Professor Hira Lal Koul’s Contribution to Statistics

作者: Soumendra Lahiri , Anton Schick , Ashis SenGupta , T.N. Sriram

DOI: 10.1007/978-3-319-02651-0_1

关键词:

摘要: Professor Hira Koul received his Ph.D. in Statistics from the University of California, Berkeley 1967 under supervision Peter Bickel. He has unique distinction being first doctoral student True to training at Berkeley, initial years research career, he focused on developing asymptotic theory statistical inference. pioneered approach Asymptotic Uniform Linearity (AUL) as a theoretical tool for studying properties empirical process based residuals semiparametric model. This been widely employed by several authors tests composite hyptheses, and particularly powerful deriving limit laws goodness-of-fit tests. At around same time, also developed weighted processes which played fundamental role study distribution robust estimators (e.g., Rank-based M-estimators) linear regression models. An elegant account independent well dependent random variables is given monographs topic

参考文章(105)
Hira L. Koul, Asymptotics of M-estimators in non-linear regression with long-range dependent errors Athens Conference on Applied Probability and Time Series Analysis. pp. 272- 290 ,(1996) , 10.1007/978-1-4612-2412-9_20
Hira L. Koul, Donatas Surgailis, Asymptotic Expansion of the Empirical Process of Long Memory Moving Averages Birkhäuser, Boston, MA. pp. 213- 239 ,(2002) , 10.1007/978-1-4612-0099-4_7
Hira L. Koul, Liudas Giraitis, Donatas Surgailis, Large Sample Inference for Long Memory Processes ,(2011)
Murad S Taqqu, Paul Doukhan, Georges Oppenheim, Theory and applications of long-range dependence Birkhäuser. ,(2003)
Miodrag Lovric, International encyclopedia of statistical science Springer. ,(2011)
Hira L. Koul, Donatas Surgailis, Asymptotic Normality of the Whittle Estimator in Linear Regression Models with Long Memory Errors Statistical Inference for Stochastic Processes. ,vol. 3, pp. 129- 147 ,(2000) , 10.1023/A:1009999607588
Hira L. Koul, V. Susarla, John Van Ryzin, Multistep estimation of regression coefficients in a linear model with censored survival data Institute of Mathematical Statistics. pp. 85- 100 ,(1982) , 10.1214/LNMS/1215464842
Hira L. Koul, V. Susarla, A limit theorem for testing with randomly censored data Institute of Mathematical Statistics. pp. 189- 205 ,(1982) , 10.1214/LNMS/1215464849
Hira L. Koul, Xiaoyu Li, A class of minimum distance estimators in AR(p) models with infinite error variance Institute of Mathematical Statistics. pp. 143- 152 ,(2010) , 10.1214/10-IMSCOLL715