Soumendra Nath Lahiri

Works (50)

Updated: September 19th, 2023 05:01

2023 article

Stationary Jackknife

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

By: W. Zhou n & S. Lahiri*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Stationary jackknife; variance estimation; consistency; moving block jackknife
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. Bennettโ€‰ n, D. Martin n & S. Lahiri*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Markov chains; Model selection; Bayesian nonparametrics
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), 116โ€“142.

By: A. Chakraborty*, S. Lahiri* & A. Wilson*โ€‰

author keywords: Veracity score; geostatistics; robust kriging; hyperlocal spatial prediction
Sources: Web Of Science, ORCID
Added: May 8, 2020

2020 journal article

A general frequency domain method for assessing spatial covariance structures

BERNOULLI, 26(4), 2463โ€“2487.

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

author keywords: confidence sets; spatial periodogram; spatial testing; spectral moment conditions; stochastic sampling
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), 821โ€“833.

By: D. Leeโ€‰*, S. Lahiri n & S. Sinhaโ€‰*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Bootstrap; characteristic function; chi-square; Gaussian process; power; two-sample test
MeSH headings : Computer Simulation; Nutrition Surveys
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), 1848โ€“1874.

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

author keywords: Empirical likelihood; marginal testing; variable selection consistency
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, 211โ€“248.

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

co-author countries: Denmark ๐Ÿ‡ฉ๐Ÿ‡ฐ United Kingdom of Great Britain and Northern Ireland ๐Ÿ‡ฌ๐Ÿ‡ง United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Many moment inequalities; Self-normalizing sum; Multiplier bootstrap; Empirical bootstrap; Lasso; Inequality selection
Source: Web Of Science
Added: January 6, 2020

2019 journal article

Distributional consistency of the lasso by perturbation bootstrap

BIOMETRIKA, 106(4), 957โ€“964.

By: D. Dasโ€‰* & S. Lahiri n

co-author countries: India ๐Ÿ‡ฎ๐Ÿ‡ณ United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Distributional consistency; Lasso; Paired bootstrap; Perturbation bootstrap; Residual bootstrap
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), 447โ€“466.

By: S. Lahiri n, U. Dasโ€‰* & D. Nordman*

co-author countries: India ๐Ÿ‡ฎ๐Ÿ‡ณ United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Geweke-Porter-Hudak estimator; long memory; M-estimators; non-central limit theorems; Wiener-Ito integrals
Source: Web Of Science
Added: July 1, 2019

2019 journal article

PERTURBATION BOOTSTRAP IN ADAPTIVE LASSO

ANNALS OF STATISTICS, 47(4), 2080โ€“2116.

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

author keywords: Alasso; naive perturbation bootstrap; modified perturbation bootstrap; second-order correctness; oracle
Source: Web Of Science
Added: June 17, 2019

2019 journal article

Quality Control of Quantitative High Throughput Screening Data

FRONTIERS IN GENETICS, 10.

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: ANOVA; clustering; concentration-response; potency; quantitative high throughput screening; toxicological response
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), 654โ€“682.

By: D. Das & S. Lahiri*

author keywords: Edgeworth expansion; generalized bootstrap; M-estimation; perturbation bootstrap; residual bootstrap; SOC; Studentization; wild bootstrap
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), 1138โ€“1166.

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

author keywords: Kernel smoothing; jackknife after bootstrap; moving blocks; tapering; value at risk
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), 2591โ€“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), 241โ€“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), 380โ€“401.

By: Y. Kimโ€‰*, S. Lahiri n & D. Nordman*

co-author countries: Korea (Republic of) ๐Ÿ‡ฐ๐Ÿ‡ท United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Bandwidth; frequency domain; kernel estimation; long-memory parameter; periodogram
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, 173โ€“221.

By: S. Lahiri n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Increasing domain asymptotics; Infill sampling; Random field; Resampling method; Strong mixing; Spatial sampling design
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, 109โ€“114.

By: M. Van Hala*, S. Bandyopadhyayโ€‰*, S. Lahiri n & D. Nordman*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Discrete Fourier transform; Frequency domain empirical likelihood; Periodogram; Stochastic sampling
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. Ozaltinโ€‰ & 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. 35โ€“40.

By: D. Nordman n & S. Lahiri n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Web Of Science
Added: August 6, 2018

2016 journal article

Central limit theorems for long range dependent spatial linear processes

BERNOULLI, 22(1), 345โ€“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), 519โ€“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
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), 442โ€“461.

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

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: L-estimators; M-estimators; sample quantiles; tapered block bootstrap; JEL Primary 62G09; Secondary 62G20; 62J05; 62M10
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), 837โ€“849.

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

author keywords: Copy number variation; Heteroscedasticity; Large p
Source: Web Of Science
Added: August 6, 2018

2015 journal article

Comment

Journal of the American Statistical Association, 110(512), 1434โ€“1438.

