves second-order correctness, even when the dimension of the regression parameters is unbounded, and results from a moderately large simulation study show marked improvement in coverage accuracy for the bootstrap CIs over the oracle based CIs. (via Semantic Scholar)
UN Sustainable Development Goal Categories
Source: NC State University Libraries
Added: August 6, 2018

2012 journal article

Block Bootstraps for Time Series With Fixed Regressors

Journal of the American Statistical Association, 107(497), 233–246.

By: D. Nordman* & S. Lahiri*

author keywords: MSE expansions; Optimal blocks; Simultaneous confidence bands; Tapers; Variance estimation
Source: Crossref
Added: December 19, 2020

2012 journal article

Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets

Journal of the American Statistical Association, 107(497), 378–392.

By: R. Maitra*, V. Melnykov* & S. Lahiri*

author keywords: Bootstrap; Hierarchical clustering; k-means algorithm; Overlap; Prohorov metric; p-value quantitation map; q-value quantitation map
TL;DR: A bootstrap approach for assessing significance in the clustering of multidimensional datasets and a viable approach for determining the minimal and optimal numbers of colors needed to display an image without significant loss in resolution is proposed. (via Semantic Scholar)
Source: Crossref
Added: December 19, 2020

2012 conference paper

From data to constraints

AIP Conference Proceedings, 1443(1), 32–39.

By: S. Mukhopadhyay*, E. Parzen* & S. Lahiri*

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

author keywords: Maximum entropy; mid-rank transformations; exponential model; quantile function; nonparametric Entropy estimation
TL;DR: This work proposes a nonparametric quantile based method to extract relevant and significant facts (sufficient statistics) for the maximum entropy exponential model. (via Semantic Scholar)
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions (OpenAlex)
Source: Crossref
Added: December 19, 2020

2011 journal article

Bias expansion of spatial statistics and approximation of differenced lattice point counts

Proceedings - Mathematical Sciences, 121(2), 229–244.

By: D. Nordman* & S. Lahiri*

author keywords: Area approximations; convex sets; increasing domain; infill sampling; lattice data; spatial processes; spatial covariance
Source: Crossref
Added: March 7, 2021

2011 journal article

Comments on: Subsampling weakly dependent time series and application to extremes

TEST, 20(3), 491–496.

By: S. Lahiri* & S. Mukhopadhyay*

Source: Crossref
Added: March 7, 2021

2011 journal article

Strong consistency of Lasso estimators

Sankhya A, 73(1), 55–78.

By: A. Chatterjee* & S. Lahiri*

TL;DR: It is shown that when the error variables have a finite mean, the Lasso estimator is strongly consistent, provided the penalty parameter is of smaller order than the sample size, and this condition on λ _ n cannot be relaxed. (via Semantic Scholar)
Source: Crossref
Added: March 7, 2021

2010 journal article

Resampling-based bias-corrected time series prediction

Journal of Statistical Planning and Inference, 140(12), 3775–3788.

By: S. Bandyopadhyay & S. Lahiri*

author keywords: Bootstrap; Mean squared prediction error; Second order bias correction; Tilting
Source: Crossref
Added: March 7, 2021

2007 journal article

A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods

Statistical Methodology, 4(3), 292–321.

By: S. Lahiri*, K. Furukawa* & Y. Lee*

Source: Crossref
Added: March 7, 2021

2007 journal article

Bootstrapping the Empirical Distribution Function of a Spatial Process

Statistical Inference for Stochastic Processes, 10(2), 107–145.

By: J. Zhu* & S. Lahiri*

Source: Crossref
Added: March 7, 2021

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.

By: S. Lahiri*, A. Chatterjee* & T. Maiti*

author keywords: finite population; sampling without replacement; simple random sampling; normal approximation; Berry-Esseen theorem
Source: Crossref
Added: March 7, 2021

2005 journal article

Validity of the Sampling Window Method for Long-range dependent linear processes

Econometric Theory, 21(06).

By: D. Nordman* & S. Lahiri*

UN Sustainable Development Goal Categories
9. Industry, Innovation and Infrastructure (OpenAlex)
Source: Crossref
Added: March 7, 2021

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.

By: S. Lahiri* & K. Mukherjee*

author keywords: central limit theorem; infill sampling; increasing-domain asymptotics; long range dependence; random field; strong mixing; stochastic design; spatial sampling design
Source: Crossref
Added: March 7, 2021

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.

By: I. Karabulut & S. Lahiri*

author keywords: bootstrap; Cramer's condition; edgeworth expansion; M-estimators; regression
Source: Crossref
Added: March 7, 2021

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