Hira L. Koul

Michigan State University — United States

Mathematics · Physical Sciences

36h-index4.2kcitations172works0.02yr avg
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Research Topics

Statistical Methods and Inference(101), Advanced Statistical Methods and Models(66), Financial Risk and Volatility Modeling(60), Bayesian Methods and Mixture Models(23), Statistical Methods and Bayesian Inference(17)

Publications168 total

A Class of Signed Rank Estimators in Regression Models with Random Covariates
Sankhya A·2025Open Access
A signed-rank estimator for nonlinear regression models when covariates and errors are dependent
Annals of the Institute of Statistical Mathematics·2025
Khmaladze Transformation
International Encyclopedia of Statistical Science·2025
Special Issue of the <i>Journal of Time Series Analysis</i> in Honor of Professor Masanobu Taniguchi
Journal of Time Series Analysis·2023Open Access
Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors
Journal of Time Series Analysis·2023Open Access
A Specification Test Based on Convolution-Type Distribution Function Estimates for Non-Linear Autoregressive Processes
2023Open Access
An Analog of the Bickel–Rosenblatt Test for Error Density in the Linear Regression Model
2023
An R-Estimator in the Errors in Variables Linear Regression Model
Journal of the Indian Society for Probability and Statistics·2022· 1 cited
An analog of Bickel–Rosenblatt test for fitting an error density in the two phase linear regression model
Metrika·2022· 1 cited
A class of Minimum Distance Estimators in Markovian Multiplicative Error Models
Sankhya B·2022
Weighted empirical minimum distance estimators in linear errors-in-variables regression models
Journal of Statistical Planning and Inference·2021· 2 cited
A Minimum Distance Lack-of-Fit Test in a Markovian Multiplicative Error Model
Journal of Statistical Theory and Practice·2021· 2 cited
Lack-of-fit of a parametric measurement error AR(1) model
Statistics & Probability Letters·2020
Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models
Springer proceedings in mathematics & statistics·2020
Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
Metrika·2019
Fitting a pth Order Parametric Generalized Linear Autoregressive Multiplicative Error Model
Sankhya B·2019· 7 cited
Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory
Journal of Time Series Analysis·2019
Minimum distance model checking in Berkson measurement error models with validation data
Test·2018· 2 cited
Goodness-of-fit testing of error distribution in linear measurement error models
The Annals of Statistics·2018· 4 citedOpen Access
An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models
Statistica Sinica·2018· 1 cited
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Frequent Co-authors

Донатас Сургайлис(7), Liudas Giraitis(4), Anton Schίck(4), V. Susarla(2), Winfried Stute(2), Estáte V. Khmaladze(2), A. K. Md. Ehsanes Saleh(2), K. Mukherjee(2), Lianfen Qian(2), I. V. Basawa(2), Weixing Song(2), John Van Ryzin(1), Gerald L. Sievers(1), Joseph W. McKean(1), Pingping Ni(1), Mina Ossiander(1), Shiqing Ling(1), Karim M. Abadir(1), Walter Distaso(1), T. DeWet(1)