| Year |
Citation |
Score |
| 2016 |
Jureekova J, Koul HL, Navratil R, Picek J. Behavior of Restimators under measurement errors Bernoulli. 22: 1093-1112. DOI: 10.3150/14-BEJ687 |
1 |
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| 2016 |
Koul HL, Mimoto N, Surgailis D. A goodness-of-fit test for marginal distribution of linear random fields with long memory Metrika. 79: 165-193. DOI: 10.1007/s00184-015-0550-z |
1 |
|
| 2015 |
Kaul A, Koul HL. Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models Journal of Multivariate Analysis. 140: 72-91. DOI: 10.1016/j.jmva.2015.04.009 |
1 |
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| 2015 |
Koul HL, Zhu X. Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models Journal of Multivariate Analysis. 137: 141-160. DOI: 10.1016/j.jmva.2015.02.009 |
1 |
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| 2014 |
Koul HL, Song W. Simulation extrapolation estimation in parametric models with laplace measurement error Electronic Journal of Statistics. 1973-1995. DOI: 10.1214/14-EJS941 |
1 |
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| 2014 |
Dalla V, Giraitis L, Koul HL. Studentizing weighted sums of linear processes Journal of Time Series Analysis. 35: 151-172. DOI: 10.1111/jtsa.12056 |
1 |
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| 2014 |
Abadir KM, Distaso W, Giraitis L, Koul HL. Asymptotic normality for weighted sums of linear processes Econometric Theory. 30: 252-284. DOI: 10.1017/S0266466613000182 |
1 |
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| 2014 |
Koul HL, Song W. Minimum distance partial linear regression model checking with Berkson measurement errors Journal of Statistical Planning and Inference. DOI: 10.1016/j.jspi.2016.01.007 |
1 |
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| 2014 |
Koul HL, Song W, Liu S. Model checking in Tobit regression via nonparametric smoothing Journal of Multivariate Analysis. 125: 36-49. DOI: 10.1016/j.jmva.2013.11.017 |
1 |
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| 2014 |
Koul HL, Surgailis D, Mimoto N. Minimum distance lack-of-fit tests under long memory errors Metrika. DOI: 10.1007/s00184-014-0492-x |
1 |
|
| 2013 |
Giraitis L, Koul HL. On asymptotic distributions of weighted sums of periodograms Bernoulli. 19: 2389-2413. DOI: 10.3150/12-BEJ456 |
1 |
|
| 2013 |
Koul HL, Song W. Large sample results for varying kernel regression estimates Journal of Nonparametric Statistics. 25: 829-853. DOI: 10.1080/10485252.2013.810742 |
1 |
|
| 2013 |
Koul HL, Mimoto N, Surgailis D. Goodness-of-fit tests for long memory moving average marginal density Metrika. 76: 205-224. DOI: 10.1007/s00184-012-0383-y |
1 |
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| 2012 |
Koul HL, Müller UU, Schick A. The transfer principle: A tool for complete case analysis Annals of Statistics. 40: 3031-3049. DOI: 10.1214/12-AOS1061 |
1 |
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| 2012 |
Giraitis L, Koul HL, Surgailis D. Large sample inference for long memory processes Large Sample Inference For Long Memory Processes. 1-577. DOI: 10.1142/P591 |
1 |
|
| 2012 |
Koul HL, Perera I, Silvapulle MJ. Lack-of-fit testing of the conditional mean function in a class of markov multiplicative error models Econometric Theory. 28: 1283-1312. DOI: 10.1017/S0266466612000102 |
1 |
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| 2012 |
Koul HL, Mimoto N. A goodness-of-fit test for GARCH innovation density Metrika. 75: 127-149. DOI: 10.1007/s00184-010-0318-4 |
1 |
|
| 2011 |
Koul HL. Minimum distance lack-of-fit tests for fixed design Journal of Statistical Planning and Inference. 141: 65-79. DOI: 10.1016/j.jspi.2010.05.019 |
1 |
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| 2010 |
