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Bose, Arup ; Dutta, Santanu (2022) Kernel based estimation of the distribution function for length biased data Metrika, 85 (3). pp. 269-287. ISSN 0026-1335

Bose, Arup ; Saha, Koushik ; Sen, Arusharka ; Sen, Priyanka (2022) Random matrices with independent entries: Beyond non-crossing partitions Random Matrices: Theory and Applications, 11 (02). ISSN 2010-3263

Bose, Arup ; Hachem, Walid (2022) Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes Random Matrices: Theory and Applications . ISSN 2010-3263

Bose, Arup ; Maurya, Shambhu Nath ; Saha, Koushik (2022) Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices Journal of Mathematical Physics, 63 (3). 033304. ISSN 0022-2488

Bose, Arup ; Bhattacharjee, Madhuchhanda (2021) Kernel Density Estimates in a Non-standard Situation Journal of Statistical Theory and Practice, 15 (1). ISSN 1559-8608

Bose, Arup ; Maurya, Shambhu Nath ; Saha, Koushik (2021) Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices Random Matrices: Theory and Applications, 10 (04). ISSN 2010-3263

Bose, Arup ; Pal, Debashis ; Sappington, David E. M. (2021) The political economy of voluntary public service Public Choice, 186 (1-2). pp. 29-61. ISSN 0048-5829

Bhattacharjee, Monika ; Bose, Arup ; Srivastava, Radhendushka (2021) A white noise test under weak conditions Journal of Statistical Planning and Inference, 211 . pp. 362-390. ISSN 0378-3758

Adhikari, Kartick ; Bose, Arup (2020) Limiting spectral distribution of the product of truncated Haar unitary matrices Random Matrices: Theory and Applications, 09 (02). p. 2050002. ISSN 2010-3263

Bose, Arup ; Hachem, Walid (2020) Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application Journal of Multivariate Analysis, 178 . p. 104623. ISSN 0047-259X

Adhikari, Kartick ; Bose, Arup (2019) Brown measure and asymptotic freeness of elliptic and related matrices Random Matrices: Theory and Applications, 08 (02). p. 1950007. ISSN 2010-3263

Bhattacharjee, Monika ; Bose, Arup (2019) Joint convergence of sample autocovariance matrices when $p/n\to 0$ with application Annals of Statistics, 47 (6). ISSN 0090-5364

Bhattacharjee, Monika ; Bose, Arup (2017) Matrix polynomial generalizations of the sample variance-covariance matrix when pn−1 → y ∈ (0, ∞) Indian Journal of Pure and Applied Mathematics, 48 (4). pp. 575-607. ISSN 0019-5588

Banerjee, Debapratim ; Bose, Arup (2017) Patterned sparse random matrices: A moment approach Random Matrices: Theory and Applications, 06 (03). p. 1750011. ISSN 2010-3263

Bose, Arup ; Pal, Debashis ; Sappington, David E.M. (2017) Pricing to preclude sabotage in regulated industries International Journal of Industrial Organization, 51 . pp. 162-184. ISSN 0167-7187

Bose, Arup ; Pal, Debashis ; Sappington, David E. M. (2016) All entrepreneurial productivity increases are not created equal Southern Economic Journal, 82 (3). pp. 952-974. ISSN 0038-4038

Banerjee, Debapratim ; Bose, Arup (2016) Bulk behaviour of some patterned block matrices Indian Journal of Pure and Applied Mathematics, 47 (2). pp. 273-289. ISSN 0019-5588

Bhattacharjee, Monika ; Bose, Arup (2016) Large sample behaviour of high dimensional autocovariance matrices Annals of Statistics, 44 (2). ISSN 0090-5364

Basak, Anirban ; Bose, Arup ; Mukherjee, Soumendu Sundar (2015) Limiting spectral distribution of a class of Hankel type random matrices Random Matrices: Theory and Applications, 04 (03). p. 1550010. ISSN 2010-3263

