Probal Chaudhuri | Indian Statistical Institute, Calcutta (original) (raw)
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Papers by Probal Chaudhuri
Journal of the American Statistical Association, Sep 1, 1999
BMC Genomics, Apr 1, 2008
Statistics & Probability Letters, 1995
A likelihood-based generalization of usual kernel and nearest-neighbor-type smoothing techniques ... more A likelihood-based generalization of usual kernel and nearest-neighbor-type smoothing techniques and a related extension of the least-squares leave-one-out cross-validation are explored in a generalized regression set up. Several attractive features of the procedure are discussed and asymptotic properties of the resulting nonparametric function estimate are derived under suitable regularity conditions. Large sample performance of likelihood-based leave-one-out cross validation is investigated
arXiv (Cornell University), Jul 20, 2017
arXiv (Cornell University), Oct 31, 2016
Statistical Methodology, Sep 1, 2014
Annals of the Institute of Statistical Mathematics, Jul 3, 2013
Annals of Statistics, Apr 1, 1997
Electronic Journal of Statistics, 2022
Annals of Statistics, Apr 1, 2017
arXiv: Methodology, 2019
We develop inference and testing procedures for conditional dispersion and skewness in a nonparam... more We develop inference and testing procedures for conditional dispersion and skewness in a nonparametric regression setup based on statistical depth functions. The methods developed can be applied in situations, where the response is multivariate and the covariate is a random element in a metric space. This includes regression with functional covariate as a special case. We construct measures of the center, the spread and the skewness of the conditional distribution of the response given the covariate using depth based nonparametric regression procedures. We establish the asymptotic consistency of those measures and develop a test for heteroscedasticity and a test for conditional skewness. We present level and power study for the tests in several simulated models. The usefulness of the methodology is also demonstrated in a real dataset. In that dataset, our responses are the nutritional contents of different meat samples measured by their protein, fat and moisture contents, and the fu...
Journal of the American Statistical Association, Sep 1, 1999
BMC Genomics, Apr 1, 2008
Statistics & Probability Letters, 1995
A likelihood-based generalization of usual kernel and nearest-neighbor-type smoothing techniques ... more A likelihood-based generalization of usual kernel and nearest-neighbor-type smoothing techniques and a related extension of the least-squares leave-one-out cross-validation are explored in a generalized regression set up. Several attractive features of the procedure are discussed and asymptotic properties of the resulting nonparametric function estimate are derived under suitable regularity conditions. Large sample performance of likelihood-based leave-one-out cross validation is investigated
arXiv (Cornell University), Jul 20, 2017
arXiv (Cornell University), Oct 31, 2016
Statistical Methodology, Sep 1, 2014
Annals of the Institute of Statistical Mathematics, Jul 3, 2013
Annals of Statistics, Apr 1, 1997
Electronic Journal of Statistics, 2022
Annals of Statistics, Apr 1, 2017
arXiv: Methodology, 2019
We develop inference and testing procedures for conditional dispersion and skewness in a nonparam... more We develop inference and testing procedures for conditional dispersion and skewness in a nonparametric regression setup based on statistical depth functions. The methods developed can be applied in situations, where the response is multivariate and the covariate is a random element in a metric space. This includes regression with functional covariate as a special case. We construct measures of the center, the spread and the skewness of the conditional distribution of the response given the covariate using depth based nonparametric regression procedures. We establish the asymptotic consistency of those measures and develop a test for heteroscedasticity and a test for conditional skewness. We present level and power study for the tests in several simulated models. The usefulness of the methodology is also demonstrated in a real dataset. In that dataset, our responses are the nutritional contents of different meat samples measured by their protein, fat and moisture contents, and the fu...