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researcher

A. Bose

34 papers hereh-index 232.2k citations191 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author16
  • middle author9
  • last author9

Across the 34 of 34 papers where every author was matched, so the position is known.

fields
  • math.PR25
  • math.ST5
  • stat.AP2
  • math.OA1
  • stat.ME1
same name
  • A. Bose — 25 papers, h 13
  • A. Bose — 15 papers, h 27
  • A. Bose — 14 papers, h 16
  • A. Bose — 11 papers, h 5
  • A. Bose — 10 papers, h 4
  • A. Bose — 8 papers, h 5

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20052026
most citedGeneralized bootstrap for estimating equations

103 citations · 235 across the 32 of their papers we have counts for

collaborators
Showing 2011 · math.PRShow all

4 papers · 2 filters

math.PR2011

Limiting Spectral Distribution of Block Matrices with Toeplitz Block Structure

Riddhipratim Basu, Arup Bose, Shirshendu Ganguly +1

We study two specific symmetric random block Toeplitz (of dimension k×k) matrices: where the blocks (of size n×n) are (i) matrices with i.i.d. entries, and (ii) a…

math.PR2011

Spectral properties of random triangular matrices

Riddhipratim Basu, Arup Bose, Shirshendu Ganguly +1

We prove the existence of the limiting spectral distribution (LSD) of symmetric triangular patterned matrices and also establish the joint convergence of sequences of such matrices…

math.PR2011

Joint convergence of several copies of different patterned random matrices

Riddhipratim Basu, Arup Bose, Shirshendu Ganguly +1

We study the joint convergence of independent copies of several patterned matrices in the noncommutative probability setup. In particular, joint convergence holds for the well know…

math.PR2011★ 8 cited

Limiting spectral distribution of sample autocovariance matrices

Anirban Basak, Arup Bose, Sanchayan Sen

We show that the empirical spectral distribution (ESD) of the sample autocovariance matrix (ACVM) converges as the dimension increases, when the time series is a linear process wit…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.