← All authors Anoop Chaturvedi University of Allahabad (from arXiv:2006.07074, 2020) · ORCID · OpenAlex
67 papers in scope · 67 published · 1 on the econ.EM arXiv · 495 citations · h-index 11 (over the papers listed here)
Papers (1 of 67)
Spatial Linear Models for Environmental Data
published 2025 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Functional Data Analysis with R
published 2025 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Stochastic Processes with R: An Introduction
published 2024 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Essentials of Econometrics
published 2024 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 157 citations
Time Series for Data Sciences: Analysis and Forecasting
published 2023 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2 citations
Introduction to Statistics and Data Analysis (with Exercises, Solutions and Applications in R)
published 2023 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 11 citations
Dynamic space–time panel data models: An eigendecomposition-based bias-corrected least squares procedure
published 2023 · Spatial Statistics · 3 citations
Robust dynamic space–time panel data models using $$\varepsilon $$-contamination: an application to crop yields and climate change
published 2022 · Empirical Economics · 3 citations · first circulated 2020
Handbook of Regression Analysis with Applications in R (Second Edition)
published 2022 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1 citations
Modeling Structural Breaks in Disturbances Precision or Autoregressive Parameter in Dynamic Model: A Bayesian Approach
published 2022 · Journal of the Indian Society for Probability and Statistics
with Arvind Shrivastava, Aradhana Srivastava
Generalized Bayes Estimator for Spatial Durbin Model
published 2021 · Journal of Quantitative Economics · 2 citations
with Shalabh, Sandeep Mishra
Analyzing Spatial Models of Choice and Judgment
published 2021 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 6 citations
Signal Detection for Medical Scientists: Likelihood Ratio Based Test-Based Methodology
published 2021 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Finite sample performance of an estimator of process capability index C pm for the autocorrelated data
published 2021 · Communications in Statistics - Simulation and Computation · 3 citations
with Aradhana Srivastava, Nirpeksh Kumar
Generalized Bayes estimation for a SAR model with linear restrictions binding the coefficients
published 2021 · Communications for Statistical Applications and Methods · first circulated 2019
with Sandeep Mishra
Analyzing High-Dimensional Gene Expression and DNA Methylation Data With R
published 2021 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Robust estimation with variational Bayes in presence of competing risks
published 2021 · METRON · 5 citations
with Himanshu Rai, Sanjeev K. Tomer
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
published 2020 · Studies in Nonlinear Dynamics and Econometrics · 2 citations
with Shivam Jaiswal, M. Ishaq Bhatti
Modelling Spatial and Spatial–Temporal Data: a Bayesian Approach
published 2020 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 7 citations
published 2020 · The International Journal of Biostatistics · 10 citations
Goodness of fit for generalized shrinkage estimation
published 2020 · Theory of Probability and Mathematical Statistics · 2 citations
with Chi-Lun Cheng, Shalabh
Bayesian Unit Root Test for AR(1) Model with Trend Approximated
published 2020 · 2 citations
with Jitendra Kumar, Varun Varun, D. Krishna Kumar
Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process
published 2019 · Journal of Quantitative Economics · 1 citations
with Shivam Jaiswal
GENERALIZED BAYES ESTIMATION OF SPATIAL AUTOREGRESSIVE MODELS
published 2019 · Statistics in Transition New Series · 3 citations
with Sandeep Mishra
Robust Bayesian analysis of a multivariate dynamic model
published 2019 · Physica A Statistical Mechanics and its Applications · 11 citations
with Arvind Shrivastava, M. Ishaq Bhatti
Linear Models and the Relevant Distributions and Matrix Algebra
published 2019 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Unit Root Test for Panel Data AR(1) Time Series Model With Linear Time Trend and Augmentation Term: A Bayesian Approach
published 2017 · Journal of Modern Applied Statistical Methods
with Jitendra Kumar, Umme Afifa, Shafat Yousuf, Saurabh Kumar
Robust linear static panel data models using ε -contamination
published 2017 · Journal of Econometrics · 17 citations · first circulated 2014
Bayesian Unit Root Test for Panel Data
published 2017 · Journal of Economics and Econometrics · 1 citations · first circulated 2016
with Jitendra Kumar, Umme Afifa, Jitendra Kuma
no link
Analysis of Panel Data
published 2016 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Bayesian Inference for State Space Model with Panel Data
published 2016 · Statistics in Transition New Series
with Ranjita Pandey
Statistical process control for autocorrelated data on grid
published 2016 · Journal of Statistical Theory and Practice · 2 citations
with Ashutosh Kumar Dubey, Chandra Gulati
Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision
published 2016 · Communication in Statistics-Theory and Methods · 3 citations
with Arvind Shrivastava
