Research articles by Arup Bose (By subject | By journal)

Awards  |  Publications  |  Technical Reports| List of Research Collaborators

Research articles by year

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Awards  |  Publications  |  Technical Reports| List of Research Collaborators

Research articles by subject (By year | By journal)

BAYES ESTIMATION:

Dasgupta, Anirban and Bose, Arup (1988). $\Gamma$ -minimax and restricted-risk Bayes estimation of multiple Poisson means under $\epsilon$ contaminations of the subjective prior. Statistics and Decisions 6, 311--341.

Bose, Arup (1983a). The Bernstein von Mises Theorem for a certain class of diffusion processes. Sankhy\=a 45, A, 2, 150--160.

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CONVERGENCE (IN PROBABILITY, IN DISTRIBUTION AND IN L_p):

Bose, Arup and Sen, Arusharka (2002). Asymptotic distribution of the Kaplan-Meier $U$-statistics. Journal of Multivariate Analysis, 83, 1, 84-123.

Bose, Arup and Chandra, T. K. (1993). Cesaro uniform integrability and $L_{p}$-convergence. Sankhy\=a, 55, A, 12--28.

Bose, Arup (1987). Some remarks on the paper ``Sums of independent squared Cauchy variables grow quadratically: Applications''by F. Eicker. Sankhy\=a 49, A, 1, 138--140.

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EXTREME VALUES:

Bose, Arup; Dasgupta, Amites and Maulik, Krishanu (2008). Maxima of Dirichlet and triangular arrays of gamma variables. To appear in Stat. Probab. Letters.

Bose, Arup; Dasgupta, Amites and Maulik, Krishanu (2007). Maxima of the cells of an equiprobable multinomial. Elect. Comm. in Probab., 12, 93-105.

Bose, Arup and Sen Arnab (2007). Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices. Elect. Comm. In Probab., 12, 21-27.

Bose, Arup; Gangopadhyay, Sreela; Maulik, Krishanu and Sarkar, Anish (2006). Convergence of tail sum for records. Extremes. 9, 151-168.

Bose, Arup; Gangopadhyay, Sreela and Sarkar, Anish (2005). Partial sum process for records. Extremes. 8, 43-56.

Bose, Arup; Gangopadhyay, Sreela; Sarkar, Anish and Sengupta, Arindam (2003). Asymptotic properties of sums of upper records. Extremes. 6, 2, 147--164.

Bose, Arup; Gangopadhyay, Sreela; Sarkar, Anish and Sengupta, Arindam (2003). Convergence of lower records and infinite divisibility. Journal of Applied Probability, 40, 4, 1-16.

Bose, Arup; Sarkar, Anish and Sengupta Arindam (2003). Infinite product of records. Journal of Applied Statistical Sciences, Volume 12, No. 1, 1-10.

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INIFNITE DIVISIBILITY:

Bose, Arup; Gangopadhyay, Sreela; Sarkar, Anish and Sengupta, Arindam (2003). Convergence of lower records and infinite divisibility. Journal of Applied Probability, 40, 4, 1-16.

Bose, Arup; DasGupta, Anirban and Rubin, Herman (2002). A contemporary review and bibliography of infinite divisible distributions. Sankhy\=a, 64, Part 3, 763-819. Special Issue in memory of D. Basu.

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KAPLAN-MEIER ESTIMATES:

Bose, Arup and Sen, Arusharka (2002). Asymptotic distribution of the Kaplan-Meier $U$-statistics. Journal of Multivariate Analysis, 83, 1, 84-123.

Bose, Arup and Sen, Arusharka (1999). The strong law of large numbers for Kaplan-Meier $U$ statistics. Journal of Theoretical Probability 12, 1, 181-200.

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LARGE DIMENSIONAL RANDOM MATRICES:

Bose, Arup and Sen, Arnab (2008). Another look at the moment method for large dimensional random matrices.  Electronic Journal of Probability.  13, 588-628.

Bose, Arup and Sen Arnab (2007). On asymptotic properties of the rank of a special random adjacency matrix. Elect. Comm. In Probab. 12, 200-205.

Bose, Arup and Sen Arnab (2007). Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices. Elect. Comm. In Probab., 12, 21-27.

Chatterjee, Sourav and Bose, Arup (2004). A New Method for Bounding Rates of Convergence of Empirical Spectral Distributions. Journal of Theoretical Probability. 17, 4, 1003-1019.

