P
Pranab Kumar Sen
Researcher at University of North Carolina at Chapel Hill
Publications - 572
Citations - 23008
Pranab Kumar Sen is an academic researcher from University of North Carolina at Chapel Hill. The author has contributed to research in topics: Estimator & Nonparametric statistics. The author has an hindex of 51, co-authored 570 publications receiving 19997 citations. Previous affiliations of Pranab Kumar Sen include Indian Statistical Institute & Academia Sinica.
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A KPSS better than KPSS Rank tests for short memory stationarity
TL;DR: In this article, a rank-test of the null hypothesis of short memory stationarity possibly after linear detrending was proposed, in which ranks substitute the original observations, and it was shown that the rank KPSS statistic shares the same limiting distribution as the standard kpsS statistic under the null and diverges under I(1) alternatives.
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A robust version of the KPSS test based on ranks
TL;DR: In this article, a test of the null hypothesis of stationarity that is robust to the presence of fat-tailed errors is proposed, which is a modified version of the KPSS statistic, in which ranks substitute the original observations.
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Robust R-Estimation of a Consensus Value from Multi-Center Studies
Inkyung Jung,Pranab Kumar Sen +1 more
TL;DR: In this paper, two robust R-estimators based on signed-rank statistics were proposed for the common location parameter, and their properties were studied when large heteroscedasticity is present or the distribution of random effect is abnormal.
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Notes: Correction to "The Invariance Principle for One-Sample Rank-Order Statistics"
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On stopping times for fixed-width confidence regions
John I. Crowell,Pranab Kumar Sen +1 more
TL;DR: In this article, a stopping time for fixed-width confidence interval estimation of a real-valued parameter θ(F) is considered and sufficient conditions for asymptotic efficiency and normality of the stopping time are given.