Koul HL, Surgailis D. Goodness-of-fit testing under long memory Journal of Statistical Planning and Inference. 140: 3742-3753. DOI: 10.1016/j.jspi.2010.04.039 |
1 |
|
| 2010 |
Koul HL, Song W. Conditional variance model checking Journal of Statistical Planning and Inference. 140: 1056-1072. DOI: 10.1016/j.jspi.2009.10.008 |
1 |
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| 2010 |
Koul HL, Song W. Model checking in partial linear regression models with berkson measurement errors Statistica Sinica. 20: 1551-1579. |
1 |
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| 2009 |
Khmaladze EV, Koul HL. Goodness-of-fit problem for errors in nonparametric regression: Distribution free approach Annals of Statistics. 37: 3165-3185. DOI: 10.1214/08-AOS680 |
1 |
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| 2009 |
Koul HL, Song W. Minimum distance regression model checking with berkson measurement errors Annals of Statistics. 37: 132-156. DOI: 10.1214/07-AOS565 |
1 |
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| 2009 |
Koul HL, Surgailis D. Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design Journal of Statistical Planning and Inference. 139: 2715-2730. DOI: 10.1016/j.jspi.2008.12.011 |
1 |
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| 2009 |
Jurečková J, Koul HL, Picek J. Testing the tail index in autoregressive models Annals of the Institute of Statistical Mathematics. 61: 579-598. DOI: 10.1007/s10463-007-0155-z |
1 |
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| 2008 |
Guo H, Koul HL. Asymptotic inference in some heteroscedastic regression models with long memory design and errors Annals of Statistics. 36: 458-487. DOI: 10.1214/009053607000000686 |
1 |
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| 2008 |
Koul HL, Song W. Regression model checking with Berkson measurement errors Journal of Statistical Planning and Inference. 138: 1615-1628. DOI: 10.1016/j.jspi.2007.05.048 |
1 |
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| 2008 |
Koul HL, Surgailis D. Testing a sub-hypothesis in linear regression models with long memory covariates and errors Applications of Mathematics. 53: 235-248. DOI: 10.1007/s10492-008-0007-z |
1 |
|
| 2008 |
Genton MG, Koul HL. Minimum distance inference in unilateral autoregressive lattice processes Statistica Sinica. 18: 617-631. |
1 |
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| 2007 |
Koul HL, Akritas M, Schick A. Preface Statistics and Probability Letters. 77: v-vi. DOI: 10.1016/j.spl.2007.03.028 |
1 |
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| 2007 |
Guo H, Koul HL. Nonparametric regression with heteroscedastic long memory errors Journal of Statistical Planning and Inference. 137: 379-404. DOI: 10.1016/j.jspi.2006.01.016 |
1 |
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| 2006 |
Koul HL, Ling S. Fitting an error distribution in some heteroscedastic time series models Annals of Statistics. 34: 994-1012. DOI: 10.1214/009053606000000191 |
1 |
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| 2006 |
Fan J, Koul HL. Frontiers in statistics: Dedicated to Peter John Bickel in honor of his 65th birthday Frontiers in Statistics: Dedicated to Peter John Bickel in Honor of His 65th Birthday. 1-523. DOI: 10.1142/P459 |
0.48 |
|
| 2006 |
Koul HL. Model diagnostics via martingale transforms: A brief review Frontiers in Statistics: Dedicated to Peter John Bickel in Honor of His 65th Birthday. 183-206. DOI: 10.1142/9781860948886_0009 |
1 |
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| 2006 |
Stute W, Presedo Quindimil M, González Manteiga W, Koul HL. Model checks of higher order time series Statistics and Probability Letters. 76: 1385-1396. DOI: 10.1016/j.spl.2006.02.009 |
1 |
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| 2006 |
Koul HL, Yi T. Goodness-of-fit testing in interval censoring case 1 Statistics and Probability Letters. 76: 709-718. DOI: 10.1016/j.spl.2005.10.002 |