Bose, Arup; Chatterjee, Sourav and Gangopadhyay, Sreela (2003). Limiting spectral distribution of large dimensional random matrices. Invited article. Special Volume of Journal of Indian Statistical Association in honour of S.R. Adke. 41,2, 221-259.

Bose, Arup and Mitra, Joydip (2002). Limiting spectral distribution of a special circulant. Stat. Probab. Letters, 60, 1, 111-120.

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LINEAR REGRESSION:

Bose, Arup and Chatterjee, Snigdhansu (2002). Comparison of bootstrap and jackknife variance estimators in linear regression: second order results. Statistica Sinica, 12, 2, 575--598.

Chatterjee, Snigdhansu and Bose, Arup (2002). Dimension asymptotics for generalised bootstrap in linear regressions. Annals of the Institute for Statistical Mathematics., Vol 54, 2, 367--381.

Chatterjee, Snigdhansu and Bose, Arup (2000). Variance estimation in high dimensional regression models. Statistica Sinica, Vol 10, No 2, 497-515.

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M ESTIMATES:

Bose, Arup (2002). $U$ statistics and $M_m$ estimates. Invited article in Uncertainty and Optimality-Probability, Statistics and Operations Research. (ed. J. C. Misra), 257--292. World Scientific Publishing, River Edge, New Jersey.

Chatterjee, Snigdhansu and Bose, Arup (2005). Generalised bootstrap for estimating equations. Annals of Statistics, 33, 1, 414-436.

Bose, Arup and Chatterjee, Snigdhansu (2003). Generalised bootstrap for estimators of minimisers of convex functionals. Journal of Statistical Planning and Inference, 11, 225-239.

Bose, Arup and Sengupta, Debapriya (2003). Strong consistency of minimum contrast estimators. Sankhy\=a, 65, 2, 440--463.

Bose, Arup and Snigdhansu Chatterjee (2001). Generalised bootstrap in non-regular $M$-estimation problems. Statistics and Probability Letters, 55, 3, 319--328.

Bose, Arup and Chatterjee, Snigdhansu (2001). Last passage times of minimum contrast estimators. Journal of Australian Mathematical Society, 71, 1, 1-10.

Bose, Arup (1998). Bahadur representation of $M_m$ estimates. Annals of Statistics 26, 2, 771-777.

Bose, Arup (1995). Estimating the asymptotic dispersion of the $L_1$ median. Annals of the Institute of Statistical Mathematics 47, 2, 267-271.

Bose, Arup and Chaudhuri, P. (1993). On the dispersion of multivariate median. Annals of the Institute of Statistical Mathematics 45, 3, 541-550.

RATES OF CONVERGENCE (INCLUDING EDGEWORTH EXPANSIONS, BAHADUR EXPANSIONS, NONUNIFORM BOUNDS):

Bose, Arup (2002). $U$ statistics and $M_m$ estimates. Invited article in Uncertainty and Optimality-Probability, Statistics and Operations Research. (ed. J. C. Misra), 257--292. World Scientific Publishing, River Edge, New Jersey.

Bose, Arup (1998). Bahadur representation of $M_m$ estimates. Annals of Statistics 26, 2, 771-777.

Bose, Arup and Babu, G. J. (1991). Accuracy of the bootstrap approximation. Probability Theory and Related Fields 90, 301--316.

Bose, Arup (1988). Edgeworth correction by bootstrap in autoregressions. Annals of Statistics 16, 4, 1709--1722.

Bose, Arup (1988). Higher order approximations for auto-covariances from linear processes with applications. Statistics 9, 2, 259--269.

Bose, Arup (1986). Certain non-uniform rates of convergence to normality for a restricted class of martingales. Stochastics 16, 279--294.

Bose, Arup (1986). Certain non-uniform rates of convergence to normality for martingale differences. Journal of Statistical Planning and Inference 14, 155--167.

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RESAMPLING:

Chatterjee, Snigdhansu and Bose, Arup (2005). Generalised bootstrap for estimating equations. Annals of Statistics, 33, 1, 414-436.

Basu, Srabashi and Bose, Arup (2004). A gentle introduction to resampling plans. Invited article in Statistical Computing: Existing Methods and Recent Developments (Ed. D. Kundu and A. Basu). IIT Kanpur Series of Advanced texts, 253-288. Published by Narosa.

Bose, Arup and Chatterjee, Snigdhansu (2003). Generalised bootstrap for estimators of minimisers of convex functionals. Journal of Statistical Planning and Inference, 11, 225-239.

