MSU Statistics and Probability Faculty Publications

 

HIRA L. KOUL Selected Publications

All Publications

1. Asymptotic behavior of the Wilcoxon type confidence regions for the multiple linear regression. (Thesis) Ann. Math. Statist. 40, 1950-1979, 1969.

2. Some convergence theorems for ranks and weighted empirical cumulatives. Ann. Math. Statist. 41, 1768-1773, 1970.

3. Asymptotic behavior of a class of confidence regions based on ranks in regression. Ann. Math. Statist. 42, 466-476, 1971.

4. Asymptotic normality of H-L estimators based on dependent data. J. Inst. Statist. Math. 27, 3, 429-441, 1975.

5. L1 - rate of convergence for linear rank statistics. Ann. Statist. 4, 771-774, 1976. (with R.V. Erickson)

6. Behavior of robust estimators in the regression model with dependent errors. Ann. Statist. 5, 681-699, 1977.

7. A class of tests for new better than used. Can. J. Statist., 6, 249-471, 1978.

8. Testing for new is better than used in expectation. Communications; Statist. Theory Meth., A7(7), 685-701, 1978.

9. Asymptotic tests of composite hypothesis for nonergodic type stochastic processes. J. of Stoch. Proc. and Application, 9, No: 3, 1979. (with I.V. Basawa).

10. Regression analysis with randomly right censored data. Ann. Statist. 9, 1276-1288, 1981. (with V. Susarla and J. Van Ryzin).

11. Asymptotically minimax tests of composite hypotheses for nonergodic type processes. J. of Stoch. Proc. $ \&$ Applications. 14, 1983. (with I.V. Basawa).

12. Minimum distance estimation in a linear regression. Ann. Statist. 11, 921-932. 1983. (with T. Dewet).

13. Adaptive estimation in regression. Statistics and Decisions. 1, 379-400, 1983. (with V. Susarla).

14. Minimum distance estimation in multiple linear regression model. Sankhya, Ser. A. 47, Part 1, 57-74, 1985.

15. Minimum distance estimation in linear regression with unknown error distribution. Statist. and Probab. Letters, 3, 1-8, 1985.

16. Minimum distance estimation and goodness-of-fit tests in first order autoregression. Ann. Statist. 14, 1194-1213, 1986.

17. Weakly adaptive estimators in explosive autoregression. Ann. Statist., 18, 939-960, 1990. (with G. Pflug.)

18. A weak convergence result useful in robust autoregression. J. Statist. Planning and Infer., 29, 291-308, 1991.

19. M - estimators in linear regression models with long range dependent errors. Statist. and Probab. Letters, 14, 153-164, 1992.

20. R-estimation of the parameters of autoregression models. Ann. Statist., 21, 534-551, 1993. (with A.K.Md.E. Saleh).

21. Asymptotics of R-, MD- and LAD- estimators in linear regression models with long range dependent errors. Probab. Theory and Relat. Fields, 95, 535-553, 1993. (with K. Mukherjee).

22. Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression. Ann. Statist. 22, 540-562, 1994. (with M. Ossiander).

23. Auto-regression quantiles and related rank-score processes. Ann Statist. 23, 670-689, June 1995. (with A.K. Md. Ehsanes Saleh).

24. Asymptotics of some estimators and sequential empiricals in non-linear time series. (1996). Ann. Statist., 24, 380-404.

25. Efficient estimation in non-linear time series models. (1997). Bernoulli, 3(1), 247-277. (with A. Schick).

26. Model checks in time series. (1999).  Ann. Statist., 27  204-236. (with W. Stute).

27. Minimum distance regression model checking. (2004). {\it J. Statist. Planning \& Inference}, {\bf 119(1)} 109-142. (with Pingping Ni).

28. Martingale transforms goodness-of-fit tests in regression models. (2004).  Ann. Statist.,  {\bf 32},

995-1034.  (with E. Khmaladze).

29. Nonparametric regression with heteroscedastic long memory errors.  J. Statist. Planning \& Inference, {\bf 137/2}, 379-404. (2007).

(with Hongwen Guo).

30. Minimum distance regression model checking with Berkson measurement errors.  Annals Statist. 37, 132-156, (2009).

 (with Weixing Song).

 

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