Published articles

• Debashis Paul (2004) - Discussion on "Statistical approaches to inverse problems". Journal of the Royal Statistical Society, Series B, Vol. 66, pp. 634-635



• Debashis Paul (2005) - Nonparametric estimation of principal components . Ph.D. Thesis, Stanford University, Department of Statistics



• Ping Li, Debashis Paul, Ravi Narasimhan and John Cioffi (2006) - On the distribution of SINR for the MMSE MIMO receiver and performance analysis. IEEE Transactions on Information Theory, Vol. 52, No. 1, pp. 271-286. [Technical Report]



• Eric Bair, Trevor Hastie, Debashis Paul and Robert Tibshirani (2006) - Prediction by supervised principal components, Journal of the American Statistical Association, Vol. 101, No. 473, pp. 119-137. [Technical Report (September, 2004 version)]



• Debashis Paul (2007) - Asymptotics of sample eigenstruture for a large dimensional spiked covariance model. Statistica Sinica, Vol. 17, No. 4, pp. 1617-1642. [Technical Report (June, 2005 version)]



• Debashis Paul, Eric Bair, Trevor Hastie and Rob Tibshirani (2008) - Pre-conditioning for feature selection and regression in high-dimensional problems. Annals of Statistics , Vol. 36, No. 4, pp. 1595-1618. [Technical Report]



• Debashis Paul and Jack W. Silverstein (2009) - No eigenvalues outside the support of limiting empirical spectral distribution of a separable covariance matrix. Journal of Multivariate Analysis, Vol. 100, Issue 1, pp. 37-57. [Technical Report]



• Debashis Paul and Jie Peng (2009) - Consistency of restricted maximum likelihood estimators of principal components. [Technical report]. Annals of Statistics, Vol. 37, 1229-1271.



• Peter Hall, Young K. Lee, Byeong U. Park and Debashis Paul (2009) - Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues . [Technical report]. Bernoulli, Vol. 15, No. 2, 380-401.



• Anandamayee Majumdar, Debashis Paul and Dianne Bautista (2007) - A generalized convolution model for multivariate nonstationary spatial processes. To appear in Statistica Sinica . [Supplementary material]



• Jie Peng and Debashis Paul (2007) - A geometric approach to maximum likelihood estimation of the functional principal components from sparse longitudinal data . [Technical report] . To appear in Journal of Computational and Graphical Statistics .

Technical reports

• Debasis Sengupta and Debashis Paul (2004) - Some tests for logconcavity of life distributions .



• Tomoko Matsuo, Doug Nychka and Debashis Paul (2008) - Nonstationary covariance modeling for incomplete data : Monte-carlo EM approach .



• Debashis Paul and Jie Peng (2008) - Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach.



• Debashis Paul, Jie Peng and Prabir Burman (2009) - Semiparametric modeling of autonomous nonlinear dynamical systems with applications.

Papers in preparation

• Debashis Paul and Iain Johnstone (2007) - Sparse principal component analysis for high dimensional data.