Bose, Arup and Chatterjee, Snigdhansu (2002). Comparison of bootstrap and jackknife variance estimators in linear regression: second order results. Statistica Sinica, 12, 2, 575--598.

Chatterjee, Snigdhansu and Bose, Arup (2002). Dimension asymptotics for generalised bootstrap in linear regressions. Annals of the Institute for Statistical Mathematics., Vol 54, 2, 367--381.

Bose, Arup and Snigdhansu Chatterjee (2001). Generalised bootstrap in non-regular $M$-estimation problems. Statistics and Probability Letters, 55, 3, 319--328.

Chatterjee, Snigdhansu and Bose, Arup (2000). Variance estimation in high dimensional regression models. Statistica Sinica, Vol 10, No 2, 497-515.

Bose, Arup and Politis, Dimitris (1996). A review of the bootstrap for dependent samples. Invited article in Stochastic Processes and Statistical Inference, (Ed.? B. R. Bhat and B. L. S. Prakasa Rao), 39--83, New Age International Limited, New Delhi.

Bose, Arup and Babu, G. J. (1991). Accuracy of the bootstrap approximation. Probability Theory and Related Fields 90, 301--316.

Bose, Arup (1990). Bootstrap in moving average models. Annals of the Institute of Statistical Mathematics? 42, 4, 753--768.

Babu, G. J. and Bose, Arup (1989). Bootstrap confidence intervals. Statistics and Probability Letters 7, 151--160.

Bose, Arup (1988). Bootstrap in time series models. Proceedings of the Winter Simulation Conference Ed. M. Abrams, P. Haigh and J. Comfort. Institute of Electric and Electronic Engineers, San Francisco, California, 486--490.

Bose, Arup (1988b). Edgeworth correction by bootstrap in autoregressions. Annals of Statistics 16, 4, 1709--1722.

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SELECTION PROBLEMS:

Bhandari, S. K. and Bose, Arup (1989). Selecting the t-best cells in a multinomial distribution. Communications in Statistics, Theory Methods 18, 9, 3313--3326.

Bhandari, S. K. and Bose, Arup (1987). On selecting the most likely event. Journal of Statistical Planning and Inference 17, 227--240.

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SEQUENTIAL ANALYSIS:

Bose, Arup (2001). A boundary crossing problem with application to sequential estimation. Sequential Analysis, Vol 20, 1, 65-76.

Bose, Arup and Chatterjee, Snigdhansu (2001). Last passage times of minimum contrast estimators. Journal of Australian Mathematical Society, 71, 1, 1-10.

Bose, Arup and Boukai, Benzion (1997). Sequential estimation of the mean of the NEF-PVF distribution. Journal of Statistical Planning and Inference 63, 1, 55-70.

Bose, Arup and Boukai, Benzion (1996). Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions. Annals of Statistics 24, 4, 1792-1803.

Bose, Arup and Boukai, Benzion (1995). Bias corrected sequential estimation for the mean of NEF-PVF distribution. Sequential Analysis 14, 4, 307-320.

Bose, Arup and Mukhopadhyay, Nitis (1995). Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two parameter exponential distributions. Sequential Analysis 14, 4, 287-306 (1995).

Bose, Arup and Mukhopadhyay, Nitis (1995). A note on accelerated sequential estimation of the mean of NEF-PVF distributions. Annals of the Institute of Statistical Mathematics 47, 1, 99-104.

Bose, Arup and Mukhopadhyay, Nitis (1995). Sequential estimation of the mean of an exponential distribution via replicated piecewise stopping number. Statistics and Decisions 13, 351-361.

Bose, Arup and Mukhopadhyay, Nitis (1994). Sequential estimation via replicated piecewise stopping number in a two-parameter exponential family of distributions. Sequential Analysis 13, 1, 1-10.

Bose, Arup and Mukhopadhyay, Nitis (1994). Sequential estimation by accelerated stopping time in a two-parameter exponential family of distributions. Statistics and Decisions 12, 281-291 (1994).

Bose, Arup and Boukai, Benzion (1993). Sequential estimation results for a two-parameter exponential family of distributions. Annals of Statistics 21, 1, 484-502.

Bhandari, S. K. and Bose, Arup and (1990). Existence of unbiased estimates in sequential binomial experiments. Sankhy\=a 52, A, 1, 127--130. Corrigenda Sankhy\=a A, 55, 2, 327 (1993).