Bose, Arup ; Mukherjee, Soumendu Sundar (2014) Bulk behavior of Schur–Hadamard products of symmetric random matrices Random Matrices: Theory and Applications, 03 (02). p. 1450007. ISSN 2010-3263

Bhattacharjee, Monika ; Bose, Arup (2014) Consistency of large dimensional sample covariance matrix under weak dependence Statistical Methodology, 20 . pp. 11-26. ISSN 1572-3127

Bhattacharjee, Monika ; Bose, Arup (2014) ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS Journal of Time Series Analysis, 35 (3). pp. 262-281. ISSN 0143-9782

Basak, Anirban ; Bose, Arup ; Sen, Sanchayan (2014) Limiting spectral distribution of sample autocovariance matrices Bernoulli, 20 (3). ISSN 1350-7265

Bose, Arup ; Chakravarty, Satya R. ; D’Ambrosio, Conchita (2014) Richness orderings The Journal of Economic Inequality, 12 (1). pp. 5-22. ISSN 1569-1721

BOSE, ARUP ; GANGOPADHYAY, SREELA ; SAHA, KOUSHIK (2013) CONVERGENCE OF A CLASS OF TOEPLITZ TYPE MATRICES Random Matrices: Theory and Applications, 02 (03). p. 1350006. ISSN 2010-3263

Bose, Arup ; Dutta, Santanu (2013) Density estimation using bootstrap bandwidth selector Statistics & Probability Letters, 83 (1). pp. 245-256. ISSN 0167-7152

Bose, Arup ; Gupta, Barnali (2013) Mixed markets in bilateral monopoly Journal of Economics, 110 (2). pp. 141-164. ISSN 0931-8658

Bose, Arup ; Gangopadhyay, Sreela (2013) A note on concomitants of records Statistical Methodology, 10 (1). pp. 103-112. ISSN 1572-3127

Bose, Arup ; Pal, Debashis ; Sappington, David E.M. (2012) Extreme screening policies European Economic Review, 56 (8). pp. 1607-1620. ISSN 0014-2921

Basu, Riddhipratim ; Bose, Arup ; Ganguly, Shirshendu ; Hazra, Rajat (2012) Joint convergence of several copies of different patterned random matrices Electronic Journal of Probability, 17 (none). ISSN 1083-6489

Basu, Riddhipratim ; Bose, Arup ; Ganguly, Shirshendu ; Hazra, Rajat Subhra (2012) Limiting spectral distribution of block matrices with Toeplitz block structure Statistics & Probability Letters, 82 (7). pp. 1430-1438. ISSN 0167-7152

Bose, Arup ; Hazra, Rajat Subhra ; Saha, Koushik (2012) Product of exponentials and spectral radius of random k-circulants Annales de l'Institut Henri Poincare (B): Probability and Statistics, 48 (2). pp. 424-443. ISSN 0246-0203

Bose, Arup ; Guha, Suman ; Hazra, Rajat Subhra ; Saha, Koushik (2011) Circulant type matrices with heavy tailed entries Statistics & Probability Letters, 81 (11). pp. 1706-1716. ISSN 0167-7152

Bose, Arup ; Hazra, Rajat Subhra ; Saha, Koushik (2011) Half independence and half cumulants Electronic Communications in Probability, 16 . pp. 405-422. ISSN 1083-589X

Bose, Arup ; Subhra Hazra, Rajat ; Saha, Koushik (2011) Convergence of joint moments for independent random patterned matrices Annals of Probability, 39 (4). pp. 1607-1620. ISSN 0091-1798

Bose, Arup ; Sen, Sanchayan (2011) Finite diagonal random matrices Journal of Theoretical Probability . No pp. given.. ISSN 0894-9840

Basak, Anirban ; Bose, Arup (2011) Limiting spectral distributions of some band matrices Periodica Mathematica Hungarica, 63 (1). pp. 113-150. ISSN 0031-5303

