H. Koul

发表

Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives

H. Koul, 1970 .

Weak Convergence of Weighted Empirical Cumulatives Based on Ranks

H. Koul, R. Staudte, 1972 .

Weighted Empirical Processes in Dynamic Nonlinear Models

H. Koul, 2002 .

A conversation with Estate V. Khmaladze

Roger Koenker, Hira L. Koul, R. Koenker, 2016 .

Frontiers in Statistics

Jianqing Fan, H. Koul, 2006 .

Large-sample statistics based on quadratic dispersion

Hira L. Koul, Ishwar V. Basawa, H. Koul, 1988 .

A Goodness-offit test for marginal distribution of linear random fields with long memory 1

D. Surgailis, H. Koul, 2013 .

Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression

H. Koul, 1971 .

Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models

H. Koul, Pei Geng, 2019 .

Minimum distance estimation in linear regression with unknown error distributions

H. Koul, 1985 .

Asymptotics of some estimators and sequential residual empiricals in nonlinear time series

H. Koul, 1996 .

Minimum distance regression model checking

H. Koul, P. Ni, 2004 .

Regression Analysis with Randomly Right-Censored Data

J. V. Ryzin, V. Susarla, H. Koul, 1981 .

Asymptotics of maximum likelihood estimator in a two-phase linear regression model

Hira L. Koul, Lianfen Qian, H. Koul, 2002 .

Minimum distance lack-of-fit tests under long memory errors

D. Surgailis, H. Koul, N. Mimoto, 2015 .

MINIMUM DISTANCE INFERENCE IN UNILATERAL AUTOREGRESSIVE LATTICE PROCESSES

M. Genton, H. Koul, 2008 .

Asymptotic Normality of Random Rank Statistics

H. Koul, 1970 .

Asymptotic inference in some heteroscedastic regression models with long memory design and errors

H. Koul, Hongwen Guo, 2008, 0803.2121.

Large sample results for varying kernel regression estimates

H. Koul, Weixing Song, 2013 .

Minimum Distance Estimators

Hira L. Koul, H. Koul, 1992 .

Lack-offit testing of the conditional mean function in a class of Markov multiplicative error models 1

H. Koul, 2012 .

Testing for New Better than Used in Expectation with Incomplete Data

Hira L. Koul, V. Susarla, V. Susarla, 1980 .

An Estimator of the Scale Parameter for the Rank Analysis of Linear Models under General Score Functions

Hira L. Koul, Joseph W. McKean, H. Koul, 1987 .

Asymptotic normality of regression estimators with long memory errors

Hira L. Koul, Liudas Giraitis, Donatas Surgailis, 1996 .

Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory

H. Koul, Lihong Wang, 2015 .

Two Stage Non-penalized Corrected Least Squares for High Dimensional Linear Models with Measurement error or Missing Covariates

S. Lahiri, H. Koul, A. Kaul, 2016, 1605.03154.

Goodness-of-fit testing in interval censoring case 1

H. Koul, Tingting Yi, 2006 .

Inference about the ratio of scale parameters in a two-sample setting with current status data

A. Schick, H. Koul, 1999 .

Asymptotics of M-estimators in two-phase linear regression models

Hira L. Koul, Lianfen Qian, Donatas Surgailis, 2003 .

Lack-of-fit of a parametric measurement error AR(1) model

N. Balakrishna, H. Koul, Jiwoong Kim, 2020 .

Asymptotically minimax tests of composite hypotheses for nonergodic type processes

H. Koul, I. Basawa, 1983 .

Martingale transforms goodness-of-fit tests in regression models

E. Khmaladze, H. Koul, 2004, math/0406518.

Weighted empiricals and linear models

H. Koul, 1992 .

A Fast Algorithm for Implementation of Some Minimum L2 Distance Estimators and Their Application to Image Segmentation

H. Koul, Jiwoong Kim, 2022, 2209.10092.

A weak convergence result useful in robust autoregression

H. Koul, 1991 .

Miscellanea Dependent generalized functional linear models.

