3 papers
stat.ME2021
Nonparametric quantile regression for time series with replicated observations and its application to climate data
Soudeep Deb, Kaushik Jana
This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different v…
stat.CO2019
Space-efficient estimation of empirical tail dependence coefficients for bivariate data streams
Alastair Gregory, Kaushik Jana
This article proposes a space-efficient approximation to empirical tail dependence coefficients of an indefinite bivariate stream of data. The approximation, which has stream-lengt…
stat.AP2019
Improving linear quantile regression for replicated data
Kaushik Jana, Debasis Sengupta
This paper deals with improvement of linear quantile regression, when there are a few distinct values of the covariates but many replicates. On can improve asymptotic efficiency of…