4 papers
Asymptotic Theory of Tail Dependence and Bootstrap for Checkerboard Copulas
Mayukh Choudhury, Debraj Das, Sujit Ghosh
A comprehensive asymptotic and bootstrap theory is established for checkerboard-based estimation of the copula and its lower and upper tail copula counterparts under unknown margin…
Asymptotic Theory of -fold Cross-validation in Lasso and the validity of Bootstrap
Mayukh Choudhury, Debraj Das
Least absolute shrinkage and selection operator or Lasso is one of the widely used regularization methods in regression. Statisticians usually implement Lasso in practice by choosi…
High Dimensional Gaussian and Bootstrap Approximations in Generalized Linear Models
Mayukh Choudhury, Debraj Das
Generalized Linear Model (or GLM) extends the ordinary linear regression by linking the mean of the response variable to covariates through appropriate link functions. GLM is widel…
Bootstrapping Lasso in Generalized Linear Models
Mayukh Choudhury, Debraj Das
Generalized linear model or GLM constitutes a large class of models and essentially extends the ordinary linear regression by connecting the mean of the response variable with the…