H. Koul, Q. Lu, S. Jadhav, 2017, Biometrika.

Comparing two nonparametric regression curves in the presence of long memory in covariates and errors

H. Koul, Fang Li, 2019, Metrika.

Minimum distance lack-of-fit tests under long memory errors

D. Surgailis, H. Koul, Nao Mimoto, 2014, Metrika.

On bootstrapping M-estimated residual processes in multiple linear regression models

S. Lahiri, H. Koul, 1994 .

A goodness-of-fit test for GARCH innovation density

H. Koul, Nao Mimoto, 2010, Metrika.

Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes

H. Koul, I. Basawa, 1979 .

A limit theorem for testing with randomly censored data

V. Susarla, H. Koul, 1982 .

A class of tests for testing ‘new is better than used’

Hira L. Koul, H. Koul, 1978 .

A test for new better than used

Hira L. Koul, H. Koul, 1977 .

Weighted ℓ1-penalized corrected quantile regression for high dimensional measurement error models

Hira L. Koul, Abhishek Kaul, H. Koul, 2015, J. Multivar. Anal..

Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation

H. Koul, L. Sakhanenko, 2005 .

A quadraticity limit theorem useful in linear models

Hira L. Koul, H. Koul, 1989 .

Minimum Distance Estimation in a Linear Regression Model

H. Koul, H. Koul, T. DeWet, 1983 .

Weighted empirical minimum distance estimators in linear errors-in-variables regression models

H. Koul, Pei Geng, 2021, Journal of Statistical Planning and Inference.

Testing for the equality of two nonparametric regression curves

Anton Schick, Hira L. Koul, A. Schick, 1997 .

A goodness-of-fit test for marginal distribution of linear random fields with long memory

Hira L. Koul, Donatas Surgailis, D. Surgailis, 2016 .

ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES

L. Giraitis, H. Koul, W. Distaso, 2012, Econometric Theory.

Multistep estimation of regression coefficients in a linear model with censored survival data

John Van Ryzin, Hira L. Koul, V. Susarla, 1982 .

Model checks of higher order time series

W. Stute, M. P. Quindimil, H. Koul, 2006 .

Nonparametric model checks for time series

Hira L. Koul, Winfried Stute, W. Stute, 1999 .

Efficient estimation in nonlinear autoregressive time-series models

Anton Schick, Hira L. Koul, A. Schick, 1997 .

An R-Estimator in the Errors in Variables Linear Regression Model

H. Koul, 2022, Journal of the Indian Society for Probability and Statistics.

Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory

D. Surgailis, H. Koul, 2019, Journal of Time Series Analysis.

An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models

H. Koul, Lixing Zhu, Chuanlong Xie, 2016, Statistica Sinica.

Goodness-of-fit testing of error distribution in linear measurement error models

H. Koul, Weixing Song, Xiaoqing Zhu, 2018, The Annals of Statistics.

Minimum distance model checking in Berkson measurement error models with validation data

H. Koul, Pei Geng, 2018, TEST.

Asymptotic distribution of the bias corrected LSEs in measurement error linear regression models under long memory

H. Koul, 2018 .

Behavior of R-estimators under measurement errors

Jan Picek, Hira L. Koul, Jana Jurevckov'a, 2014, 1411.3609.

PR / 0000000 Behavior of R-Estimators under Measurement Errors

H. Koul, J. Picek, R. Navrátil, 2014 .

A class of goodness-of-fit tests in linear errors-in-variables model

H. Koul, Weixing Song, 2012 .

Minimum distance regression model checking with Berkson measurement errors

H. Koul, Weixing Song, 2009, 0902.4827.

A Class of ADF Tests for Subhypothesis in the Multiple Linear Regression

H. Koul, 1970 .

Testing for superiority among two regression curves

Anton Schick, Hira L. Koul, A. Schick, 2003 .

On asymptotic distributions of weighted sums of periodograms

L. Giraitis, H. Koul, 2013, 1312.4691.

Power Bounds for a Smirnov Statistic in Testing the Hypothesis of Symmetry

Hira L. Koul, Robert G. Staudte, H. Koul, 1976 .

Asymptotics of M-estimators in non-linear regression with long memory designs

R. Baillie, H. Koul, 2003 .

Asymptotic Expansion of the Empirical Process of Long Memory Moving Averages

D. Surgailis, H. Koul, 2002 .

Asymptotics of M-estimators in non-linear regression with long-range dependent errors

H. Koul, 1996 .

Model checking in Tobit regression with measurement errors using validation data

H. Koul, Pei Geng, 2017 .

Model checking in Tobit regression via nonparametric smoothing

Shan Liu, Hira L. Koul, Weixing Song, 2014, J. Multivar. Anal..

