116 citations · 312 across the 11 of their papers we have counts for
11 papers
R-estimation in a Linear Model with Autoregressive Errors
Jana Jurečková, Hira Koul, Jan Picek
In the linear regression model, we construct a nonparametric estimate of the regression parameter vector $\boldgreekβ$ that is insensitive to a possible nuisance autoregression in…
Two Stage Non-penalized Corrected Least Squares for High Dimensional Linear Models with Measurement error or Missing Covariates
Abhishek Kaul, Hira L. Koul, Akshita Chawla +1
This paper provides an alternative to penalized estimators for estimation and vari- able selection in high dimensional linear regression models with measurement error or missing co…
An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models
Hira L. Koul, Chuanlong Xie, Lixing Zhu
This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose tw…
Behavior of R-estimators under measurement errors
Jana Jurečková, Hira L. Koul, Radim Navrátil +1
As was shown recently, the measurement errors in regressors affect only the power of the rank test, but not its critical region. Noting that, we study the effect of measurement err…
On asymptotic distributions of weighted sums of periodograms
Liudas Giraitis, Hira L. Koul
We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical…
The transfer principle: A tool for complete case analysis
Hira L. Koul, Ursula U. Müller, Anton Schick
This paper gives a general method for deriving limiting distributions of complete case statistics for missing data models from corresponding results for the model where all data ar…