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Monika Bhattacharjee
Observed name:
Bhattacharjee, Monika
Institution:
Indian Institute of Technology Bombay
Observed institutions:
Indian Institute of Technology Bombay,
University of Florida,
Department of Science and Technology,
Indian Statistical Institute,
Michigan State University
ORCID:
0000-0001-6765-8286
Observed ORCID:
0000-0001-6765-8286
OpenAlex ID:
A5062105334
Change Point Estimation in a Dynamic Stochastic Block Model
2018
·
Bhattacharjee, Monika
, Banerjee, Moulinath
, et al.
·
arXiv (Cornell University)
·
39
PDF
Large sample behaviour of high dimensional autocovariance matrices
2016
·
Monika Bhattacharjee
, Arup Bose
·
The Annals of Statistics
·
35
PDF
Estimation of Autocovariance Matrices for Infinite Dimensional Vector Linear Process
2014
·
Monika Bhattacharjee
, Arup Bose
·
Journal of Time Series Analysis
·
12
Consistency of large dimensional sample covariance matrix under weak dependence
2013
·
Monika Bhattacharjee
, Arup Bose
·
Statistical Methodology
·
12
Change Point Estimation in Panel Data with Temporal and Cross-sectional Dependence
2019
·
Bhattacharjee, Monika
, Banerjee, Moulinath
, et al.
·
arXiv (Cornell University)
·
9
PDF
Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0
2016
·
Monika Bhattacharjee
, Arup Bose
·
Random Matrices Theory and Application
·
9
Joint convergence of sample autocovariance matrices when $p/n\to 0$ with application
2019
·
Monika Bhattacharjee
, Arup Bose
·
The Annals of Statistics
·
8
Common change point estimation in panel data from the least squares and maximum likelihood viewpoints
2017
·
Bhattacharjee, Monika
, Banerjee, Moulinath
, et al.
·
arXiv (Cornell University)
·
8
PDF
Joint convergence of sample cross-covariance matrices
2023
·
Monika Bhattacharjee
, Arup Bose
, et al.
·
Latin American Journal of Probability and Mathematical Statistics
·
4
PDF
Matrix polynomial generalizations of the sample variance-covariance matrix when pn−1 → y ∈ (0, ∞)
2017
·
Monika Bhattacharjee
, Arup Bose
·
Indian Journal of Pure and Applied Mathematics
·
3
Spectrum of High-Dimensional Sample Covariance and Related Matrices: A Selective Review
2024
·
Monika Bhattacharjee
, Arup Bose
·
Indian statistical institute series
·
1
Weighted l1‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors
2023
·
Monika Bhattacharjee
, Nilanjan Chakraborty
, et al.
·
Journal of Time Series Analysis
·
1
PDF
Asymptotic freeness of sample covariance matrices via embedding
2021
·
Bhattacharjee, Monika
, Bose, Arup
·
arXiv (Cornell University)
·
1
PDF
A white noise test under weak conditions
2020
·
Monika Bhattacharjee
, Arup Bose
, et al.
·
Journal of Statistical Planning and Inference
·
1
Erratum
2018
·
Monika Bhattacharjee
, Arup Bose
·
Indian Journal of Pure and Applied Mathematics
·
1
PDF
Limiting spectral distribution of moderately large Kendall’s correlation matrix and its application
2026
·
Raunak Shevade
, Monika Bhattacharjee
·
Journal of Multivariate Analysis
PDF
Testing Microbiome Community Differences in High Dimensions: A Bootstrap Approach for Compositional Data
2026
·
Bhattacharjee, Monika
, Chakraborty, Nilanjan
, et al.
·
arXiv (Cornell University)
PDF
Testing high-dimensional means under sparse missing pattern
2026
·
Monika Bhattacharjee
, Shiv Kumar Yadav
·
Journal of Multivariate Analysis
A central limit theorem for moderately high-dimensional Kendall’s cross-correlation matrices with applications to independence testing
2026
·
Monika Bhattacharjee
, Raunak Shevade
·
Statistics & Probability Letters
Generalized Covariance Matrix Ii
2018
·
Monika Bhattacharjee
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Works count:
20
Citation count:
144
H-index:
8
I10-index:
4
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