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- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix. The Annals of Applied Probability 2015. 25:3624-3683 .
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix. The Annals of Applied Probability 2014. 24:1199-1225 .
- Analysis of accumulated rounding errors in autoregressive processes. Journal of Time Series Analysis 2011. 32:518-530 .
- Asymptotic properties of eigenmatrices of a large sample covariance matrix. The Annals of Applied Probability 2011. 21:1994-2015 .
- The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix. Journal of Multivariate Analysis 2010. 101:1927-1949 .
- Analysis of rounded data from dependent sequences. Annals of the Institute of Statistical Mathematics 2010. 62:1143-1173 .
- Circular law. .
- Inference and Prediction in Large Dimensions by BOSC, D. and BLANKE, D.. Biometrics 2008. 64:1303-1304 .
- Edgeworth expansions of a function of sample means under minimal moment conditions and partial Cramer's condition. .
- Asymptotic properties of adaptive designs for clinical trials with delayed response. .
- Convergence rate of expected spectral distributions of large random matrices. II. Sample covariance matrices. .
- CLT for linear spectral statistics of large-dimensional sample covariance matrices. .
- Methodologies in spectral analysis of large dimensional random matrices, a review. .
- Convergence rate of expected spectral distributions of large random matrices. I. Wigner matrices. .
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix. .
- On limit theorem for the eigenvalues of product of two random matrices. Journal of Multivariate Analysis 2007. 98:76-101 .
- On the signal-to-interference ratio of CDMA systems in wireless communications. The Annals of Applied Probability 2007. 17:81-101 .
- On asymptotics of eigenvectors of large sample covariance matrix. The Annals of Probability 2007. 35:1532-1572 .
- Rooted edges of a minimal directed spanning tree on random points. Advances in Applied Probability 2006. 38:1-30 .
- High dimensional data analysis. Cosmos: An Interdisciplinary Journal in Science 2005. 1:17-27 .
- A chi-square test for dimensionality with non-Gaussian data. Journal of Multivariate Analysis 2004. 88:109-117 .
- Clt for linear spectral statistics of large-dimensional sample covariance matrices. The Annals of Probability 2004. 32:553-605 .
- Rank estimation for longitudinal data with subject attrition due to response selection. Sankhyā: The Indian Journal of Statistics 2003. 65:72-90 .
- Weight $W$ test for normality and asymptotics a revisit of Chen-Shapiro test for normality. Journal of Statistical Planning and Inference 2003. 113:485-503 .
- Asymptotic properties of adaptive designs for clinical trials with delayed response. The Annals of Statistics 2002. 30:122-139 .
- An adaptive design for multi-arm clinical trials. Journal of Multivariate Analysis 2002. 81:1-18 .
- $R$-estimation in autoregression with square-integrable score function. Journal of Multivariate Analysis 2002. 81:167-186 .
- Gaussian approximation theorems for urn models and their applications. The Annals of Applied Probability 2002. 12:1149-1173 .
- $M$-estimation of multivariate linear regression parameters under a convex discrepancy function. .
- A note on Edgeworth expansion for ratio of sample means. .
- MANOVA-type tests under a convex discrepancy function for the standard multivariate linear model. .
- Reconstruction of the shape and size of objects from two orthogonal projections. .
- Edgeworth expansion of a function of sample means. .
- Robust inference in multivariate linear regression using difference of two convex functions as the discrepancy measure. .
- Asymptotic theory of least distances estimate in multivariate linear models. .
- Marcinkiewicz strong laws for linear statistics. Statistics & Probability Letters 2000. 46:105-112 .
- A note on sequential estimation of the size of a population under a general loss function. Statistics & Probability Letters 2000. 47:159-164 .
- A paradox in least-squares estimation of linear regression models. Statistics & Probability Letters 1999. 42:167-174 .
- Asymptotic theorems for urn models with nonhomogeneous generating matrices. Stochastic Processes and their Applications 1999. 80:87-101 .
- Exact Separation of Eigenvalues of Large Dimensional Sample Covariance Matrices. The Annals of Probability 1999. 27:1536-1555 .
- Model selection with data-oriented penalty. Journal of Statistical Planning and Inference 1999. 77:103-117 .
- Reply to comments on ``Methodologies in spectral analysis of large dimensional random matrices, a review''. Statistica Sinica 1999. 9:671-678 .
- A note on the consistency of multidimensional exponential signals. Sankhyā, Series A 1999. 61:270-275 .
- Remarks on the convergence rate of the spectral distributions of Wigner matrices. Journal of Theoretical Probability 1999. 12:301-311 .
- Methodologies in spectral analysis of large dimensional random matrices, a review (Disc: p662-678). Statistica Sinica 1999. 9:611-661 .
- On consistency of the best-$r$-points-average estimator for the maximizer of a nonparametric regression function. Sankhyā, Series A 1999. 61:208-217 .
- Exact separation of eigenvalues of large dimensional sample covariance matrices. The Annals of Probability 1999. 27:1536-1555 .
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices. The Annals of Probability 1998. 26:316-345 .
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices. The Annals of Probability 1998. 26:316-345 .
- A note on the convergence rate of the spectral distributions of large random matrices. Statistics & Probability Letters 1997. 34:95-101 .
- On necessary conditions for the weak consistency of minimum $L_1$-norm estimates in linear models. Statistics & Probability Letters 1997. 34:193-199 .
- Circular law. The Annals of Probability 1997. 25:494-529 .
- General $M$-estimation. Journal of Multivariate Analysis 1997. 63:119-135 .
