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Hira L. Koul - Publications

Affiliations: 
Michigan State University, East Lansing, MI 
Area:
Statistics
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103/112 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
2020 Balakrishna N, Kim J, Koul HL. Lack-of-fit of a parametric measurement error AR(1) model Statistics & Probability Letters. 166: 108872. DOI: 10.1016/J.Spl.2020.108872  0.541
2020 Koul HL, Li F. Comparing two nonparametric regression curves in the presence of long memory in covariates and errors Metrika. 83: 499-517. DOI: 10.1007/S00184-019-00735-4  0.532
2019 Koul HL, Xie C, Zhu L. An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models Statistica Sinica. DOI: 10.5705/Ss.202017.0248  0.464
2019 Koul HL, Surgailis D. Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory Journal of Time Series Analysis. 40: 493-518. DOI: 10.1111/Jtsa.12451  0.545
2019 Geng P, Koul HL. Minimum distance model checking in Berkson measurement error models with validation data Test. 28: 879-899. DOI: 10.1007/S11749-018-0610-6  0.615
2018 Koul HL, Song W, Zhu X. Goodness-of-fit testing of error distribution in linear measurement error models The Annals of Statistics. 46: 2479-2510. DOI: 10.1214/17-Aos1627  0.649
2018 Koul HL, Surgailis D. Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance Journal of Time Series Analysis. 39: 273-298. DOI: 10.1111/Jtsa.12265  0.571
2017 Balakrishna N, Koul HL. Varying kernel marginal density estimator for a positive time series Journal of Nonparametric Statistics. 29: 531-552. DOI: 10.1080/10485252.2017.1324968  0.494
2017 Koul HL, Vellaisamy P. Asymptotic distributions of some robust scale estimators in explosive AR(1) model Statistics & Probability Letters. 126: 157-163. DOI: 10.1016/J.Spl.2017.03.007  0.508
2017 Geng P, Koul HL. Model checking in Tobit regression with measurement errors using validation data Journal of Statistical Planning and Inference. 190: 15-31. DOI: 10.1016/J.Jspi.2017.05.002  0.594
2017 Perera I, Koul HL. Fitting a two phase threshold multiplicative error model Journal of Econometrics. 197: 348-367. DOI: 10.1016/J.Jeconom.2016.12.002  0.495
2016 Jureekova J, Koul HL, Navratil R, Picek J. Behavior of Restimators under measurement errors Bernoulli. 22: 1093-1112. DOI: 10.3150/14-BEJ687  0.465
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  0.53
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  0.582
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  0.56
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  0.638
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  0.401
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  0.443
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  0.734
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  0.676
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  0.587
2013 Giraitis L, Koul HL. On asymptotic distributions of weighted sums of periodograms Bernoulli. 19: 2389-2413. DOI: 10.3150/12-Bej456  0.403
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  0.657
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  0.593
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  0.566
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  0.565
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  0.551
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  0.588
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  0.519
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  0.682
2010 Koul HL, Song W. Model checking in partial linear regression models with berkson measurement errors Statistica Sinica. 20: 1551-1579.  0.475
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  0.583
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  0.735
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  0.549
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  0.442
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  0.718
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  0.684
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  0.562
2008 Genton MG, Koul HL. Minimum distance inference in unilateral autoregressive lattice processes Statistica Sinica. 18: 617-631.  0.55
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  0.697