Basu, A.; Bose Arup and Ghosh, J. K. (1991). Sequential design and allocation rules. Invited article in Handbook of sequential analysis (Ed. B. K. Ghosh and P. K. Sen), 475--501. Marcel-Dekker.

Sriram, T. N. and Bose, Arup (1988). Sequential shrinkage estimation in the general linear model. Sequential Analysis 7, 2, 149--164.

Sinha, Bikas K. and Bose, Arup (1985). Unbiased sequential estimation of $1/p$: settlement of a conjecture. Annals of the Institute of Statistical Mathematics 37, A, 455-460.

Bose, Arup and Sinha, Bikas K. (1984). Sequential Bernoulli sampling plans re-examined. Calcutta Statistical Association Bulletin 33, 109--120.

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SINGULARITY AND ABSOLUTE CONTINUITY OF MEASURES:

Bose, Arup; Gangopadhyay, Sreela and Goswami, Alok (2008). A note on random coin tossing. Indag. Math. 18, 3,  405-416.

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STATISTICS OF DIFFUSION PROCESSES:

Bishwal, J. P. N. and Bose, Arup (2001). Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process. Computers and Mathematics with applications, 42, 23-38.

Bishwal, J. P. N. and Bose, Arup (1995). Speed of convergence of the maximum likelihood estimate in the Ornstein-Uhlenbeck process. Calcutta Statistical Association Bulletin 45, Nos. 179-180, 245-251.

Bose, Arup (1986). Berry-Esseen bound for the maximum likelihood estimator in Ornstein-Uhlenbeck process. Sankhy\=a 48, A, 181--187.

Bose, Arup (1983). The Bernstein von Mises Theorem for a certain class of diffusion processes. Sankhy\=a 45, A, 2, 150--160.

Bose, Arup (1983). Asymptotic theory of estimation in non-linear stochastic differential equations for the multiparameter case. Sankhy\=a 45, A, 1, 56--65.

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STRONG LAW:

Bose, Arup and Sen, Arusharka (1999). The strong law of large numbers for Kaplan-Meier $U$ statistics. Journal of Theoretical Probability 12, 1, 181-200.

Bose, Arup (1998). A Glivenko-Cantelli theorem and strong laws for $L$ statistics. Journal of Theoretical Probability 11, 4, 921-933.

Bose, Arup (1997). A note on the Marcinkiewicz-Zygmund strong law of large numbers. Calcutta Statistical Association Bulletin 47, Nos 187-188, 233-238.

Bose, Arup and Chandra, T. K. (1994). A note on the strong law of large numbers. Calcutta Statistical Association Bulletin 44, No.

173--174, 115--122.

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TIME SERIES:

Bose, Arup and Mukherjee, Kanchan (2003). Estimation of the ARCH parameters by solving linear equations. J. Time Ser. Anal. 24, no. 2, 127--136.

Bose, Arup and Nagaraj, N. K. (1998). Estimation of autoregressive parameters with systematic but incomplete sampling. Frontiers in Probability and Statistics (ed. S. P. Mukherjee, S. K. Basu and B. K. Sinha), 41--51. Narosa, London.

Bose, Arup and Dasgupta, R. (1994). Speed of convergence of the least squares estimator in autoregressive models. Journal of Statistical Planning and Inference 38, 3, 371-380.

Bose, Arup (1990). Bootstrap in moving average models. Annals of the Institute of Statistical Mathematics 42, 4, 753--768.

Bose, Arup (1988). Bootstrap in time series models. Proceedings of the Winter Simulation Conference Ed. M. Abrams, P. Haigh and J. Comfort. Institute of Electric and Electronic Engineers, San Francisco, California, 486--490.

Bose, Arup (1988). Edgeworth correction by bootstrap in autoregressions. Annals of Statistics 16, 4, 1709--1722.

Bose, Arup (1988). Higher order approximations for auto-covariances from linear processes with applications. Statistics 9, 2, 259--269.

================================================================================================

U STATISTICS:

Bose, Arup (2002). $U$ statistics and $M_m$ estimates. Invited article in Uncertainty and Optimality-Probability, Statistics and Operations Research. (ed. J. C. Misra), 257--292. World Scientific Publishing, River Edge, New Jersey.

Bose, Arup and Sen, Arusharka (2002). Asymptotic distribution of the Kaplan-Meier $U$-statistics. Journal of Multivariate Analysis, 83, 1, 84-123.

