116 citations · 312 across the 11 of their papers we have counts for
8 papers · 1 filter
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…
Goodness-of-fit problem for errors in nonparametric regression: Distribution free approach
Estate V. Khmaladze, Hira L. Koul
This paper discusses asymptotically distribution free tests for the classical goodness-of-fit hypothesis of an error distribution in nonparametric regression models. These tests ar…
Minimum distance regression model checking with Berkson measurement errors
Hira L. Koul, Weixing Song
Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on m…
Asymptotic inference in some heteroscedastic regression models with long memory design and errors
Hongwen Guo, Hira L. Koul
This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric h…