Arindam Chatterjee

Currently:

Papers and some preprints

• Rates of convergence of the Adaptive Lasso estimators to the Oracle distribution and higher order refinements by the bootstrap. (with S. N. Lahiri)
  (submitted).
• High dimensional classification when useful information comes from many, perhaps all features. (with P. Hall)
  (Solicited paper for Golden Jubilee Volume of the Journal of the Indian Statistical Association).
• Bootstrapping Lasso estimators. (with S. N. Lahiri)
  Journal of the American Statistical Association (2011), 106(494), 608-625.
• Strong consistency of Lasso estimators. (with S. N. Lahiri)
  Sankhya Ser. A, (2011), 73(1), 55-78.
• Asymptotic properties of the residual bootstrap for Lasso estimators. (with S. N. Lahiri)
  Proceedings of the American Mathematical Society (2010), 138, 4497-4509.
• Edgeworth expansions for spectral density estimates. (with S. N. Lahiri)
  (to be submitted).
• Asymptotic properties of sample quantiles from a finite population.
  Annals of the Institute of Statistical Mathematics (2011), 63 (1), 157-179. (Published online in 2008).
• A Berry-Esseen theorem for hypergeometric probabilities under minimal conditions. (with S. N. Lahiri)
  Proceedings of the American Mathematical Society (2007), 135(5), 1535-1545.
• Normal approximation to the hypergeometric distribution in nonstandard cases and a sub-Gaussian Berry Esseen theorem. (with S. N. Lahiri and T. Maiti)
  Journal of Statistical Planning and Inference, (2007), 137(11), 3570-3590.

Teaching

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