Bose, Arup and Sen, Arusharka (1999). The strong law of large numbers for Kaplan-Meier $U$ statistics. Journal of Theoretical Probability 12, 1, 181-200.

Bose, Arup and Dasgupta, Ratan (1994). On some asymptotic properties of U statistics and one sided estimates. Annals of Probability 22, 4, 1715-1724.

URN MODELS

Bose,  Arup; Dasgupta, Amites  and Maulik, Krishanu (2008). Multicolor urn models with reducible replacement matrices. To appear in Bernoulli.

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Awards  |  Publications  |  Technical Reports | List of Research Collaborators

Research articles by journal (By subject | By year)

List of journals:

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (6)

ANNALS OF PROBABILITY (1)

ANNALS OF STATISTICS (5)

BERNOULLI (1)

CALCUTTA STATISTICAL ASSOCIATION BULLETIN (4)

COMMUNICATIONS IN STATISTICS, THEORY METHODS (1)

COMPUTERS AND MATHEMATICS WITH APPLICATIONS (1)

ELECTRONIC COMMUNICATIONS IN PROBABILITY (3)

ELECTRONIC JOURNAL OF PROBABILITY (1)

INDAG. MATHEMATICAE (1)

EXTREMES (3)

JOURNAL OF APPLIED PROBABILITY (1)

JOURNAL OF APPLIED STATISTICAL SCIENCES (1)

JOUNRAL OF AUSTRALIAN MATHEMATICAL SOCIETY (1)

JOURNAL OF ECONOMICS AND MANAGEMENT (1)

JOURNAL OF INDIAN STATISTICAL ASSOCIATION (1)

JOURNAL OF MULTIVARIATE ANALYSIS (2)

JOURNAL OF STATISTICAL PLANNING AND INFERENCE (5)

JOURNAL OF THEORETICAL PROBABILITY

JOURNAL OF TIME SERIES (2)

PROBABILITY THEORY AND RELATED FIELDS (1)

SANKHYA (8)

SEQUENTIAL ANALYSIS (5)

STATISTICA SINICA (2)

STATISTICS (1)

STATISTICS AND DECISIONS (3)

STATISTICS AND PROBABILITY LETTERS (4)

STOCHASTICS (1)

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Awards  |  Publications  |  Technical Reports | List of Research Collaborators

BOOK CHAPTERS/CONF PROCEEDINGS:

Statistical Computing: Existing Methods and Recent Developments:

Basu, Srabashi and Bose, Arup (2004). A gentle introduction to resampling plans. Invited article in Statistical Computing: Existing Methods and Recent Developments (Ed. D. Kundu and A. Basu).IIT Kanpur Series of Advanced texts, 253-288. Published by Narosa.

Uncertainty and Optimality-Probability, Statistics and Operations Research:

Bose, Arup (2002). $U$ statistics and $M_m$ estimates. Invited article in Uncertainty and Optimality-Probability, Statistics and Operations Research. (ed. J. C. Misra), 257--292. World Scientific Publishing, River Edge, New Jersey.

Frontiers in Probability and Statistics:

Bose, Arup and Nagaraj, N. K. (1998). Estimation of autoregressive parameters with systematic but incomplete sampling. Frontiers in Probability and Statistics (ed. S. P. Mukherjee, S. K. Basu and B. K. Sinha), 41--51. Narosa, London.

Stochastic Processes and Statistical Inference:

Bose, Arup and Politis, Dimitris (1996). A review of the bootstrap for dependent samples. Invited article in Stochastic Processes and Statistical Inference, (Ed.? B. R. Bhat and B. L. S. Prakasa Rao), 39--83, New Age International Limited, New Delhi.

Handbook of sequential analysis:

Basu, A.; Bose Arup and Ghosh, J. K. (1991). Sequential design and allocation rules. Invited article in Handbook of sequential analysis (Ed. B. K. Ghosh and P. K. Sen), 475--501. Marcel-Dekker.

Proceedings of the Winter Simulation Conference:

Bose, Arup (1988). Bootstrap in time series models. Proceedings of the Winter Simulation Conference Ed. M. Abrams, P. Haigh and J. Comfort. Institute of Electric and Electronic Engineers, San Francisco, California, 486--490.

Back

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS:

Chatterjee, Snigdhansu and Bose, Arup (2002). Dimension asymptotics for generalised bootstrap in linear regressions. Annals of the Institute for Statistical Mathematics., Vol 54, 2, 367--381.

