• Publications
  • Influence
Robust Bayes estimation using the density power divergence
The ordinary Bayes estimator based on the posterior density can have potential problems with outliers. Using the density power divergence measure, we develop an estimation method in this paper basedExpand
Characterizing foreground for redshifted 21 cm radiation: 150 MHz Giant Metrewave Radio Telescope observations
Foreground removal is a major challenge for detecting the redshifted 21 cm neutral hydrogen (H i) signal from the Epoch of Reionization. We have used 150 MHz Giant Metrewave Radio TelescopeExpand
Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
The density power divergence (DPD) measure, defined in terms of a single parameter α, has proved to be a popular tool in the area of robust estimation [1]. Recently, Ghosh and Basu [5] rigorouslyExpand
A Bayesian analysis of redshifted 21-cm H I signal and foregrounds: simulations for LOFAR
Observations of the epoch of reionization (EoR) using the 21-cm hyperfine emission of neutral hydrogen (H I) promise to open an entirely new window on the formation of the first stars, galaxies andExpand
Predictions for the 21 cm-galaxy cross-power spectrum observable with LOFAR and Subaru
The 21 cm-galaxy cross-power spectrum is expected to be one of the promising probes of the Epoch of Reionization (EoR), as it could offer information about the progress of reionization and theExpand
A generalized divergence for statistical inference
The power divergence (PD) and the density power divergence (DPD) families have proven to be useful tools in the area of robust inference. In this paper, we consider a superfamily of divergences whichExpand
Interpreting LOFAR 21-cm signal upper limits at z~9.1 in the context of high-z galaxy and reionisation observations
Using the latest upper limits on the 21-cm power spectrum at $z\approx9.1$ from the Low Frequency Array (LOFAR), we explore regions of parameter space which are inconsistent with the data. We useExpand
A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator
In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study the problem underExpand
Robust estimation in generalized linear models: the density power divergence approach
The generalized linear model is a very important tool for analyzing real data in several application domains where the relationship between the response and explanatory variables may not be linear orExpand