Does K-fold CV perform variable selection or does it lead to $\sqrt{n}$-consistency in Lasso?, with Mayukh Choudhury. Submitted.
Bootstrapping LASSO estimators under variable selection consistency in high dimensions and some higher order refinements, with A. Chatterjee and S. N. Lahiri. Under revision in Bernoulli.
Bootstrapping Lasso in Generalized Linear Models, with Mayukh Choudhury. Submitted.
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. 1-12. https://doi.org/10.1080/01621459.2024.2445873. (2025).
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.
Necessary and sufficient conditions for high dimensional Central Limit Theorems, with S. N. Lahiri.
A characterization of Gaussian distribution based on high dimensional Central Limit Theorem, with S. N. Lahiri.
Bootstrapping Sample Extremes, with D. Ghosh and 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.
High dimensional Stable laws, with Sayan Das.