Banerjee, Sayan ; Bose, Arup (2011) Noncrossing partitions, catalan words, and the semicircle law Journal of Theoretical Probability . No pp. given. ISSN 0894-9840

Bose, Arup ; Pal, Debashis ; Sappington, David E. M. (2011) On the performance of linear contracts Journal of Economics and Management Strategy, 20 (1). pp. 159-193. ISSN 1058-6407

Bose, Arup ; Hazra, Rajat Subhra ; Saha, Koushik (2011) Poisson convergence of Eigenvalues of circulant type matrices Extremes, 14 (4). pp. 365-392. ISSN 1386-1999

Bose, Arup ; Pal, Debashis ; Sappington, David E. M. (2010) Asymmetric treatment of identical agents in teams European Economic Review, 54 (7). pp. 947-961. ISSN 0014-2921

Bose, Arup ; Hazra, Rajat Subhra ; Saha, Koushik (2010) Spectral norm of circulant type matrices with heavy tailed entries Electronic Communications in Probability, 15 . pp. 299-313. ISSN 1083-589X

Bose, Arup ; Hazra, Rajat Subhra ; Saha, Koushik (2010) Poisson convergence of eigenvalues of circulant type matrices Extremes . ISSN 1386-1999

Bose, Arup ; Pal, Debashis ; Sappington, David E.M. (2010) On the design of piece-rate contracts Economics Letters, 107 (3). pp. 330-332. ISSN 0165-1765

Bose, Arup ; Gangopadhyay, Sreela (2010) Asymptotic properties of near Pfeifer records Extremes . ISSN 1386-1999

Bandyopadhyay, Subhadip ; Bose, Arup ; Sengupta, Debasis (2010) Nonparametric estimation of multivariate density with direct and auxiliary data and application Indian Journal of Pure and Applied Mathematics, 41 (4). pp. 251-274. ISSN 0019-5588

Basak, Aniran ; Bose, Arup (2010) Balanced random and Toeplitz matrices Electronic Communications in Probability, 15 . pp. 134-148. ISSN 1083-589X

Bose, Arup ; Gangopadhyay, Sreela (2010) Convergence of linear functions of Pfeifer records Extremes, 13 (1). pp. 89-106. ISSN 1386-1999

Bose, Arup ; Pal, Debashis ; Sappington, David E. M. (2010) Equal pay for unequal work: limiting sabotage in teams Journal of Economics and Management Strategy, 19 (1). pp. 25-53. ISSN 1058-6407

Bose, Arup ; Gangopadhyay, Sreela ; Sen, Arnab (2010) Limiting spectral distribution of XX' matrices Annales de l'Institut Henri Poincare (B): Probability and Statistics, 46 (3). pp. 677-707. ISSN 0246-0203

Bose, Arup ; Pal, Debashis ; Sappington, David E. M. (2010) Pareto-improving inefficiency Oxford Economic Papers, 63 (1). pp. 94-110. ISSN 0030-7653

Bose, Arup ; Hazra, Rajat Subhra ; Saha, Koushik (2010) Patterned random matrices and method of moments Proceedings of the International Congress of Mathematicians 2010 (ICM 2010) . pp. 2203-2231.

Bose, Arup ; Hazra, Rajat Subhra ; Saha, Koushik (2009) Spectral norm of circulant-type matrices Journal of Theoretical Probability . ISSN 0894-9840

Roy, Anindya ; Bose, Arup (2009) Coverage of generalized confidence intervals Journal of Multivariate Analysis, 100 (7). pp. 1384-1397. ISSN 0047-259X

Bose, Arup (2009) L1 regression estimate and its bootstrap Science in China Series A: Mathematics, 52 (6). pp. 1251-1261. ISSN 1006-9283

Bose, Arup ; Mukherjee, Kanchan (2009) Bootstrapping a weighted linear estimator of the ARCH parameters Journal of Time Series Analysis, 30 (3). pp. 315-331. ISSN 0143-9782

