Publications

Miao, Xiaopeng, Wang, Yong-Cheng, and Gangopadhyay, A (2010) An entropy-based nonraparametric test for the validation of surrogate endpoint. Working paper, submitted for publication.

Di, Jianing and Gangopadhyay, A. (2009) Estimation and efficiency comparison of a GARCH model: a semiparametric approach. Working paper, submitted for publication.

Di, Jianing and Gangopadhyay, A. (2008) On the asymptotic efficiency of semiparametric GARCH models. Working paper, submitted for publication.

Di, Jianing and Gangopadhyay, A. (2008) A data-dependent approach to modeling volatility in financial time series. Working paper, submitted for publication.

Gau, G., Gangopadhyay, A and Han, W (2008) Interval estimation of the credibility factor. Variance. page 71-84.

Gangopadhyay, A. and Gau, G. (2007).  Bayesian nonparametric approach to credibility modeling. Annals of Actuarial Science. (in press).

Gangopadhyay, A. and Gau, G. (2004) Interval Estimation of Credibility Factor Using Markov Chain Monte Carlo. Proceedings of the applied actuarial research conference 2003.

Gangopadhyay, A. and Gau, G. (2003) Credibility Modeling via Spline Nonparametric Regression. Casualty Actuarial Society Forum, page 215-252.

Gangopadhyay, A. K., Cheung, K. (2002).  A Bayesian approach to the kernel density estimation. Journal of Nonparametric Statistics, 14, page 655-664.

Denison, D. G. T., Mallick, B. K. and Gangopadhyay, A. K. (2002). A Bayesian Curve Fitting Approach to Power Spectrum Estimation. Journal of Nonparametrics, 14, page 141-153.

Gangopadhyay, A. K. and DiSario, R. (2001). Estimation of sperctral components of a linear time series model.  journal of Statistical Research, 35, page 79-80.

Gangopadhyay, A. K., Mallick, B. K. and Denison, D. G. T. (1999). Estimation of spectral density of a stationary time series via an asymptotic representation of the periodogram.  Journal of Statistical Planning and Inference, 75, page 281-290.

Gangopadhyay, A. K., DiSario, R., Dey, D. (1997).  A nonparametric approach to the k-sample inference based on entropy. Journal of Nonparametric Statistics ,8, page 237-252.

Dey, D. and Gangopadhyay, A. K. (1996). Bayesian estimation of entropy with applications in model diagnostics. Journal of Statistical Research, 10, No. 1, page 9-20.

Gangopadhyay, Ashis K. (1995). A note on the asymptotic behavior of conditional extremes. Statistics and Probability Letters , 25, page 163-170.

Gangopadhyay, Ashis K. and Sen, Pranab K. (1993). Contiguity in Bahadur type representation of a conditional quantile and application in conditional quantile process.  Festschrift in honor of R.R. Bahadur, page 219-232, Wiley Eastern.

Trager, G., Coughlin, D., Genin, A., Achituv, Y. and Gangopadhyay, A. (1992).  Foraging to the rhythm of ocean waves: porcelain crabs and barnacles synchronize feeding motions with flow oscillations.  Journal of Experimental Marine Biology and Ecology,  164, page 73-86.

Pawitan, Yudianto and Gangopadhyay, Ashis K. (1991). Efficient bias corrected nonparametric spectral estimation.  Biometrika, 78, page 825-832.

Gangopadhyay, Ashis K. and Sen, Pranab K. (1991). Contiguity in nonparametric estimation of a conditional functional.  Nonparametric Statistics and Related Topics.  page 141-161, North-Holland, Amsterdam.

Gangopadhyay, Ashis K. and Sen, Pranab K. (1990).  Bootstrap confidence intervals for conditional quantile functions.  Sankhya, 52, Ser. A, Pt. 3, page 346-363.

Bhattacharya, P.K. and Gangopadhyay, Ashis K. (1990). Kernel and nearest neighbor estimation of a conditional quantile.  Annals of Statistics, 78, 3, page 1400-1415.