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20162021
most citedCausal Analysis at Extreme Quantiles with Application to London Traffic Flow Data

2 citations · 3 across the 5 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

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…