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Selected Publications:   A. K. Vaish and N. R. Chaganty, 2008, "Nonnegative definite solutions to matrix equations with applications to multivariate test statistics," Statistical Papers., 49, pp. 87-99.   N. R. Chaganty and D. Mav, 2007, "Estimation Methods for Analyzing Longitudinal Data Occurring in Biomedical Research," Computational Methods in Biomedical Research, 12, pp. 371-400.   N. R. Chaganty and Y. Deng, 2007, "Ranges of measures of association for familial binary variables," Communications in Statistics: Theory and Methods, 36, pp. 587-598.   N. R. Chaganty and H. Joe, 2006, "Range of correlation matrices for dependent Bernoulli random variables," Biometrika, 93, pp 197-206. Addendum.   G. Shi and N. R. Chaganty, 2004, "Application of quasi-least squares to analyze replicated autoregressive time series regression models," Journal of Applied Statistics, 31, pp 1147-1156.   Deepak Mav and N. R. Chaganty, 2004, "Bivariate Models for Identifying Differentially Expressed Genes in Microarray Experiments," Journal of Statistical Theory and Applications, 3, pp 111-124.   N. R. Chaganty and H. Joe, 2004, "Efficiency of Generalized Estimating Equations for Binary Responses," Journal of the Royal Statistical Society: Series B, 66, pp 851-860. Addendum.   A. K. Vaish and N. R. Chaganty, 2004, "Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures," Linear Algebra and its Applications, 388, pp 379-388.   N. R. Chaganty and G. Shi, 2004, "A note on the estimation of autocorrelation in repeated measurements," Communications in Statistics: Theory and Methods, 33, pp 1157-1170. Corrections.   N. R. Chaganty, 2003, "Analysis of growth curves with patterned correlation matrices using quasi-least squares," Journal of Statistical Planning and Inference, 117, pp 123-139. Corrections.   N. R. Chaganty and D. Naik, 2002, "Analysis of multivariate longitudinal data using quasi-least squares," Journal of Statistical Planning and Inference, 103, pp 421-436.   R. C. Dahiya, P. G. Staneski, and N. R. Chaganty, 2001, ``Maximum likelihood estimation of parameters of the truncated Cauchy distribution," Communications in Statistics: Theory and Methods, 30, pp 1737-1750.   N. R. Chaganty and J. Shults, 1999, "On eliminating the asymptotic bias in quasi-least sqares estimate of the correlation parameter," Journal of Statistical Planning and Inference, 76, pp 145-161.   J. Shults and N. R. Chaganty, 1998, "The analysis of serially correlated data using quasi-least squares," Biometrics, 54, pp 1622-1630.   N. R. Chaganty and A. K. Vaish, 1997, "On inequalites for outlier detection in statistical data analysis," Journal of Applied Statistical Sciences, 6, pp 235-243.   N. R. Chaganty, 1997, "Large deviations for joint distributions and statistical applications," Sankhya, Ser A., 2, pp 147-166.   N. R. Chaganty and J. Sethuraman, 1997, "The large deviation principle for common statistical tests against a contaminated normal," Advances in Statistical Decision Theory and Methodology, pp 239-252.   N. R. Chaganty and A. K. Vaish, 1997, "An invariance property of common statistical tests," Linear Algebra and Its Applications, 264, pp 421-37.   N. R. Chaganty and J. Sethuraman, 1997, "Bahadur slope of the t-statistic for a contaminated normal," Statistics & Probability letters, 34, pp 245-250.   N. R. Chaganty, 1997, "An alternative approach to the analysis of logitudinal data via generalized estimating equations," Journal of Statistical Planning and Inference, 63, pp 39-54.   N. R. Chaganty and J. Sethuraman, 1996, "Multidimensional strong large deviation theorems," Journal of Statistical Planning and Inference, 55, pp 265-280.   N. R. Chaganty and R. L. Karandikar, 1996, "Some properties of the Kullback-Leibler number," Sankhya, Ser A., 58, pp 69-80   N. R. Chaganty and J. Sethuraman, 1993, "Strong large deviation and local limit theorems," Annals of Probability, 21, No. 3, pp 1671-1690.