Bayesian Analysis of Structural Changes in a Linear Regression Model: An Application to Rupee-Dollar Exchange Rate
published 2015 · Journal of Quantitative Economics
with Arvind Shrivastava
Shrinkage estimation in spatial autoregressive model
published 2015 · Journal of Multivariate Analysis · 8 citations
with Amresh Bahadur Pal, Ashutosh Kumar Dubey
Modeling Count Data
published 2015 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function
published 2014 · Communication in Statistics-Theory and Methods · 14 citations
with Shalabh
Robust Bayesian analysis of Weibull failure model
published 2013 · METRON · 9 citations
with Manaswini Pati, Sanjeev K. Tomer
Unit Root Testing for the Time Series Model with Additive Outlier: A Bayesian Approach
published 2012 · International journal of intelligence technologies and applied statistics
with Jitendra Kumar, Ashutosh M. Shukla
Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
published 2012 · Journal of Systems Science and Complexity · 1 citations
with Suchita Kesarwani
Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
published 2011 · Journal of Multivariate Analysis · 9 citations
with Suchita Gupta, M. Ishaq Bhatti
Effect of Misspecifying the Disturbance Covariance Matrix on a Family of Shrinkage Estimators
published 2010 · Communication in Statistics-Theory and Methods
with Suchita Kesarwani
Bayesian Unit Root Test for Time Series Models with Structural Break in Variance
published 2007 · American Journal of Mathematical and Management Sciences · 3 citations
with Jitendra Kumar, Rishi Kumar
Bayesian unit root test for model with maintained trend
published 2005 · Statistics & Probability Letters · 5 citations
with Jitendra Kumar
Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function
published 2004 · Journal of Multivariate Analysis · 9 citations
with Shalabh
Unbiased estimation of the MSE matrices of improved estimators in linear regression
published 2003 · Journal of Applied Statistics · 15 citations
with Alan T. K. Wan, Guohuazou Zou
Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix
published 2002 · Journal of Multivariate Analysis · 19 citations
with Alan T. K. Wan, Shri Prakash Singh
Double k-Class Estimators in Regression Models with Non-spherical Disturbances
published 2001 · Journal of Multivariate Analysis · 8 citations
with Alan T. K. Wan
Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances
published 2000 · Biometrical Journal · 2 citations
with Alan T. K. Wan
Stein rule prediction of the composite target function in a general linear regression model
published 2000 · Statistical Papers · 8 citations
with Shri Prakash Singh
Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances
published 2000 · Annals of the Institute of Statistical Mathematics · 9 citations
with Alan T. K. Wan
Bayesian Unit Root Test in Nonnormal AR(1) Model
published 2000 · Journal of Time Series Analysis · 7 citations
with Hikaru Hasegawa, Tran Van Hoa
Bayesian estimation for the Pareto income distribution
published 1999 · Statistical Papers · 13 citations
with Samir K. Bhattacharya, Nand Kishore Singh
Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances
published 1997 · Econometric Theory · 2 citations
with Hikaru Hasegawa, Ajit Chaturvedi, Govind Shukla
Performance of the 2SHI estimator under the generalised pitman nearness criterion
published 1997 · Communication in Statistics-Theory and Methods · 9 citations
with Tran Van Hoa
Robust Bayesian analysis of the linear regression model
published 1996 · Journal of Statistical Planning and Inference · 24 citations
Bayesian predictive analysis of the linear regression model with an edgeworth series prior distribution
published 1995 · Communication in Statistics-Theory and Methods · 2 citations
with Hikaru Hasegawa, Sheel Asthana
Selecting a double k-class estimator for regression coefficients
published 1993 · Statistics & Probability Letters · 10 citations
with R.A.L. Carter, V. K. Srivastava
PERFORMANCE OF THE STEIN-RULE ESTIMATORS WHEN THE DISTURBANCES ARE MISSPECIFIED AS SPHERICAL
published 1993 · 14 citations
with Tran Van Hoa, Govind Shukla
Ridge regression estimators in the linear regression models with non-spherical errors
published 1993 · Communication in Statistics-Theory and Methods · 1 citations
On two Sequential Procedures for Estimating the Parameter of a Uniform Distribution
published 1990 · Calcutta Statistical Association Bulletin
with Ajit Chaturvedi
Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix
published 1990 · Economics Letters
with Govind Shukla
Comparison of improved regression estimators with and without moments
published 1989 · Communication in Statistics-Theory and Methods
with V. K. Srivastava
The necessary and sufficient conditions for the uniform dominance of the two-stage stein estimators
published 1988 · Economics Letters · 17 citations
with Tran Van Hoa
A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models
published 1986 · Economics Letters · 10 citations
with V. K. Srivastava
Some properties of the distribution of an operational ridge estimator
published 1983 · Metrika · 3 citations
with V. K. Srivastava
Estimation of Linear Regression Model with Random Coefficients Ensuring Almost Non‐Negativity of Variance Estimators
published 1981 · Biometrical Journal · 10 citations
with V. K. Srivastava, Gaurav Mishra
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