Zobrazeno 1 - 10
of 181
pro vyhledávání: '"Koul, Hira L."'
Publikováno v:
Essays in Honor of Joon Y. Park: Econometric Theory
This paper provides an alternative to penalized estimators for estimation and vari- able selection in high dimensional linear regression models with measurement error or missing covariates. We propose estimation via bias corrected least squares after
Externí odkaz:
http://arxiv.org/abs/1605.03154
This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose two tests whose consistency rates do not depend on the dimension of the
Externí odkaz:
http://arxiv.org/abs/1604.08294
Publikováno v:
Bernoulli 2016, Vol. 22, No. 2, 1093-1112
As was shown recently, the measurement errors in regressors affect only the power of the rank test, but not its critical region. Noting that, we study the effect of measurement errors on R-estimators in linear model. It is demonstrated that while an
Externí odkaz:
http://arxiv.org/abs/1411.3609
Publikováno v:
Statistica Sinica, 2019 Jan 01. 29(3), 1511-1534.
Externí odkaz:
https://www.jstor.org/stable/26706012
Autor:
Giraitis, Liudas, Koul, Hira L.
Publikováno v:
Bernoulli 2013, Vol. 19, No. 5B, 2389-2413
We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions of quadrati
Externí odkaz:
http://arxiv.org/abs/1312.4691
Publikováno v:
Annals of Statistics 2012, Vol. 40, No. 6, 3031-3049
This paper gives a general method for deriving limiting distributions of complete case statistics for missing data models from corresponding results for the model where all data are observed. This provides a convenient tool for obtaining the asymptot
Externí odkaz:
http://arxiv.org/abs/1302.4605
Autor:
Khmaladze, Estate V., Koul, Hira L.
Publikováno v:
Annals of Statistics 2009, Vol. 37, No. 6A, 3165-3185
This paper discusses asymptotically distribution free tests for the classical goodness-of-fit hypothesis of an error distribution in nonparametric regression models. These tests are based on the same martingale transform of the residual empirical pro
Externí odkaz:
http://arxiv.org/abs/0909.0170
Autor:
Koul, Hira L., Song, Weixing
Publikováno v:
Annals of Statistics 2009, Vol. 37, No. 1, 132-156
Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on minimized integrated square distances between a nonparametric regressio
Externí odkaz:
http://arxiv.org/abs/0902.4827
Autor:
Guo, Hongwen, Koul, Hira L.
Publikováno v:
Annals of Statistics 2008, Vol. 36, No. 1, 458-487
This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric heteroscedastic LM moving average errors. In the simple linear regressi
Externí odkaz:
http://arxiv.org/abs/0803.2121