Mixed Portmanteau Test for Diagnostic Checking of Time Series Models. - Sohail Chand; Shahid Kamal (J. Appl. Math., 2014)

Quantile based estimation of biasing parameters in ridge regression model. - Muhammad Suhail; Sohail Chand; B. M. Golam Kibria (Commun. Stat. Simul. Comput., 2020)

Quantile-based robust ridge m-estimator for linear regression model in presence of multicollinearity and outliers. - Muhammad Suhail; Sohail Chand; B. M. Golam Kibria (Commun. Stat. Simul. Comput., 2021)

Weighted ridge and Liu estimators for linear regression model. - Iqra Babar; Sohail Chand (Concurr. Comput. Pract. Exp., 2022)

New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers. - Muhammad Suhail; Sohail Chand; Muhammad Aslam (Commun. Stat. Simul. Comput., 2023)

Bagging-based ridge estimators for a linear regression model with non-normal and heteroscedastic errors. - Maha Shabbir; Sohail Chand; Farhat Iqbal (Commun. Stat. Simul. Comput., 2024)

A new ridge estimator for linear regression model with some challenging behavior of error term. - Maha Shabbir; Sohail Chand; Farhat Iqbal (Commun. Stat. Simul. Comput., 2024)

Heteroscedasticity consistent ridge regression estimators in linear regression model. - Irum Sajjad Dar; Sohail Chand (Commun. Stat. Simul. Comput., 2025)