Estimating the Error Distribution in a Single-Index Model

A. Schick, H. Koul, U. Müller, 2017 .

Frontiers in statistics: Dedicated to Peter John Bickel in honor of his 65th birthday

Peter J. Bickel, Jianqing Fan, H. L. Koul, 2006 .

A goodness-of-fit test for marginal distribution of linear random fields with long memory

D. Surgailis, H. Koul, Nao Mimoto, 2015, Metrika.

Testing the tail index in autoregressive models

H. Koul, J. Picek, J. Jurečková, 2009 .

An R-Estimator in the Errors in Variables Linear Regression Model

H. Koul, 2022, Journal of the Indian Society for Probability and Statistics.

Asymptotic normality of signed rank statistics

H. Koul, R. Staudte, 1972 .

Fitting a two phase threshold multiplicative error model

H. Koul, Indeewara Perera, 2017 .

Autoregression Quantiles and Related Rank-Scores Processes

A. Saleh, H. Koul, 1995 .

Testing a sub-hypothesis in linear regression models with long memory covariates and errors

D. Surgailis, H. Koul, 2008 .

LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS

H. Koul, M. Silvapulle, Indeewara Perera, 2012, Econometric Theory.

Behavior of Robust Estimators in the Regression Model with Dependent Errors

Hira L. Koul, H. Koul, 1977 .

Conditional variance model checking

H. Koul, Weixing Song, 2010 .

Minimum distance partial linear regression model checking with Berkson measurement errors

H. Koul, Weixing Song, 2016 .

Asymptotics of empirical processes of long memory moving averages with infinite variance

Hira L. Koul, Donatas Surgailis, D. Surgailis, 2001 .

REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS

R. Baillie, D. Surgailis, H. Koul, 2004, Econometric Theory.

A Fast Algorithm for Implementation of Some Minimum L 2 Distance Estimators and Their Application to Image Segmentation

H. Koul, Jiwoong Kim, 2022 .

Adaptive estimation in a random coefficient autoregressive model

Anton Schick, Hira L. Koul, A. Schick, 1996 .

Bahadur-Kiefer representations for GM-estimators in autoregression models

H. Koul, Zhiwei Zhu, 1995 .

The transfer principle: A tool for complete case analysis

A. Schick, H. Koul, Ursula U. Muller, 2012, 1302.4605.

Goodness-of-fit problem for errors in nonparametric regression: Distribution free approach

E. Khmaladze, H. Koul, 2009, 0909.0170.

Fitting an Error Distribution in Some Heteroscedastic Time Series Models

S. Ling, H. Koul, 2006, math/0607040.

Nonparametric regression with heteroscedastic long memory errors

H. Koul, Hongwen Guo, 2007 .

Weak convergence of the residual empirical process in explosive autoregression

H. Koul, S. Levental, 1989 .

A class of Minimum Distance Estimators in Markovian Multiplicative Error Models

N. Balakrishna, H. Koul, Indeewara Perera, 2022, Sankhya B.

Varying kernel marginal density estimator for a positive time series

N. Balakrishna, H. Koul, 2017 .

Model diagnosis for setar time series

Hira L. Koul, Winfried Stute, W. Stute, 2005 .

Note on convergence rates of semiparametric estimators of dependence index

B. Turlach, P. Hall, H. Koul, 1997 .

Simulation extrapolation estimation in parametric models with Laplace measurement error

H. Koul, Weixing Song, 2014 .

Regression model checking with Berkson measurement errors

H. Koul, Weixing Song, 2008 .

Weak Convergence of Randomly Weighted Dependent Residual Empiricals with Applications to Autoregression

H. Koul, M. Ossiander, 1994 .

Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance

D. Surgailis, H. Koul, 2018 .

Large Sample Inference for Long Memory Processes

Liudas Giraitis, Donatas Surgailis, Hira L. Koul, 2012 .

A Minimum Distance Lack-of-Fit Test in a Markovian Multiplicative Error Model

Hira L. Koul, Indeewara Perera, H. Koul, 2021, Journal of Statistical Theory and Practice.