Bose, Arup (1995). Estimating the asymptotic dispersion of the $L_1$ median. Annals of the Institute of Statistical Mathematics 47, 2, 267-271.

Bose, Arup and Mukhopadhyay, Nitis (1995). A note on accelerated sequential estimation of the mean of NEF-PVF distributions. Annals of the Institute of Statistical Mathematics 47, 1, 99-104.

Bose, Arup and Chaudhuri, P. (1993). On the dispersion of multivariate median. Annals of the Institute of Statistical Mathematics 45, 3, 541-550.

Bose, Arup (1990). Bootstrap in moving average models. Annals of the Institute of Statistical Mathematics 42, 4, 753--768.

Sinha, Bikas K. and Bose, Arup (1985). Unbiased sequential estimation of $1/p$: settlement of a conjecture. Annals of the Institute of Statistical Mathematics 37, A, 455-460.

Back

ANNALS OF PROBABILITY:

Bose, Arup and Dasgupta, Ratan (1994). On some asymptotic properties of U statistics and one sided estimates. Annals of Probability 22, 4, 1715-1724.

Back

ANNALS OF STATISTICS:

Chatterjee, Snigdhansu and Bose, Arup (2005). Generalised bootstrap for estimating equations. Annals of Statistics, 33, 1, 414-436.

Bose, Arup (1998). Bahadur representation of $M_m$ estimates. Annals of Statistics 26, 2, 771-777.

Bose, Arup and Boukai, Benzion (1996). Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions. Annals of Statistics 24, 4, 1792-1803.

Bose, Arup and Boukai, Benzion (1993). Sequential estimation results for a two-parameter exponential family of distributions. Annals of Statistics 21, 1, 484-502.

Bose, Arup (1988). Edgeworth correction by bootstrap in autoregressions. Annals of Statistics 16, 4, 1709--1722.

Back

BERNOULLI

Bose, Arup; Dasgupta, Amites  and Maulik, Krishanu (2008). Multicolor urn models with reducible replacement matrices. Bernoulli. 51, 1, 279-295.

Back

CALCUTTA STATISTICAL ASSOCIATION BULLETIN:

Bose, Arup (1997). A note on the Marcinkiewicz-Zygmund strong law of large numbers. Calcutta Statistical Association Bulletin 47, Nos 187-188, 233-238.

Bishwal, J. P. N. and Bose, Arup (1995). Speed of convergence of the maximum likelihood estimate in the Ornstein-Uhlenbeck process. Calcutta Statistical Association Bulletin 45, Nos. 179-180, 245-251.

Bose, Arup and Chandra, T. K. (1994). A note on the strong law of large numbers. Calcutta Statistical Association Bulletin 44, No. 173--174, 115--122.

Bose, Arup and Sinha, Bikas K. (1984). Sequential Bernoulli sampling plans re-examined. Calcutta Statistical Association Bulletin 33, 109--120.

Back

COMMUNICATIONS IN STATISTICS, THEORY METHODS:

Bhandari, S. K. and Bose, Arup (1989). Selecting the t-best cells in a multinomial distribution. Communications in Statistics, Theory Methods 18, 9, 3313--3326.

Back

COMPUTERS AND MATHEMATICS WITH APPLICATIONS:

Bishwal, J. P. N. and Bose, Arup (2001). Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process. Computers and Mathematics with applications, 42, 23-38.

Back

ELECTRONIC COMMUNICATIONS IN PROBABILITY:

Bose, Arup and Sen Arnab (2007). On asymptotic properties of the rank of a special random adjacency matrix. Elect. Comm. In Probab. 12, 200-205.

Bose, Arup; Dasgupta, Amites and Maulik, Krishanu (2007). Maxima of the cells of an equiprobable multinomial. Elect. Comm. in Probab., 12, 93-105.

Bose, Arup and Sen Arnab (2007). Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices. Elect. Comm. In Probab., 12, 21-27.

Back

ELECTRONIC JOURNAL OF PROBABILITY

Bose, Arup and Sen, Arnab (2008). Limiting spectral distributions via moment method.  Electronic Journal of Probability. 13, 588-628.

Back

INDAG. MATHEMATICAE:

Bose, Arup; Gangopadhyay, Sreela and Goswami, Alok (2007). A note on random coin tossing.  Indag. Math. 18, 3, 405-416.

Back

EXTREMES:

Bose, Arup; Gangopadhyay, Sreela; Maulik, Krishanu and Sarkar, Anish (2006). Convergence of tail sum for records. Extremes. 9, 151-168.

