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Dr Kanchan Mukherjee

Senior Lecturer

  1. Published

    The asymptotic distribution of a class of L-estimators under long range dependence

    Mukherjee, K., 06/1999, In: Canadian Journal of Statistics. 27, 2, p. 345-360 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Robust estimation in nonlinear regression via minimum distance method

    Mukherjee, K., 1996, In: Mathematical Methods of Statistics . 5, p. 99-112 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    R-estimators in GARCH models: asymptotics and applications

    Liu, H. & Mukherjee, K., 31/12/2021, In: The Econometrics Journal. 25, 1, p. 98-113 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    R-estimation in autoregression with square-integrable score function.

    Mukherjee, K. & Bai, Z. D., 1/04/2002, In: Journal of Multivariate Analysis. 81, 1, p. 167-186 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Regression quantiles and related processes under long range dependent errors

    Koul, H. L. & Mukherjee, K., 11/1994, In: Journal of Multivariate Analysis. 51, 2, p. 318-337 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Pseudo-likelihood estimation in ARCH model

    Mukherjee, K., 06/2006, In: Canadian Journal of Statistics. 34, 2, p. 341-356 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    On the computation of R-estimators

    Mukherjee, K. & Wang, Y., 2014, Contemporary developments in statistical theory : a festschrift for Hira Lal Koul. Lahiri, S., Schick, A., SenGupta, A. & Sriram, T. N. (eds.). Switzerland: Springer, p. 279-288 10 p. (Springer Proceedings in Mathematics & Statistics ; vol. 68).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)peer-review

  8. Published

    On the alignment of multiple time series fragments.

    Mukherjee, K., Shumway, R. & Verosub, K., 23/05/2007, In: Biometrika. 94, 2, p. 347-358 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    On preliminary test and shrinkage estimation in linear models with long memory errors

    Mukherjee, K., 15/06/1998, In: Journal of Statistical Planning and Inference. 69, 2, p. 319-328 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    On a design consistency property of hierarchical Bayes estimators in finite population samplings.

    Lahiri, P. & Mukherjee, K., 04/2007, In: Annals of Statistics. 35, 2, p. 724-737 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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