1 |
|
| 2005 |
Koul HL, Sakhanenko L. Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation Statistics and Probability Letters. 74: 290-302. DOI: 10.1016/j.spl.2005.04.053 |
1 |
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| 2005 |
Koul HL, Stute W, Li F. Model diagnosis for setar time series Statistica Sinica. 15: 795-817. |
1 |
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| 2004 |
Khmaladze EV, Koul HL. Martingale transforms goodness-of-fit tests in regression models Annals of Statistics. 32: 995-1034. DOI: 10.1214/009053604000000274 |
1 |
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| 2004 |
Koul HL, Baillie RT, Surgailis D. Regression model fitting with a long memory covariate process Econometric Theory. 20: 485-512. DOI: 10.1017/S0266466604203036 |
1 |
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| 2003 |
Koul HL, Schick A. Testing for superiority among two regression curves Journal of Statistical Planning and Inference. 117: 15-33. DOI: 10.1016/S0378-3758(02)00364-6 |
1 |
|
| 2003 |
Koul HL, Qian L, Surgailis D. Asymptotics of M-estimators in two-phase linear regression models Stochastic Processes and Their Applications. 103: 123-154. DOI: 10.1016/S0304-4149(02)00185-0 |
1 |
|
| 2003 |
Koul HL, Baillie RT. Asymptotics of M-estimators in non-linear regression with long memory designs Statistics and Probability Letters. 61: 237-252. DOI: 10.1016/S0167-7152(02)00354-1 |
1 |
|
| 2002 |
Koul HL, Qian L. Asymptotics of maximum likelihood estimator in a two-phase linear regression model Journal of Statistical Planning and Inference. 108: 99-119. DOI: 10.1016/S0378-3758(02)00273-2 |
1 |
|
| 2002 |
Koul HL. Asymptotic distributions of some scale estimators in nonlinear models Metrika. 55: 75-90. DOI: 10.1007/s001840200188 |
1 |
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| 2001 |
Koul HL, Surgailis D. Asymptotics of empirical processes of long memory moving averages with infinite variance Stochastic Processes and Their Applications. 91: 309-336. DOI: 10.1016/S0304-4149(00)00065-X |
1 |
|
| 2000 |
Koul HL, Surgailis D. Second-order behavior of M-estimators in linear regression with long-memory errors Journal of Statistical Planning and Inference. 91: 399-412. |
1 |
|
| 1999 |
Koul HL, Schick A. Inference about the ratio of scale parameters in a two-sample setting with current status data Statistics and Probability Letters. 45: 359-369. |
1 |
|
| 1999 |
Koul HL, Stute W. Nonparametric model checks for time series Annals of Statistics. 27: 204-236. |
1 |
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| 1998 |
Koul HL, Stute W. Regression model fitting with long memory errors Journal of Statistical Planning and Inference. 71: 35-56. |
1 |
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| 1997 |
Koul HL, Schick A. Testing for the equality of two nonparametric regression curves Journal of Statistical Planning and Inference. 65: 293-314. |
1 |
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| 1997 |
Koul HL, Surgailis D. Asymptotic expansion of M-estimators with long-memory errors Annals of Statistics. 25: 818-850. |
1 |
|
| 1997 |
Hall P, Koul HL, Turlach BA. Note on convergence rates of semiparametric estimators of dependence index Annals of Statistics. 25: 1725-1739. |
1 |
|
| 1996 |
Giraitis L, Koul HL, Surgailis D. Asymptotic normality of regression estimators with long memory errors Statistics and Probability Letters. 29: 317-335. DOI: 10.1016/0167-7152(95)00188-3 |
1 |
|
| 1996 |
Koul HL. Asymptotics of some estimators and sequential residual empiricals in nonlinear time series Annals of Statistics. 24: 380-404. |
1 |
|
| 1996 |
Koul HL, Schick A. Adaptive estimation in a random coefficient autoregressive model Annals of Statistics. 24: 1025-1052. |
1 |
|
| 1995 |