Bose, Arup; Gangopadhyay, Sreela and Sarkar, Anish (2005). Partial sum process for records. Extremes. 8, 43-56.

Bose, Arup; Gangopadhyay, Sreela; Sarkar, Anish and Sengupta, Arindam (2003). Asymptotic properties of sums of upper records. Extremes. 6, 2, 147--164.

Back

JOURNAL OF APPLIED PROBABILITY:

Bose, Arup; Gangopadhyay, Sreela; Sarkar, Anish and Sengupta, Arindam (2003). Convergence of lower records and infinite divisibility. Journal of Applied Probability, 40, 4, 1-16.

Back

JOURNAL OF APPLIED STATISTICAL SCIENCES:

Bose, Arup; Sarkar, Anish and Sengupta Arindam (2003). Infinite product of records. Journal of Applied Statistical Sciences, Volume 12, No. 1, 1-10.

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JOUNRAL OF AUSTRALIAN MATHEMATICAL SOCIETY:

Bose, Arup and Chatterjee, Snigdhansu (2001). Last passage times of minimum contrast estimators. Journal of Australian Mathematical Society, 71, 1, 1-10.

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JOURNAL OF ECONOMICS AND MANAGEMENT;

Bose, Arup; Pal, Debashis and Sappington, David (2009). Equal pay for unequal work: limiting sabotage in teams. Journal of economics and management.

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JOURNAL OF INDIAN STATISTICAL ASSOCIATION:

Bose, Arup; Chatterjee, Sourav and Gangopadhyay, Sreela (2003). Limiting spectral distribution of large dimensional random matrices. Invited article. Special Volume of Journal of Indian Statistical Association in honour of S.R. Adke. 41,2, 221-259.

Back

JOURNAL OF MULTIVARIATE ANALYSIS:

Roy, Anindya and Bose, Arup. Edgeworth Corrected Generalized Confidence Intervals. To appear in Journal of Multivariate Analysis.

Bose, Arup and Sen, Arusharka (2002). Asymptotic distribution of the Kaplan-Meier $U$-statistics. Journal of Multivariate Analysis, 83, 1, 84-123.

Back

JOURNAL OF STATISTICAL PLANNING AND INFERENCE:

Bose, Arup and Chatterjee, Snigdhansu (2003). Generalised bootstrap for estimators of minimisers of convex functionals. Journal of Statistical Planning and Inference, 11, 225-239.

Bose, Arup and Boukai, Benzion (1997). Sequential estimation of the mean of the NEF-PVF distribution. Journal of Statistical Planning and Inference 63, 1, 55-70.

Bose, Arup and Dasgupta, R. (1994). Speed of convergence of the least squares estimator in autoregressive models. Journal of Statistical Planning and Inference 38, 3, 371-380.

Bhandari, S. K. and Bose, Arup (1987). On selecting the most likely event. Journal of Statistical Planning and Inference 17, 227--240.

Bose, Arup (1986). Certain non-uniform rates of convergence to normality for martingale differences. Journal of Statistical Planning and Inference 14, 155--167.

Back

JOURNAL OF THEORETICAL PROBABILITY:

Chatterjee, Sourav and Bose, Arup (2004). A New Method for Bounding Rates of Convergence of Empirical Spectral Distributions. Journal of Theoretical Probability. 17, 4, 1003-1019.

Bose, Arup and Sen, Arusharka (1999). The strong law of large numbers for Kaplan-Meier $U$ statistics. Journal of Theoretical Probability 12, 1, 181-200.

Bose, Arup (1998). A Glivenko-Cantelli theorem and strong laws for $L$ statistics. Journal of Theoretical Probability 11, 4, 921-933.

Back

JOURNAL OF TIME SERIES ANALYSIS:

Bose, Arup and Mukherjee, Kanchan. Bootstrapping a weighted linear estimator of the ARCH parameters. To appear in Journal of Time Series Analysis.

Bose, Arup and Mukherjee, Kanchan (2003). Estimation of the ARCH parameters by solving linear equations. J. Time Ser. Anal. 24, no. 2, 127--136.

Back

PROBABILITY THEORY AND RELATED FIELDS:

Bose, Arup and Babu, G. J. (1991). Accuracy of the bootstrap approximation. Probability Theory and Related Fields 90, 301--316.

