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.
Papers
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On shrinkage least squares estimation in a parallelism problem
TL;DR: In this article, the shrinkage least squares estimators of intercepts based on the James-Stein rule on regression slopes are considered and relative pictures on the (asymptotic) risk of the classical, preliminary test and the shrinking-least-squares estimators are presented.
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Contemporary Textbooks on Multivariate Statistical Analysis: A Panoramic Appraisal and Critique@@@An Introduction to Multivariate Statistical Analysis (2nd ed.).@@@The Theory of Linear Models and Multivariate Analysis.@@@Multivariate Statistics: A Vector Space Approach.@@@Multivariate Statistical Inference.@@@Methods for Statistical Data Analysis of Multivariate Observations.@@@Multivariate Analysis. (2nd ed.).@@@Multivariate Analysis.@@@Multivariate Statistical Methods (2nd ed.).@@@Aspects of Multivariate Statistical Theory.
Pranab Kumar Sen,T. W. Anderson,S. F. Arnold,M. L. Eaton,N. C. Giri,R. Gnanadesikan,Maurice G. Kendall,A. M. Kshirsagar,Kanti V. Mardia,J. T. Kent,J. M. Bibby,Donald F. Morrison,R. J. Muirhead,S. J. Press,Calyampudi Radhakrishna Rao,S. N. Roy,J.N. Srivastava,G. A. F. Seber,M. S. Srivastava,C.G. Khatri,K. Takeuchi,H. Yanai,B. N. Mukherjee +22 more
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On Time-Sequential Point Estimation of the Mean of an Exponential Distribution
TL;DR: In this paper, a time-sequential procedure for estimating the mean of an exponential distribution is proposed and is shown to be asymptotically risk-efficient in the context of a life testing problem.
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One-sided tests in generalized linear models with parallel regression lines
TL;DR: In this article, the authors proposed a generalized linear model with parallel regression lines for the likelihood ratio test and showed that the asymptotic null distributions do not depend on the parameters and have the same size for ordered hypotheses for the potencies.
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M-estimators and L-estimators of location: Uniform intergrability and asymptotic risk-efficient sequential versions
Jana Jurečková,Pranab Kumar Sen +1 more
TL;DR: In this article, uniform integrability and moment convergence of (non-sequential) M- and L-estimators are established, and various properties of their sequential versions are studied.