This volume highlights Prof. Hira Koul’s achievements in many areas of Statistics, including Asymptotic theory of statistical inference, Robustness, Weighted empirical processes and their applications, Survival Analysis, Nonlinear time series and Econometrics, among others. Chapters are all original papers that explore the frontiers of these areas and will assist researchers and graduate students working in Statistics, Econometrics and related areas. Prof. Hira Koul was the first Ph.D. student of Prof. Peter Bickel. His distinguished career in Statistics includes the receipt of many prestigious awards, including the Senior Humbolt award (1995), and dedicated service to the profession through editorial work for journals and through leadership roles in professional societies, notably as the past president of the International Indian Statistical Association. Prof. Hira Koul has graduated close to 30 Ph.D. students, and made several seminal contributions in about 125 innovative research papers. The long list of his distinguished collaborators is represented by the contributors to this volume.
Author(s): Soumendra Lahiri, Anton Schick (auth.), Soumendra Lahiri, Anton Schick, Ashis SenGupta, T.N. Sriram (eds.)
Series: Springer Proceedings in Mathematics & Statistics 68
Edition: 1
Publisher: Springer International Publishing
Year: 2014
Language: English
Pages: 396
Tags: Statistical Theory and Methods; Applications of Mathematics; Statistics, general
Front Matter....Pages i-xi
Professor Hira Lal Koul’s Contribution to Statistics....Pages 1-7
Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool....Pages 9-28
Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators....Pages 29-39
Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding....Pages 41-67
A Note on Nonparametric Estimation of a Bivariate Survival Function Under Right Censoring....Pages 69-84
On Equality in Distribution of Ratios $\boldsymbol{X\!{/}(X}{+}\boldsymbol{Y)}$ and $\boldsymbol{Y\!{/}(X}{+}\boldsymbol{Y)}$ ....Pages 85-90
Nonparametric Distribution-Free Model Checks for Multivariate Dynamic Regressions....Pages 91-117
Ridge Autoregression R-Estimation: Subspace Restriction....Pages 119-136
On Hodges and Lehmann’s “6/π Result”....Pages 137-153
Fiducial Theory for Free-Knot Splines....Pages 155-189
An Empirical Characteristic Function Approach to Selecting a Transformation to Symmetry....Pages 191-202
Averaged Regression Quantiles....Pages 203-216
A Study of One Null Array of Random Variables....Pages 217-226
Frailty, Profile Likelihood, and Medfly Mortality....Pages 227-237
Comparison of Autoregressive Curves Through Partial Sums of Quasi-Residuals....Pages 239-256
Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods....Pages 257-277
On the Computation of R-Estimators....Pages 279-288
Multiple Change-Point Detection in Piecewise Exponential Hazard Regression Models with Long-Term Survivors and Right Censoring....Pages 289-304
How to Choose the Number of Gradient Directions for Estimation Problems from Noisy Diffusion Tensor Data....Pages 305-310
Efficient Estimation in Two-Sided Truncated Location Models....Pages 311-327
Semiparametric Analysis of Treatment Effect via Failure Probability Ratio and the Ratio of Cumulative Hazards....Pages 329-351
Inference for the Standardized Median....Pages 353-363
Efficient Quantile Regression with Auxiliary Information....Pages 365-374
Nonuniform Approximations for Sums of Discrete m -Dependent Random Variables....Pages 375-393
Back Matter....Pages 395-396