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SANKHYA:

Bose, Arup and Sengupta, Debapriya (2003). Strong consistency of minimum contrast estimators. Sankhy\=a, 65, 2, 440--463.

Bose, Arup; DasGupta, Anirban and Rubin, Herman (2002). A contemporary review and bibliography of infinite divisible distributions. Sankhy\=a, 64, Part 3, 763-819. Special Issue in memory of D. Basu.

Bose, Arup and Chandra, T. K. (1993). Cesaro uniform integrability and $L_{p}$-convergence. Sankhy\=a, 55, A, 12--28.

Bhandari, S. K. and Bose, Arup and (1990). Existence of unbiased estimates in sequential binomial experiments. Sankhy\=a 52, A, 1, 127--130. Corrigenda Sankhy\=a A, 55, 2, 327 (1993).

Bose, Arup (1987). Some remarks on the paper ``Sums of independent squared Cauchy variables grow quadratically: Applications'' by F. Eicker. Sankhy\=a 49, A, 1, 138--140.

Bose, Arup (1986). Berry-Esseen bound for the maximum likelihood estimator in Ornstein-Uhlenbeck process. Sankhy\=a 48, A, 181--187.

Bose, Arup (1983). The Bernstein von Mises Theorem for a certain class of diffusion processes.? Sankhy\=a 45, A, 2, 150--160.

Bose, Arup (1983). Asymptotic theory of estimation in non-linear stochastic differential equations for the multiparameter case. Sankhy\=a 45, A, 1, 56--65.

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SEQUENTIAL ANALYSIS:

Bose, Arup (2001). A boundary crossing problem with application to sequential estimation. Sequential Analysis, Vol 20, 1, 65-76.

Bose, Arup and Boukai, Benzion (1995). Bias corrected sequential estimation for the mean of NEF-PVF distribution. Sequential Analysis 14, 4, 307-320.

Bose, Arup and Mukhopadhyay, Nitis (1995). Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two parameter exponential distributions. Sequential Analysis 14, 4, 287-306 (1995).

Bose, Arup and Mukhopadhyay, Nitis (1994). Sequential estimation via replicated piecewise stopping number in a two-parameter exponential family of distributions. Sequential Analysis 13, 1, 1-10.

Sriram, T. N. and Bose, Arup (1988). Sequential shrinkage estimation in the general linear model. Sequential Analysis 7, 2, 149--164.

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STATISTICA SINICA:

Bose, Arup and Chatterjee, Snigdhansu (2002). Comparison of bootstrap and jackknife variance estimators in linear regression: second order results. Statistica Sinica, 12, 2, 575--598.

Chatterjee, Snigdhansu and Bose, Arup (2000). Variance estimation in high dimensional regression models. Statistica Sinica, Vol 10, No 2, 497-515.

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STATISTICS:

Bose, Arup (1988). Higher order approximations for auto-covariances from linear processes with applications. Statistics 9, 2, 259--269.

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STATISTICS AND DECISIONS:

Bose, Arup and Mukhopadhyay, Nitis (1995). Sequential estimation of the mean of an exponential distribution via replicated piecewise stopping number. Statistics and Decisions 13, 351-361.

Bose, Arup and Mukhopadhyay, Nitis (1994). Sequential estimation by accelerated stopping time in a two-parameter exponential family of distributions. Statistics and Decisions 12, 281-291 (1994).

Dasgupta, Anirban and Bose, Arup (1988). $\Gamma$ -minimax and restricted-risk Bayes estimation of multiple Poisson means under $\epsilon$ contaminations of the subjective prior. Statistics and Decisions 6, 311--341.

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STATISTICS AND PROBABILITY LETTERS:

Bose, Arup; Dasgupta, Amites and Maulik, Krishanu (2008b). Maxima of Dirichlet and triangular arrays of gamma variables. Stat. Probab. Letters. 78, 16, 2811-2820.

Bose, Arup and Mitra, Joydip (2002). Limiting spectral distribution of a special circulant. Stat. Probab. Letters, 60, 1, 111-120.

Bose, Arup and Snigdhansu Chatterjee (2001). Generalised bootstrap in non-regular $M$-estimation problems. Statistics and Probability Letters, 55, 3, 319--328.

Babu, G. J. and Bose, Arup (1989). Bootstrap confidence intervals. Statistics and Probability Letters 7, 151--160.

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STOCHASTICS:

Bose, Arup (1986). Certain non-uniform rates of convergence to normality for a restricted class of martingales. Stochastics 16, 279--294.

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