63 citations · 113 across the 6 of their papers we have counts for
6 papers
Parameter Estimation of absolute continuous four parameter Geometric Marshall-Olkin bivariate Pareto Distribution
Biplab Paul, Arabin Kumar Dey, Arjun K Gupta +1
In this paper we formulate a four parameter absolute continuous Geometric Marshall-Olkin bivariate Pareto distribution and study its parameter estimation through EM algorithm and a…
Adjusted Empirical Likelihood for Long-memory Time Series Models
Ramadha D. Piyadi Gamage, Wei Ning, Arjun K. Gupta
Empirical likelihood method has been applied to short-memory time series models by Monti (1997) through the Whittle's estimation method. Yau (2012) extended this idea to long-memor…
Adjusted Empirical Likelihood for Time Series Models
Ramadha D. Piyadi Gamage, Wei Ning, Arjun K. Gupta
Empirical likelihood method has been applied to dependent observations by Monti (1997) through the Whittle's estimation method. Similar asymptotic distribution of the empirical lik…
On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix
Taras Bodnar, Arjun K. Gupta, Nestor Parolya
In this work we construct an optimal linear shrinkage estimator for the covariance matrix in high dimensions. The recent results from the random matrix theory allow us to find the…
Optimal Linear Shrinkage Estimator for Large Dimensional Precision Matrix
Taras Bodnar, Arjun K. Gupta, Nestor Parolya
In this work we construct an optimal shrinkage estimator for the precision matrix in high dimensions. We consider the general asymptotics when the number of variables $p\rightarrow…
Some new approaches to infinite divisibility
Theofanis Sapatinas, Damodar N. Shanbhag, Arjun K. Gupta
Using an approach based, amongst other things, on Proposition 1 of Kaluza (1928), Goldie (1967) and, using a different approach based especially on zeros of polynomials, Steutel (1…