Bose, Arup ; Hazra, Rajat Subhra ; Saha, Koushik (2009) Limiting spectral distribution of circulant type matrices with dependent inputs Electronic Journal of Probability, 14 . pp. 2463-2491. ISSN 1083-6489

Bose, Arup ; Dasgupta, Amites ; Maulik, Krishanu (2009) Multicolor urn models with reducible replacement matrices Bernoulli, 15 (1). pp. 279-295. ISSN 1350-7265

Bose, Arup ; Gupta, Barnali (2009) Optimal training, employee preferences and moral hazard Journal of Economic and Social Policy . pp. 1-30. ISSN 1325-2224

Bose, Arup ; Dasgupta, Amites ; Maulik, Krishanu (2009) Strong laws for balanced triangular urns Journal of Applied Probability, 46 (2). pp. 571-584. ISSN 0021-9002

Bose, Arup ; Dasgupta, Amites ; Maulik, Krishanu (2008) Maxima of dirichlet and triangular arrays of gamma variables Statistics & Probability Letters, 78 (16). pp. 2811-2820. ISSN 0167-7152

Bose, Arup ; Gangopadhyay, Sreela ; Goswami, Alok (2007) A note on random coin tossing Indagationes Mathematicae, 18 (3). pp. 405-416. ISSN 0019-3577

Bose, Arup ; Sen, Arnab (2007) On asymptotic properties of the rank of a special random adjacency matrix Electronic Communications in Probability, 12 . pp. 200-205. ISSN 1083-589X

Bose, Arup ; Dasgupta, Amites ; Maulik, Krishanu (2007) Maxima of the cells of an equiprobable multinomial Electronic Communications in Probability, 12 . pp. 93-105. ISSN 1083-589X

Bose, Arup ; Sen, Arnab (2007) Spectral normof random large dimensional noncentral Toeplitz and Hankel matrices Electronic Communications in Probability, 12 . pp. 21-27. ISSN 1083-589X

Bose, Arup ; Gangopadhyay, Sreela ; Maulik, Krishanu ; Sarkar, Anish (2006) Convergence of tail sum for records Extremes, 9 (2). pp. 151-168. ISSN 1386-1999

Chatterjee, Snigdhansu ; Bose, Arup (2005) Generalized bootstrap for estimating equations Annals of Statistics, 33 (1). pp. 414-436. ISSN 0090-5364

Bose, Arup ; Gangopadhyay, Sreela ; Sarkar, Anish (2005) Partial sum process for records Extremes, 8 (1-2). pp. 43-56. ISSN 1386-1999

Chatterjee, S. ; Bose, A. (2004) A new method for bounding rates of convergence of empirical spectral distributions Journal of Theoretical Probability, 17 (4). pp. 1003-1019. ISSN 0894-9840

Bose, A. ; Chatterjee, Snigdhansu (2003) Generalized bootstrap for estimators of minimizers of convex functions Journal of Statistical Planning and Inference, 117 (2). pp. 225-239. ISSN 0378-3758

Bose, Arup ; Mukherjee, Kanchan (2003) Estimating the arch parameters by solving linear equations Journal of Time Series Analysis, 24 (2). pp. 127-136. ISSN 0143-9782

Bose, Arup ; Mukherjee, Kanchan (2003) Estimation of the ARCH parameters by solving linear equations Journal of Time Series Analysis, 24 (2). pp. 127-136. ISSN 0143-9782

Bose, Arup ; Gangopadhyay, Sreela ; Sarkar, Anish ; Sengupta, Arindam (2003) Asymptotic properties of sums of upper records Extremes, 6 (2). pp. 147-164. ISSN 1386-1999

Bose, Arup ; Gangopadhyay, Sreela ; Sarkar, Anish ; Sengupta, Arindam (2003) Convergence of lower records and infinite divisibility Journal of Applied Probability, 40 (4). pp. 865-880. ISSN 0021-9002