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  0.57
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  0.419
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  0.397
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  0.636
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  0.498
2005 Koul HL, Li F. Testing for superiority among two time series Statistical Inference For Stochastic Processes. 8: 109-135. DOI: 10.1007/S11203-003-8475-Y  0.508
2005 Koul HL, Stute W, Li F. Model diagnosis for setar time series Statistica Sinica. 15: 795-817.  0.466
2004 Khmaladze EV, Koul HL. Martingale transforms goodness-of-fit tests in regression models Annals of Statistics. 32: 995-1034. DOI: 10.1214/009053604000000274  0.533
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  0.519
2004 Koul HL, Ni P. Minimum distance regression model checking Journal of Statistical Planning and Inference. 119: 109-141. DOI: 10.1016/S0378-3758(02)00415-9  0.59
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  0.503
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  0.754
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  0.551
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  0.765
2002 Koul HL. Asymptotic distributions of some scale estimators in nonlinear models Metrika. 55: 75-90. DOI: 10.1007/S001840200188  0.575
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  0.502
2000 Koul HL, Surgailis D. Asymptotic Normality of the Whittle Estimator in Linear Regression Models with Long Memory Errors Statistical Inference For Stochastic Processes. 3: 129-147. DOI: 10.1023/A:1009999607588  0.537
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. DOI: 10.1016/S0378-3758(00)00190-7  0.573
1999 Koul HL, Stute W. Nonparametric model checks for time series Annals of Statistics. 27: 204-236. DOI: 10.1214/Aos/1018031108  0.498
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. DOI: 10.1016/S0167-7152(99)00078-4  0.526
1998 Koul HL, Stute W. Regression model fitting with long memory errors Journal of Statistical Planning and Inference. 71: 35-56. DOI: 10.1016/S0378-3758(98)00016-0  0.546
1997 Koul HL, Schick A. Efficient estimation in nonlinear autoregressive time-series models Bernoulli. 3: 247-277. DOI: 10.2307/3318592  0.526
1997 Koul HL, Surgailis D. Asymptotic expansion of M-estimators with long-memory errors Annals of Statistics. 25: 818-850. DOI: 10.1214/Aos/1031833675  0.514
1997 Hall P, Koul HL, Turlach BA. Note on convergence rates of semiparametric estimators of dependence index Annals of Statistics. 25: 1725-1739. DOI: 10.1214/Aos/1031594739  0.389
1997 Koul HL, Schick A. Testing for the equality of two nonparametric regression curves Journal of Statistical Planning and Inference. 65: 293-314. DOI: 10.1016/S0378-3758(97)00063-3  0.53
1997 Giraitis L, Koul H. Estimation of the dependence parameter in linear regression with long-range-dependent errors Stochastic Processes and Their Applications. 71: 207-224. DOI: 10.1016/S0304-4149(97)00061-6  0.572
1996 Koul HL. Asymptotics of some estimators and sequential residual empiricals in nonlinear time series Annals of Statistics. 24: 380-404. DOI: 10.1214/Aos/1033066216  0.553
1996 Koul HL, Schick A. Adaptive estimation in a random coefficient autoregressive model Annals of Statistics. 24: 1025-1052. DOI: 10.1214/Aos/1032526954  0.548
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  0.534
1995 Koul HL, Saleh AKME. Autoregression Quantiles and Related Rank-Scores Processes Annals of Statistics. 23: 670-689. DOI: 10.1214/Aos/1176324541  0.452
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  0.519
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  0.515
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  0.567
1993 Koul HL, Saleh AKME. R-Estimation of the Parameters of Autoregressive [Ar (p)] Models Annals of Statistics. 21: 534-551. DOI: 10.1214/Aos/1176349041  0.398
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  0.591
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  0.55
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  0.533
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  0.493
1990 Koul HL, Pflug GC. Weakly Adaptive Estimators in Explosive Autoregression Annals of Statistics. 18: 939-960. DOI: 10.1214/Aos/1176347634  0.426
