Asymptotic theory of K-fold CV in Lasso and the validity of Bootstrap, with Mayukh Choudhury. Submitted. Available at Arxiv.
Necessary and sufficient conditions for high dimensional Central Limit Theorems, with S. N. Lahiri. Submitted. Available at Arxiv.
Bootstrapping Lasso in Generalized Linear Models, with Mayukh Choudhury. Submitted. Available at Arxiv.
Bootstrapping Lasso estimators under variable selection consistency in high dimensions and some higher order refinements, with A. Chatterjee and S. N. Lahiri. To appear in Bernoulli. Available at Arxiv.
PEBBLE: A Second Order Correct Bootstrap method in Logistic Regression, with P. Das. Bernoulli, 31 (4), 2814-2837. (2025). Available at Arxiv.
Higher Order Accurate Symmetric Bootstrap Confidence Intervals in High Dimensional Penalized Regression, with A. Chatterjee and S. N. Lahiri. Journal of the American Statistical Association. 120 (551), 1645-1656. (2025). Available at Arxiv.
Central Limit Theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions. Bernoulli, 30 (1), 278-303. (2024). Available at Arxiv.
Central Limit Theorem in High Dimensions: Optimal Bounds on dimension growth rate, with S. N. Lahiri. Transactions of the American Mathematical Society, 374 (10), 6991-7009. (2021). Available at Arxiv.
Distributional Consistency of Lasso by Perturbation Bootstrap, with S. N. Lahiri. Biometrika, 106(4), 957-964. (2019). Available at Arxiv.
Perturbation Bootstrap in Adaptive LASSO, with K. Gregory and S. N. Lahiri. Annals of Statistics, 47, 2080-2116. (2019). Available at Arxiv.
Second Order Correctness of Perturbation Bootstrap M-Estimator of Multiple Linear Regression Parameter, with S. N. Lahiri. Bernoulli, 25(1), 654-682. (2019). Available at Arxiv.
Estimation of Total Fusion Reactivity and Contribution from Supra thermal Tail using 3-parameter Dagum Ion Speed Distribution,With R. Majumdar. Ann. Nucl. Energy, 97, 66-75. (2016). Available at Arxiv.
High dimensional mean testing using Logistic Regression, with Sayan Das and Subhajit Dutta.
High dimensional inference in Generalized Linear Models, with Mayukh Choudhury.
A characterization of Gaussian distribution based on high dimensional Central Limit Theorem, with S. N. Lahiri.
Choudhury, M., Das, D. and Ghosh, S. Asymptotic theory of tail dependence measure for Checkerboard Copula, with Mayukh Choudhury and Sujit Ghosh.
Bootstrapping Sample Extremes, with D. Ghosh and S. N. Lahiri.
Low rank matrix estimation in linear models, with Arindam Chatterjee and Mayukh Choudhury.
High dimensional Stable laws, with Sayan Das.
Tail dependence measures based on Chatterjee's correlation, with Mayukh Choudhury and Sujit Ghosh.