5 papers
Estimation of multiple precision matrices under shared support with heterogeneous edge strengths
Sayan Ranjan Bhowal, Debashis Paul, Gopal K Basak +1
Estimating multiple precision matrices in high-dimension presents significant challenges, particularly when distinct datasets share a common conditional dependency structure but ex…
Linear Regression: Inference Based on Cluster Estimates
Subhodeep Dey, Gopal K. Basak, Samarjit Das
This article proposes a novel estimator for regression coefficients in clustered data that explicitly accounts for within-cluster dependence. We study the asymptotic properties of…
Statistical inference using debiased group graphical lasso for multiple sparse precision matrices
Sayan Ranjan Bhowal, Debashis Paul, Gopal K Basak +1
Debiasing group graphical lasso estimates enables statistical inference when multiple Gaussian graphical models share a common sparsity pattern. We analyze the estimation propertie…
Cross Sectional Regression with Cluster Dependence: Inference based on Averaging
Subhodeep Dey, Gopal K. Basak, Samarjit Das
We re-investigate the asymptotic properties of the traditional OLS (pooled) estimator, , in the context of cluster dependence. The present study considers various scenari…
Understanding Cross-sectional Dependence in Panel Data
Gopal K Basak, Samarjit Das
We provide various norm-based definitions of different types of cross-sectional dependence and the relations between them. These definitions facilitate to comprehend and to charact…