Hira L. Koul - Publications

Affiliations: 
Michigan State University, East Lansing, MI 
Area:
Statistics

75 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

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
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
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
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
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
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
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
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
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
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
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
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
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
2010 Koul HL, Song W. Model checking in partial linear regression models with berkson measurement errors Statistica Sinica. 20: 1551-1579.  1
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
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
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
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
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
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
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
2007 Koul HL, Akritas M, Schick A. Preface Statistics and Probability Letters. 77: v-vi. DOI: 10.1016/j.spl.2007.03.028  1
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
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
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
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
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
2005 Koul HL, Stute W, Li F. Model diagnosis for setar time series Statistica Sinica. 15: 795-817.  1
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
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
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
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
1998 Koul HL, Stute W. Regression model fitting with long memory errors Journal of Statistical Planning and Inference. 71: 35-56.  1
1997 Koul HL, Schick A. Testing for the equality of two nonparametric regression curves Journal of Statistical Planning and Inference. 65: 293-314.  1
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
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
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
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
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
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
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
1977 Koul HL. A Test for New Better than Used Communications in Statistics - Theory and Methods. 6: 563-573. DOI: 10.1080/03610927708827514  1
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
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
Show low-probability matches.