Bose, Arup ; Sengupta, Debapriya (2003) Strong consistency of minimum contrast estimators with applications Sankhya, 65 (2). pp. 440-463. ISSN 0972-7671

Bose, Arup ; Gangopadhyay, Sreela ; Sarkar, Anish ; Sengupta, Arindam (2003) A symptotic properties of sums of upper records Extremes, 6 (2). pp. 147-164. ISSN 1386-1999

Bose, A. ; Mitra, Joydip (2002) Limiting spectral distribution of a special circulant Statistics & Probability Letters, 60 (1). pp. 111-120. ISSN 0167-7152

Bose, A. ; Sen, Arusharka (2002) Asymptotic distribution of the Kaplan-Meier U-Statistics Journal of Multivariate Analysis, 83 (1). pp. 84-123. ISSN 0047-259X

Bose, Arup ; Chatterjee, Snigdhansu (2002) Comparison of bootstrap and jackknife variance estimators in linear regression: second order results Statistica Sinica, 12 . pp. 575-598. ISSN 1017-0405

Chatterjee, Snigdhansu ; Bose, Arup (2002) Dimension asymptotics for generalised bootstrap in linear regression Annals of the Institute of Statistical Mathematics, 54 (2). pp. 367-381. ISSN 0020-3157

Bose, Arup ; Dasgupta, Anirban ; Rubin, Herman (2002) A contemporary review and bibliography of infinitely divisible distributions and processes Sankhya, 64 . pp. 763-819. ISSN 0972-7671

Bose, A. ; Chatterjee, Snigdhansu (2001) Generalised bootstrap in non-regular M-estimation problems Statistics & Probability Letters, 55 (3). pp. 319-328. ISSN 0167-7152

Bishwal, J. P. N. ; Bose, A. (2001) Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process Computers & Mathematics with Applications, 42 (1-2). pp. 23-38. ISSN 0898-1221

Bose, Arup (2001) A boundary crossing problem with application to sequential estimation Sequential Analysis, 20 (1-2). pp. 65-76. ISSN 0747-4946

Bose, Arup ; Chatterjee, Snigdhansu (2001) Last passage times of minimum contrast estimators Journal of the Australian Mathematical Society, 71 (01). pp. 1-10. ISSN 1446-7887

Chatterjee, Snigdhansu ; Bose, Arup (2000) Variance estimation in high dimensional regression models Statistica Sinica, 10 . pp. 497-515. ISSN 1017-0405

Bose, A. ; Sundar, P. (2000) Weak convergence of interacting SDEs to the superprocess Applied Mathematics and Optimization, 41 (1). pp. 111-128. ISSN 0095-4616

Bose, Arup ; Sen, Arusharka (1999) The strong law of large numbers for kaplan-meier U-statistics Journal of Theoretical Probability, 12 (1). pp. 181-200. ISSN 0894-9840

Bose, Arup (1998) Bahadur representation of M_m estimates Annals of Statistics, 26 (2). pp. 771-777. ISSN 0090-5364

Bose, Arup (1998) A Glivenko-Cantelli theorem and strong laws for L-statistics Journal of Theoretical Probability, 11 (4). pp. 921-933. ISSN 0894-9840

Bose, A. ; Boukai, Benzion (1997) Sequential estimation of the mean of NEF-PVF distributions Journal of Statistical Planning and Inference, 63 (1). pp. 55-70. ISSN 0378-3758

Bose, Arup (1997) A note on the Marcinkiewicz-Zygmund strong law of large numbers Bulletin of the Calcutta Statistical Association, 47 (187-18). pp. 233-238. ISSN 0008-0683

Bose, Arup ; Boukai, Benzion (1996) Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions Annals of Statistics, 24 (4). pp. 1792-1803. ISSN 0090-5364

