Selected Publications:    P. Sengupta, N. R. Chaganty and R. T. Sabo, 2016, "Bivariate doubly inflated Poisson models with applications," Journal of Statistical Theory and Practice, 10, pp. 202-215.    M. Haynes, R. T. Sabo and N. R. Chaganty, 2016, "Simulating dependent binary variables through multinomial sampling," Journal of Statistical Computation and Simulation, 86, pp. 510-523.    Weiming Yang and N. R. Chaganty, 2014, "Contrasting Study of Likelihood Methods for the Analysis of Longitudinal Binary Data," Communications in Statistics: Theory and Methods, 43, pp. 3027-3046.    N. R. Chaganty, Roy Sabo and Yihao Deng, 2012, "Alternatives to Mixture Model Analysis of Correlated Binomial Data," ISRN Probability and Statistics, doi:10.5402/2012/896082.    Y. Deng, R. T. Sabo and N. R. Chaganty, 2012, "Multivariate probit analysis of binary familial data using stochastic representations," Computational Statistics & Data Analysis, 56, pp. 656-663.   A. K. Nikoloulopoulos, H. Joe and N. R. Chaganty, 2011, "Weighted scores method for regression models with dependent data," Biostatistics, 12, pp. 653-665.   R. T. Sabo and N. R. Chaganty, 2010, "What can go wrong when ignoring correlation bounds in the use of generalized estimating equations," Statistics in Medicine, 29, pp. 2501-2507.   R. T. Sabo and N. R. Chaganty, 2010, "Estimation Methods for an Autoregressive Familial Correlation Structure," Communications in Statistics: Theory and Methods, 39, pp. 973-991.   R. T. Sabo and N. R. Chaganty, 2010, "Hypothesis Testing for Various Familial Dependence Structures," Communications in Statistics: Simulation and Computation, 39, pp. 207-219.   R. T. Sabo and N. R. Chaganty, 2009, "Adaptation of Quasi-least Squares to Estimate Correlations within a Nuclear Family," Communications in Statistics: Theory and Methods, 38, pp. 3059-3076.   Y. Deng and N. R. Chaganty, 2009, " A note on the ranges of measures of association for pedigree binary variables," Journal of Statistical Theory and Applications, 8, pp 233-243.   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. Examples.   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.