A
Arup Bose
Researcher at Indian Statistical Institute
Publications - 173
Citations - 2120
Arup Bose is an academic researcher from Indian Statistical Institute. The author has contributed to research in topics: Matrix (mathematics) & Estimator. The author has an hindex of 19, co-authored 167 publications receiving 1923 citations. Previous affiliations of Arup Bose include University of Cincinnati & Pennsylvania State University.
Papers
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Edgeworth correction by bootstrap in autoregressions
TL;DR: In this article, the distribution of least squares estimates in autoregressions can be bootstrapped with accuracy O(n −1/2 ) a.s., thereby improving the normal approximation error.
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Generalized bootstrap for estimating equations
Snigdhansu Chatterjee,Arup Bose +1 more
TL;DR: In this paper, a generalized bootstrap technique for estimators obtained by solving estimating equations is introduced. But the use of the proposed technique is discussed in some examples, and distributional consistency of the method is established and an asymptotic representation of the resampling variance estimator is obtained.
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Limiting spectral distribution of a special circulant
Arup Bose,Joydip Mitra +1 more
TL;DR: In this paper, the authors derived the limiting spectral distribution of a particular variant of a circulant random matrix and showed that the convergence to the limit is quite fast and that the normal distribution for a symmetric version of the Toeplitz matrix is the normal one.
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On the Performance of Linear Contracts
TL;DR: In this article, the authors examine the ability of linear contracts to replicate the performance of optimal unrestricted contracts in the canonical moral hazard setting with a wealth constrained, risk averse agent, and they find that the principal can always secure with a linear contract at least 95% of the profit that she secures with an optimal unrestricted contract, provided the productivity of the agent's effort is not too meager.