Soumendra Nath Lahiri

Stationary Jackknife

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

Fitting sparse Markov models through a collapsed Gibbs sampler

Bennett, I., Martin, D. E. K., & Lahiri, S. N. (2022, December 15). COMPUTATIONAL STATISTICS.

A STATISTICAL ANALYSIS OF NOISY CROWDSOURCED WEATHER DATA

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

A general frequency domain method for assessing spatial covariance structures

BERNOULLI, 26(4), 2463–2487.

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

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

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

BIOMETRICS, 76(3), 821–833.

Distributional consistency of the lasso by perturbation bootstrap

BIOMETRIKA, 106(4), 957–964.

Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process

JOURNAL OF TIME SERIES ANALYSIS, 40(4), 447–466.

Inference in partially identified models with many moment inequalities using Lasso

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

PERTURBATION BOOTSTRAP IN ADAPTIVE LASSO

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

Quality Control of Quantitative High Throughput Screening Data

FRONTIERS IN GENETICS, 10.

A SMOOTH BLOCK BOOTSTRAP FOR QUANTILE REGRESSION WITH TIME SERIES

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

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

STATISTICA SINICA, 28(4), 2591–2608.

Emanuel Parzen memorial

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

Non-Parametric Spectral Density Estimation Under Long-Range Dependence

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

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

BERNOULLI, 25(1), 654–682.

Uncertainty Quantification in Robust Inference for Irregularly Spaced Spatial Data Using Block Bootstrap

SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 80, 173–221.

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

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

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).

A FREQUENCY DOMAIN EMPIRICAL LIKELIHOOD METHOD FOR IRREGULARLY SPACED SPATIAL DATA

ANNALS OF STATISTICS, 43(2), 519–545.

A SMOOTH BLOCK BOOTSTRAP FOR STATISTICAL FUNCTIONALS AND TIME SERIES

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

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.

Central limit theorems for long range dependent spatial linear processes

BERNOULLI, 22(1), 345–375.

Comment

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

On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property

JOURNAL OF ECONOMETRICS, 186(2), 317–324.

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

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

Comment

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

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

Cham: Springer.

Preface to the Professor Kesar Singh Memorial Issue

Statistical Methodology, 20, 1.

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.

Significance tests for functional data with complex dependence structure

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

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

Berlin: Springer.

A NONSTANDARD EMPIRICAL LIKELIHOOD FOR TIME SERIES

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

A Progressive Block Empirical Likelihood Method for Time Series

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

A review of empirical likelihood methods for time series

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

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).

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.

Block Bootstraps for Time Series With Fixed Regressors

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

Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets

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

From data to constraints

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

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

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

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

TEST, 20(3), 491–496.

Strong consistency of Lasso estimators

Sankhya A, 73(1), 55–78.

Resampling-based bias-corrected time series prediction

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

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

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

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.

Bootstrapping the Empirical Distribution Function of a Spatial Process

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

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

Econometric Theory, 21(06).

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.

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.