Koul HL, Zhu Z. Bahadur-Kiefer representations for GM-estimators in autoregression models Stochastic Processes and Their Applications. 57: 167-189. DOI: 10.1016/0304-4149(95)00008-U |
1 |
|
| 1994 |
Koul HL, Mukherjee K. Regression Quantiles and Related Processes Under Long Range Dependent Errors Journal of Multivariate Analysis. 51: 318-337. DOI: 10.1006/jmva.1994.1065 |
1 |
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| 1994 |
Koul HL, Lahiri SN. On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models Journal of Multivariate Analysis. 49: 255-265. DOI: 10.1006/jmva.1994.1025 |
1 |
|
| 1993 |
Koul HL, Mukherjee K. Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors Probability Theory and Related Fields. 95: 535-553. DOI: 10.1007/BF01196733 |
1 |
|
| 1992 |
Koul HL. M-estimators in linear models with long range dependent errors Statistics and Probability Letters. 14: 153-164. DOI: 10.1016/0167-7152(92)90079-K |
1 |
|
| 1991 |
Koul HL, Sen PK. Weak convergence of a weighted residual empirical process in autoregression Statistics and Risk Modeling. 9: 235-262. DOI: 10.1524/strm.1991.9.3.235 |
1 |
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| 1991 |
Koul HL. A weak convergence result useful in robust autoregression Journal of Statistical Planning and Inference. 29: 291-308. DOI: 10.1016/0378-3758(91)90005-Y |
1 |
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| 1989 |
Koul HL. A quadraticity limit theorem useful in linear models Probability Theory and Related Fields. 82: 371-386. DOI: 10.1007/BF00339993 |
1 |
|
| 1985 |
Koul HL, Sen PK. On a Kolmogorov-Smirnov type aligned test in linear regression Statistics and Probability Letters. 3: 111-115. DOI: 10.1016/0167-7152(85)90046-X |
1 |
|
| 1985 |
Koul HL. Minimum distance estimation in linear regression with unknown error distributions Statistics and Probability Letters. 3: 1-8. DOI: 10.1016/0167-7152(85)90002-1 |
1 |
|
| 1983 |
Koul HL, Susarla V. Adaptive Estimation in Linear Regression Statistics and Risk Modeling. 1: 379-400. DOI: 10.1524/strm.1983.1.45.379 |
1 |
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| 1983 |
Basawa IV, Koul HL. Asymptotically minimax tests of composite hypotheses for nonergodic type processes Stochastic Processes and Their Applications. 14: 41-54. DOI: 10.1016/0304-4149(83)90045-5 |
1 |
|
| 1983 |
Koul HL, Susarla V. Estimators of scale parameters in linear regression Statistics and Probability Letters. 1: 273-277. DOI: 10.1016/0167-7152(83)90044-5 |
1 |
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| 1980 |
Koul HL, Susarla V. Testing for new better than used in expectation with incomplete data Journal of the American Statistical Association. 75: 952-956. DOI: 10.1080/01621459.1980.10477578 |
1 |
|
| 1979 |
Basawa IV, Koul HL. Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes Stochastic Processes and Their Applications. 9: 291-305. DOI: 10.1016/0304-4149(79)90051-6 |
1 |
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| 1978 |
Koul HL. Testing For New is Better Than Used In Expectation Communications in Statistics - Theory and Methods. 7: 685-701. DOI: 10.1080/03610927808827658 |
1 |
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| 1977 |
Koul HL. A Test for New Better than Used Communications in Statistics - Theory and Methods. 6: 563-573. DOI: 10.1080/03610927708827514 |
1 |
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| 1975 |
Koul HL. Asymptotic normality of H-L estimators based on dependent data Annals of the Institute of Statistical Mathematics. 27: 429-441. DOI: 10.1007/BF02504661 |
1 |
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| 1972 |
Koul HL, Staudte RG. Asymptotic normality of signed rank statistics Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 22: 293-300. DOI: 10.1007/BF00532489 |
1 |
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