- Mixtures of global and local Edgeworth expansions and their applications. Journal of Multivariate Analysis 1996. 59:282-307 .
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices. Journal of Multivariate Analysis 1995. 54:175-192 .
- A note on the conditional distribution of $X$ when $\vert X-y\vert$ is given. Statistics & Probability Letters 1994. 19:217-219 .
- Limiting behavior of $M$-estimators of regression coefficients in high dimensional linear models, I. Scale-dependent case. Journal of Multivariate Analysis 1994. 51:211-239 .
- Limiting behavior of $M$-estimators of regression coefficients in high dimensional linear models, II. Scale-invariant case. Journal of Multivariate Analysis 1994. 51:240-251 .
- MANOVA type tests under a convex discrepancy function for the standard multivariate linear model. Journal of Statistical Planning and Inference 1993. 36:77-90 .
- On the strong consistency of $M$-estimates in linear models under a general discrepancy function. .
- Edgeworth expansion of a function of sample means under minimal moment conditions and partial Cramer's condition. Sankhyā, Series A 1993. 55:244-258 .
- Convergence rate of expected spectral distributions of large random matrices. Part II. Sample covariance matrices. The Annals of Probability 1993. 21:649-672 .
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix. The Annals of Probability 1993. 21:1275-1294 .
- Recursive algorithm for $M$-estimates of regression coefficients and scatter parameters in linear models. Sankhyā, Series B 1993. 55:199-218 .
- Convergence rate of expected spectral distributions of large random matrices. Part I. Wigner matrices. The Annals of Probability 1993. 21:625-648 .
- Strong consistency of maximum likelihood parameter estimation of superimposed exponential signals in noise. Theory of Probability and its Applications 1992. 36:349-355 .
- $M$-estimation of multivariate linear regression parameters under a convex discrepancy function. Statistica Sinica 1992. 2:237-254 .
- Edgeworth expansions for errors-in-variables models. Journal of Multivariate Analysis 1992. 42:226-244 .
- Model selection for log-linear models. Sankhyā, Series B 1992. 54:200-219 .
- A note on Edgeworth expansion for ratio of sample means. Sankhyā, Series A 1992. 54:309-322 .
- Edgeworth expansion of a function of sample means. The Annals of Statistics 1991. 19:1295-1315 .
- Inadmissibility of the maximum likelihood estimator in the sequential estimation of the size of a population. Biometrika 1991. 78:817-823 .
- Asymptotic theory of least distances estimate in multivariate linear models. Statistics 1990. 21:503-519 .
- Least absolute deviations analysis of variance. Sankhyā, Series A 1990. 52:166-177 .
- Recent contributions to robust estimation in linear models. .
- On solvability of an equation arising in the theory of $M$-estimates. Communications in Statistics: Theory and Methods 1990. 19:363-380 .
- Asymptotic normality of minimum $L_1$-norm estimates in linear models. Gujarat Statistical Review 1989. 16:13-32 .
- Statistical analysis of dyadic stationary processes. Annals of the Institute of Statistical Mathematics 1989. 41:205-225 .
- On determination of the order of an autoregressive model. .
- Kernel estimators of density function of directional data. .
- A theorem of Feller revisited. The Annals of Probability 1989. 17:385-395 .
- Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix. The Annals of Probability 1988. 16:1729-1741 .
- Multivariate components of covariance model in unbalanced case. Communications in Statistics: Theory and Methods 1988. 17:1311-1324 .
- Limiting properties of the occurrence/exposure rate and simple risk rate. Annals of the Institute of Statistical Mathematics 1988. 40:491-505 .
- A note on asymptotic joint distribution of the eigenvalues of a noncentral multivariate $F$ matrix (Chinese). Journal of Mathematical Research and Exposition / Shuxue Janjiu Yu Pinglun 1988. 8:291-300 .
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix. Probability Theory and Related Fields 1988. 78:509-521 .
- Convergence to the semicircle law. The Annals of Probability 1988. 16:863-875 .
- A note on the largest eigenvalue of a large dimensional sample covariance matrix. Journal of Multivariate Analysis 1988. 26:166-168 .
- Kernel estimators of density function of directional data. Journal of Multivariate Analysis 1988. 27:24-39 .
- On determination of the order of an autoregressive model. Journal of Multivariate Analysis 1988. 27:40-52 .
- On the maximum-likelihood estimator for the location parameter of a Cauchy distribution. Canadian Journal of Statistics 1987. 15:137-146 .
- On the limiting empirical distribution function of the eigenvalues of a multivariate $F$ matrix. Theory of Probability and its Applications 1987. 32:490-500 .
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic. Journal of Multivariate Analysis 1986. 19:189-200 .
- Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang. Probability Theory and Related Fields 1986. 73:555-569 .
- On detection of the number of signals in presence of white noise. Journal of Multivariate Analysis 1986. 20:1-25 .
- On detection of the number of signals when the noise covariance matrix is arbitrary. Journal of Multivariate Analysis 1986. 20:26-49 .
- Limiting properties of large system of random linear equations. Probability Theory and Related Fields 1986. 73:539-553 .
- On asymptotic joint distribution of the eigenvalues of the noncentral MANOVA matrix for nonnormal populations. Sankhyā, Series B 1986. 48:153-162 .
- Distributions of class $L_\alpha$. Journal of Multivariate Analysis 1984. 14:285-299 .
- Limiting behavior of the eigenvalues of a multivariate $F$ matrix. Journal of Multivariate Analysis 1983. 13:508-516 .