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2014 | OriginalPaper | Buchkapitel

1. Professor Hira Lal Koul’s Contribution to Statistics

verfasst von : Soumendra Lahiri, Anton Schick, Ashis SenGupta, T.N. Sriram

Erschienen in: Contemporary Developments in Statistical Theory

Verlag: Springer International Publishing

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Abstract

Professor Hira Koul received his Ph.D. in Statistics from the University of California, Berkeley in 1967 under the supervision of Professor Peter Bickel. He has the unique distinction of being the first doctoral student of Professor Bickel. True to his training at Berkeley, in the initial years of his research career, he focused on developing asymptotic theory of statistical inference. He pioneered the approach of Asymptotic Uniform Linearity (AUL) as a theoretical tool for studying properties of the empirical process based on residuals from a semiparametric model. This approach has been widely employed by several authors in studying the asymptotic properties of tests of composite hyptheses, and has been a particularly powerful tool for deriving limit laws of goodness-of-fit tests. At around the same time, he also developed the theory of weighted empirical processes which played a fundamental role in the study of asymptotic distribution of robust estimators (e.g., Rank-based estimators and M-estimators) in linear regression models. An elegant account of the theory of weighted empirical processes for independent as well as dependent random variables is given in his monographs on the topic

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Nächstes Kapitel Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
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93.
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94.
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95.
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96.
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97.
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98.
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99.
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100.
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101.
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102.
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103.
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104.
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105.
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119.
Asymptotic normality for weighted sums of linear processes. (Submitted) (with K.M. Abadir, W. Distaso, L. Giraitis).
120.
Automatic studentization in nonparametric regression. (Submitted) (with V. Dalla and L. Giraitis).
121.
Large sample results for varying kernel regression estimates. (Submitted) (with Weixing Song).
122.
Model checking in Tobit regression via nonparametric smoothing. (Submitted). (with Weixing Song and Shan Liu).
123.
Minimum distance lack-of-fit tests under long memory errors. (Submitted). (with D. Surgailis).
Metadaten
Titel
Professor Hira Lal Koul’s Contribution to Statistics
verfasst von
Soumendra Lahiri
Anton Schick
Ashis SenGupta
T.N. Sriram
Copyright-Jahr
2014
Buch
Contemporary Developments in Statistical Theory

Print ISBN: 978-3-319-02650-3

Electronic ISBN: 978-3-319-02651-0

Copyright-Jahr: 2014

DOI
https://doi.org/10.1007/978-3-319-02651-0_1