Selected Publications

• Guan, C. and Gangopadhyay, A. (2024) A Functional Perspective on the Conditional Covariance Comparison Problem in Dementia Analysis. https://www.biorxiv.org/content/10.1101/2023.12.19.572366v1
• Guan C, Au R, Ang A, Gangopadhyay A (2024) Analyzing the Covariance Structure of Plasma Signaling Proteins in Relation to the Diagnosis of Dementia. Int J Clin Biostat Biom 10:053. doi.org/10.23937/2469-5831/1510053
• Hu, H., & Gangopadhyay, A. (2023). A semiparametric approach to the detection of change-points in volatility dynamics of financial data. Communications in Statistics - Simulation and Computation, 1-21.
• Di, J. and Gangopadhyay, A. (2015). A data-dependent approach to modeling volatility in financial time series. Sankhya, Ser B. 77, page 1-26.
• Di, J. and Gangopadhyay, A. (2014) One-step semiparametric estimation of the GARCH model. Journal of Financial Econometrics, 12, page 382-407.
• Miao, X., Wang, Y-C. and Gangopadhyay, A. (2012) An entropy-based nonparametric test for the validation of surrogate endpoints. Statistics in Medicine, 31, 1517-1530.
• Di, J. and Gangopadhyay, A. (2011) On the asymptotic efficiency of semiparametric GARCH models. Econometrics Journal , 14, page 257-277.
• Gangopadhyay, A. and Gau, G. (2007). Bayesian nonparametric approach to credibility modeling. Annals of Actuarial Science , 2, page 91-114 .
• 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 spectral 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.
• Gangopadhyay, A. K. (1995). A note on the asymptotic behavior of conditional extremes. Statistics and Probability Letters , 25, page 163-170.
• Pawitan, Y. and Gangopadhyay, A. K. (1991). Efficient bias corrected nonparametric spectral estimation. Biometrika, 78, page 825-832.
• Gangopadhyay, A. 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, A. K. and Sen, Pranab K. (1990). Bootstrap confidence intervals for conditional quantile functions. Sankhya, 52, Ser. A, 3, page 346-363.
• Bhattacharya, P.K. and Gangopadhyay, A. K. (1990). Kernel and nearest neighbor estimation of a conditional quantile. <em>Annals of Statistics</em>, 78, 3, page 1400-1415.