Bose, Arup ; Boukai, Benzion (1995) Bias corrected sequential estimation for the mean of nef-pvf distributions Sequential Analysis, 14 (4). pp. 307-319. ISSN 0747-4946

Bose, Arup (1995) Estimating the asymptotic dispersion of the L1 median Annals of the Institute of Statistical Mathematics, 47 (2). pp. 267-271. ISSN 0020-3157

Bose, Arup ; Mukhopadhyay, Nitis (1995) Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions Sequential Analysis, 14 (4). pp. 287-305. ISSN 0747-4946

Bose, Arup ; Mukhopadhyay, Nitis (1995) A note on accelerated sequential estimation of the mean of NEF-PVF distributions Annals of the Institute of Statistical Mathematics, 47 (1). pp. 99-104. ISSN 0020-3157

Bose, A. ; Dasgupta, Ratan (1994) Speed of convergence of the least-squares estimator in autoregressive models Journal of Statistical Planning and Inference, 38 (3). pp. 371-380. ISSN 0378-3758

Bose, Arup ; Dasgupta, Ratan (1994) On some asymptotic properties of U statistics and one-sided estimates Annals of Probability, 22 (4). pp. 1715-1724. ISSN 0091-1798

Bose, Arup ; Chandra, Tapas K. (1994) A note on the strong law of large numbers Bulletin of the Calcutta Statistical Association, 44 (173-174). pp. 115-122. ISSN 0008-0683

Bose, Arup ; Chandra, Tapas K. (1993) Cesaro uniform integrability and L_p-convergence Sankhya - Series A, 55 . pp. 12-28. ISSN 0581-572X

Bose, Arup ; Boukai, B. (1993) Sequential estimation results for a two-parameter exponential family of distributions Annals of Statistics, 21 (1). pp. 484-502. ISSN 0090-5364

Bose, Arup ; Babu, G. J. (1991) Accuracy of the bootstrap approximation Probability Theory and Related Fields, 90 (3). pp. 301-316. ISSN 0178-8051

Bose, Arup (1990) Bootstrap in moving average models Annals of the Institute of Statistical Mathematics, 42 (4). pp. 753-768. ISSN 0020-3157

Bhandari, S. K. ; Bose, Arup (1990) Existence of unbiased estimates in sequential binomial experiments Sankhya - Series A, 52 (1). pp. 127-130. ISSN 0581-572X

Bhandari, Subir Kumar ; Bose, Arup (1989) Selecting the t-best cells in a multinomial distribution Communications in Statistics: Theory and Methods, 18 (9). pp. 3313-3326. ISSN 0361-0926

Bose, Arup (1988) Edgeworth correction by bootstrap in autoregressions Annals of Statistics, 16 (4). pp. 1709-1722. ISSN 0090-5364

Bose, Arup (1988) Higher order approximations for autocovariances from linear processes with applications Statistics: A Journal of Theoretical and Applied Statistics, 19 (2). pp. 259-269. ISSN 0233-1888

Bose, Arup ; Sriram, T. N. (1988) Sequential shrinkage estimation in the general linear model Sequential Analysis, 7 (2). pp. 149-163. ISSN 0747-4946

Bhandari, Subir Kumar ; Bose, A. (1987) On selecting the most likely event Journal of Statistical Planning and Inference, 17 (2). pp. 227-240. ISSN 0378-3758

Bose, Arup (1986) Certain non-uniform rates of convergence to normality for a restricted class of martingales Stochastics, 16 (3-4). pp. 279-294. ISSN 1744-2508

Bose, Arup (1986) Certain non-uniform rates of convergence to normality for martingale differences Journal of Statistical Planning and Inference, 14 (2-3). pp. 155-167. ISSN 0378-3758

Sinha, Bikas Kumar ; Bose, Arup (1985) Unbiased sequential estimation of 1/p: settlement of a conjecture Annals of the Institute of Statistical Mathematics, 37 (1). pp. 455-460. ISSN 0020-3157