Arup Bose
Statistics and Probability · 1988–2008
A researcher in the Science corpus: 8 papers; trusts 9 researchers and is trusted by 17 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 14 citations into it; #2,937 of 12,932 by trust here, #4,650 by citations
Whom Arup Bose trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- David Freedman
- Nils Lid Hjort
- Christopher N. B. Hammond
- Z. Bai
- Steven J. Miller
- Bradley Efron
- Adam Massey
- J. Silverstein
- Rajendra Bhatia
Who trusts Arup Bose overall
- Dimitris Nicolas Politis
- Lingxue Pan
- Manfred Mudelsee
- Jens-Peter Kreiss
- R. Becker
- Fukang Zhu
- Marco Geraci
- Peter Hall
- Piotr Fryzlewicz
- Efstathios Paparoditis
Papers from Arup Bose's perspective
Ordered by how strongly the researchers Arup Bose trusts endorse each paper. Same corpus, a different order for every researcher.
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Distribution of Eigenvalues for the Ensemble of Real Symmetric Toeplitz Matrices
- On robust estimation of the location parameter
- Asymptotics for minimisers of convex processes
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Limiting spectral distribution of a special circulant
- The jackknife, the bootstrap, and other resampling plans
- An Introduction to Probability Theory and Its Applications
- Spectral Analysis of Large Dimensional Random Matrices
- Matrix Analysis
Their papers
- Another look at the moment method for large dimensional random matrices (2008) — 66 citations
- Generalized bootstrap for estimating equations (2005) — 144 citations
- ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS (2003) — 63 citations
- Sankhyā, The Indian Journal of Statistics (2006) — 204 citations
- Limiting spectral distribution of a special circulant (2002) — 76 citations
- Generalized bootstrap for estimators of minimizers of convex functions (2003) — 51 citations
- Variance estimation in high dimensional regression models (2000) — 52 citations
- Edgeworth correction by bootstrap in autoregressions (1988)