Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Ashis K. Gangopadhyay"'
Numerous studies have shown that individuals with dementia have exhibited activation of inflammatory pathways in their brains. Typically, these studies use traditional and well-established regression methods for data analysis. In this paper, a new ap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b7976a0fa7f18ddc0b0971f1c232ec7c
https://doi.org/10.1101/2022.10.28.514320
https://doi.org/10.1101/2022.10.28.514320
Autor:
Jianing Di, Ashis K. Gangopadhyay
Publikováno v:
Sankhya B. 77:1-26
In the last twenty years, following the introduction of the ARCH and GARCH models, there has been wide-ranging research that extends the models to capture various nuances of financial data. One key area of research generalizes the models to capture t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a561e27d1adcdb9fed319c6ddfe2d8f
https://doi.org/10.1007/s13571-014-0094-7
https://doi.org/10.1007/s13571-014-0094-7
Autor:
Jianing Di, Ashis K. Gangopadhyay
Publikováno v:
Journal of Financial Econometrics. 12(2):382-407
In maximum likelihood estimation, the real but unknown innovation distribution is often replaced by a nonparametric estimate, and thus the estimation procedure becomes semiparametric. These semiparametric approaches generally involve two steps: the f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62fb892f0f0d229954ec532092a4eada
http://hdl.handle.net/10.1093/jjfinec/nbt013
http://hdl.handle.net/10.1093/jjfinec/nbt013
Publikováno v:
Statistics in Medicine. 31:1517-1530
We present a nonparametric test to validate surrogate endpoints based on measure of divergence and random permutation. This test is a proposal to directly verify the Prentice statistical definition of surrogacy. The test does not impose distributiona
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d80a6f1eb6f8e5bc6ed269c24266bc6
https://doi.org/10.1002/sim.4500
https://doi.org/10.1002/sim.4500
Autor:
Ashis K. Gangopadhyay, Jianing Di
Publikováno v:
The Econometrics Journal. 14:257-277
Summary Financial time series exhibit time-varying volatilities and non-Gaussian distributions. There has been considerable research on the GARCH models for dealing with these issues related to financial data. Since in practice the true error distrib
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::499ab1aacfecb7bab8525d3161f9db98
https://doi.org/10.1111/j.1368-423x.2010.00337.x
https://doi.org/10.1111/j.1368-423x.2010.00337.x
Publikováno v:
Journal of Nonparametric Statistics. 14:141-153
A Bayesian method of estimating the power spectra of stationary random processes is proposed. Initially we estimate the true spectra via the log periodogram but due to the inadequacies of the periodogram when the true spectrum has a high dynamic rang
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4ffe9f01421013e3a67a1753ea3064d
https://doi.org/10.1080/10485250211389
https://doi.org/10.1080/10485250211389
Autor:
Ashis K. Gangopadhyay, Kin Cheung
Publikováno v:
Journal of Nonparametric Statistics. 14:655-664
In data driven bandwidth selection procedures for density estimation such as least squares cross validation and biased cross validation, the choice of a single global bandwidth is too restrictive. It is however reasonable to assume that the bandwidth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5eb44be2396ff19a080fa726f1c36b92
https://doi.org/10.1080/10485250215320
https://doi.org/10.1080/10485250215320
Publikováno v:
Journal of Statistical Planning and Inference. 75:281-290
In this paper, we discuss two estimators of the spectral density, which are based on certain asymptotic representations of the periodogram of a stationary time series. These asymptotic representations lead to local linear models. The parameters of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c2098bc354c0b42d814fea1ec52f5d84
https://doi.org/10.1016/s0378-3758(98)00148-7
https://doi.org/10.1016/s0378-3758(98)00148-7
Publikováno v:
Journal of Nonparametric Statistics. 8:237-252
Entropy as a measure of uncertainty is no longer restricted to the domain of communication theory. It is being used in several branches of statistics. In this paper we consider nonparametric methods of estimation of entropy. Using nonparametric metho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f250b47f25d640f6f47fc429ff4363f
https://doi.org/10.1080/10485259708832722
https://doi.org/10.1080/10485259708832722
Autor:
Ashis K. Gangopadhyay
Publikováno v:
Statistics & Probability Letters. 25:163-170
Suppose ( X 1 , Z 1 ),…,( X n , Z n ) are i.i.d. as ( X , Z ). Let M nk be the maximum of all Z i 's for which X t is among the k -nearest neighbors of x 0 . It is shown that M nk has the same asymptotic distribution as the maximum of k i.i.d. copi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a429fd10018131777b26729f8af7daef
https://doi.org/10.1016/0167-7152(94)00218-w
https://doi.org/10.1016/0167-7152(94)00218-w