1989 Koul HL, Levental S. Weak convergence of the residual empirical process in explosive autoregression Annals of Statistics. 17: 1784-1794. DOI: 10.1214/Aos/1176347395  0.537
1989 Koul HL. A quadraticity limit theorem useful in linear models Probability Theory and Related Fields. 82: 371-386. DOI: 10.1007/Bf00339993  0.523
1988 Schick A, Susarla V, Koul H. Efficient Estimation Of Functionals With Censored Data Statistics and Risk Modeling. 6: 349-360. DOI: 10.1524/Strm.1988.6.4.349  0.401
1986 Koul HL. Minimum Distance Estimation and Goodness-of-Fit Tests in First-Order Autoregression Annals of Statistics. 14: 1194-1213. DOI: 10.1214/Aos/1176350059  0.387
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  0.462
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  0.582
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  0.383
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  0.442
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  0.501
1981 Koul H, Susarla V, Ryzin JV. Regression Analysis with Randomly Right-Censored Data Annals of Statistics. 9: 1276-1288. DOI: 10.1214/Aos/1176345644  0.583
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  0.408
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  0.51
1978 Koul HL. A class of tests for testing ‘new is better than used’ Canadian Journal of Statistics-Revue Canadienne De Statistique. 6: 249-271. DOI: 10.2307/3315051  0.331
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  0.441
1977 Koul HL. Behavior of Robust Estimators in the Regression Model with Dependent Errors Annals of Statistics. 5: 681-699. DOI: 10.1214/Aos/1176343892  0.494
1977 Koul HL. A Test for New Better than Used Communications in Statistics - Theory and Methods. 6: 563-573. DOI: 10.1080/03610927708827514  0.439
1976 Koul HL, Staudte RG. Power Bounds for a Smirnov Statistic in Testing the Hypothesis of Symmetry Annals of Statistics. 4: 924-935. DOI: 10.1214/Aos/1176343589  0.382
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  0.467
1972 Koul HL. Some Asymptotic Results on Random Rank Statistics Annals of Mathematical Statistics. 43: 842-859. DOI: 10.1214/Aoms/1177692550  0.479
1972 Koul HL, Staudte RG. Asymptotic normality of signed rank statistics Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 22: 293-300. DOI: 10.1007/Bf00532489  0.461
1971 Koul HL. Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression Annals of Mathematical Statistics. 42: 466-476. DOI: 10.1214/Aoms/1177693398  0.36
1970 Koul HL. A Class of ADF Tests for Subhypothesis in the Multiple Linear Regression Annals of Mathematical Statistics. 41: 1273-1281. DOI: 10.1214/Aoms/1177696902  0.426
1970 Koul HL. Asymptotic Normality of Random Rank Statistics Annals of Mathematical Statistics. 41: 2144-2149. DOI: 10.1214/Aoms/1177696717  0.466
1969 Koul HL. Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression Annals of Mathematical Statistics. 40: 1950-1979. DOI: 10.1214/Aoms/1177697278  0.355
Low-probability matches (unlikely to be authored by this person)
1972 Koul HL, Staudte RG. Weak Convergence of Weighted Empirical Cumulatives Based on Ranks Annals of Mathematical Statistics. 43: 832-841. DOI: 10.1214/Aoms/1177692549  0.298
1970 Koul HL. Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives Annals of Mathematical Statistics. 41: 1768-1773. DOI: 10.1214/Aoms/1177696824  0.297
1994 Koul HL, Ossiander M. Weak Convergence of Randomly Weighted Dependent Residual Empiricals with Applications to Autoregression Annals of Statistics. 22: 540-562. DOI: 10.1214/Aos/1176325383  0.294
1988 Basawa IV, Koul HL. Large-sample statistics based on quadratic dispersion International Statistical Review. 56: 199-219. DOI: 10.2307/1403349  0.292
2016 Koul HL, Koenker R. A conversation with Estate V. Khmaladze Statistical Science. 31: 453-464. DOI: 10.1214/16-Sts566  0.286
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  0.273
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  0.18
1988 Koul HL. TUBE DRAWING AND SINKING THROUGH ROLLER DIES Journal of the Institution of Engineers (India): Mechanical Engineering Division. 68: 89-91.  0.074
2007 Koul HL, Akritas M, Schick A. Preface Statistics and Probability Letters. 77: v-vi. DOI: 10.1016/j.spl.2007.03.028  0.01
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