By: A. Chatterjeeโ€‰* & S. Lahiri*

co-author countries: Norway ๐Ÿ‡ณ๐Ÿ‡ด
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), 317โ€“324.

By: A. Chatterjeeโ€‰*, S. Gupta n & S. Lahiri n

co-author countries: India ๐Ÿ‡ฎ๐Ÿ‡ณ United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Asymptotic uniform linearity; Brownian bridge; Oracle property; Prediction intervals; Regularization; Weak convergence
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, 1โ€“13.

By: A. Staicu nโ€‰, S. Lahiri n & R. Carrollโ€‰*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Block bootstrap; Functional data; Group mean testing; Hierarchical modeling; Significance tests; Spatially correlated curves
Sources: Web Of Science, ORCID
Added: August 6, 2018

2014 review

A review of empirical likelihood methods for time series

[Review of ]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 155, 1โ€“18.

By: D. Nordman* & S. Lahiri n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Blocking; Frequency domain; GARCH; High dimensional data; Kullback-Leibler distance; Long range dependence; Mahalanobis distance; Markov chains; Spatial data; Tapering; Whittle estimation
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. 1013โ€“1015.

By: S. Gupta* & S. Lahiri*

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 Koulโ€™s Contribution to Statistics

In S. Lahiri, A. Schick, A. SenGupta, & T. Sriram (Eds.), Contemporary Developments in Statistical Theory (pp. 1โ€“7).

By: S. Lahiri n, A. Schick, A. SenGuptaโ€‰* & T. Sriram

co-author countries: India ๐Ÿ‡ฎ๐Ÿ‡ณ United States of America ๐Ÿ‡บ๐Ÿ‡ธ

Ed(s): S. Lahiri n, A. Schick, A. SenGuptaโ€‰* & 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, 40โ€“62.

By: A. DasGuptaโ€‰*, S. Lahiri n & J. Stoyanov*

co-author countries: United Kingdom of Great Britain and Northern Ireland ๐Ÿ‡ฌ๐Ÿ‡ง United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Standard normal; Maximum; Mean; Median; Bounds; False discovery; Sparse; Mixture
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), 3050โ€“3073.

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

author keywords: Brownian motion; confidence regions; stationarity; weak dependence
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), 1506โ€“1516.

By: Y. Kimโ€‰*, S. Lahiri n & D. Nordman*

co-author countries: Japan ๐Ÿ‡ฏ๐Ÿ‡ต United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Arithmetic progression; Blockwise empirical likelihood; Cressie-Read family; Stationarity; Weak dependence
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), 1232โ€“1259.

By: A. Chatterjee & S. Lahiri*

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), 233โ€“246.

By: D. Nordman* & S. Lahiri*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
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), 378โ€“392.

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Bootstrap; Hierarchical clustering; k-means algorithm; Overlap; Prohorov metric; p-value quantitation map; q-value quantitation map
Source: Crossref
Added: December 19, 2020

2012 conference paper

From data to constraints

AIP Conference Proceedings, 1443(1), 32โ€“39.

By: S. Mukhopadhyayโ€‰*, E. Parzen* & S. Lahiri*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ

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
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), 229โ€“244.

By: D. Nordman* & S. Lahiri*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
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), 491โ€“496.

By: S. Lahiri* & S. Mukhopadhyayโ€‰*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Crossref
Added: March 7, 2021

2011 journal article

Strong consistency of Lasso estimators

Sankhya A, 73(1), 55โ€“78.

By: A. Chatterjeeโ€‰* & S. Lahiri*

co-author countries: India ๐Ÿ‡ฎ๐Ÿ‡ณ United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Crossref
Added: March 7, 2021

2010 journal article

Resampling-based bias-corrected time series prediction

Journal of Statistical Planning and Inference, 140(12), 3775โ€“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), 292โ€“321.

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

co-author countries: Korea (Republic of) ๐Ÿ‡ฐ๐Ÿ‡ท United States of America ๐Ÿ‡บ๐Ÿ‡ธ
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), 107โ€“145.

By: J. Zhuโ€‰* & S. Lahiri*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Crossref
Added: March 7, 2021

2007 journal article

Normal approximation to the hypergeometric distribution in nonstandard cases and a sub-Gaussian Berryโ€“Esseen theorem

Journal of Statistical Planning and Inference, 137(11), 3570โ€“3590.

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
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*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
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), 225โ€“250.

By: S. Lahiri* & K. Mukherjee*

co-author countries: Singapore ๐Ÿ‡ธ๐Ÿ‡ฌ United States of America ๐Ÿ‡บ๐Ÿ‡ธ
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 Cramรฉr-type conditions and an application to the bootstrap

Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics, 62(3), 361โ€“370.

By: I. Karabulut & S. Lahiri*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: bootstrap; Cramer's condition; edgeworth expansion; M-estimators; regression
Source: Crossref
Added: March 7, 2021

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