Dr. Anoop Chaturvedi
Professor (Retired)Department of Statistics, University of Allahabad, Allahabad
Highest Degree
Ph.D. in Statistics from Lucknow University, Lucknow, India
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Biography
Professor Anoop Chaturvedi recently superannuated as Professor, Department of Statistics, University of Allahabad. He served the university for 38 years as senior lecturer, reader and professor. He is involved in several academic/ administrative bodies of the University and was Head of the Department of Statistics for about seven years. He is a fellow of royal statistical society. He has published two edited volumes entitled “Handbook of Applied Econometrics and Statistical Inference”, Marcel Dekker, USA, and “Some Recent Developments in Statistical Theory and Applications”, Brown Walker Press, USA. He also published about hundred research papers in various national/ international journals. His recent research interests include Shrinkage estimation in Linear Models, Dynamic Models, panel data models, data mining in Bioinformatics, Bayesian Unit Root and co integration Tests, and Control Charts for auto correlated data. Professor Chaturvedi has visited Pantheon Assas University of Paris, University of Wollongong, Australia, Bond University, Gold Coast, Australia, City University of Hong Kong, Tilburg University, Tilburg, Netherlands and several other universities as visiting research fellow, visiting lecturer and visiting professorial fellow. He has supervised twenty-one research students for Ph.D. degree and worked on six research projects. He is involved in editorial and refereeing activities of several journals.
Area of Interest:
Selected Publications
- Shrivastava, A., A. Chaturvedi and A. Srivastava, 2022. Modeling structural breaks in disturbances precision or autoregressive parameter in dynamic model: A bayesian approach. J. Indian Soc. Probab. Stat., 23: 129-154.
CrossRef | Direct Link | - Jaiswal, S., A. Chaturvedi and M.I. Bhatti, 2022. Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries. Stud. Nonlinear Dyn. Econom., 26: 25-34.
CrossRef | Direct Link | - Srivastava, A., A. Chaturvedi and N. Kumar, 2021. Finite sample performance of an estimator of process capability index Cpm for the autocorrelated data. Commun. Stat. Simul. Comput., 10.1080/03610918.2021.1962344.
CrossRef | Direct Link | - Rai, H., S.K. Tomer and A. Chaturvedi, 2021. Robust estimation with variational Bayes in presence of competing risks. METRON, 79: 207-223.
CrossRef | Direct Link | - Chaturvedi, A. and S. Mishra, 2021. Generalized Bayes estimation for a SAR model with linear restrictions binding the coefficients. Commun. Stat. Appl. Methods, 28: 315-327.
CrossRef | Direct Link | - Bresson, G., A. Chaturvedi, M.A. Rahman and Shalabh, 2020. Seemingly unrelated regression with measurement error: Estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation. Int. J. Biostat., 17: 75-97.
CrossRef | Direct Link | - Shrivastava, A., A. Chaturvedi and M.I. Bhatti, 2019. Robust bayesian analysis of a multivariate dynamic model. Phys. A: Stat. Mech. Appl., 10.1016/j.physa.2019.121451.
CrossRef | Direct Link | - Chaturvedi, A. and S. Mishra, 2019. Generalized bayes estimation of spatial autoregressive models. Stat. Transition New Ser., 20: 15-31.
CrossRef | Direct Link | - Chaturvedi, A. and S. Jaiswal, 2019. Bayesian estimation and unit root test for logistic smooth transition autoregressive process. J. Quant. Econ., 10.1007/s40953-019-00193-9.
CrossRef | Direct Link | - Gaur, P. and A. Chaturvedi, 2017. Clustering and candidate motif detection in exosomal mirnas by application of machine learning algorithms. Interdiscip. Sci.: Comput. Life Sci., 11: 206-214.
CrossRef | Direct Link | - Baltagi, B.H., G. Bresson, A. Chaturvedi and G. Lacroix, 2017. Robust linear static panel data models using ε-contamination. J. Econ., 202: 108-123.
CrossRef | Direct Link | - Gaur, P. and A. Chaturvedi, 2016. Mining SNPs in extracellular vesicular transcriptome of Trypanosoma cruzi: a step closer to early diagnosis of neglected Chagas disease. Peer J., 10.7717/peerj.2693.
CrossRef | Direct Link | - Chaturvedi, A., A.K. Dubey and C. Gulati, 2016. Statistical process control for autocorrelated data on grid. J. Stat. Theory Prac., 10: 539-549.
CrossRef | Direct Link | - Pal, A.B., A.K. Dubey and A. Chaturvedi, 2015. Shrinkage estimation in spatial autoregressive model. J. Multivariate Anal., 143: 362-373.
CrossRef | Direct Link | - Chaturvedi, A. and Shalabh, 2014. Bayesian estimation of regression coefficients under extended balanced loss function. Commun. Stat. Theory Methods, 43: 4253-4264.
CrossRef | Direct Link | - Chaturvedi, A., M. Pati and S.K. Tomer, 2013. Robust bayesian analysis of Weibull failure model. Metron, 72: 77-95.
CrossRef | Direct Link | - Kumar, J., 2005. Bayesian unit root test for model with maintained trend. Statistics Probability Lett., 74: 109-115.
CrossRef | Direct Link | - Chaturvedi, A.S., 2004. Risk and pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function. J. Multivariate Anal., 90: 229-256.
CrossRef | Direct Link | - Wan, A.T.K., A. Chaturvedi and G.H. Zou, 2003. Unbiased estimation of the MSE matrices of improved estimators in linear regression. J. Applied Stat., 30: 173-189.
CrossRef | Direct Link | - Tyagi, R.K. and N.K. Singh, 2003. Bayesian estimation in step accelerated and grouped accelerated life test model. J. Combinatorics Inform. Syst. Sci., 27: 57-64.
- Chaturvedi, A., A.T.K. Wan and S.P. Singh, 2002. Improved multivariate prediction in a general linear model with an unknown error covariance matrix. J. Multivariate Analysis, 83: 166-182.
CrossRef | Direct Link | - Wan, A.T.K. and A. Chaturvedi, 2001. Double k-class estimators in regression models with non-spherical disturbances. J. Multivariate Anal., 79: 226-250.
CrossRef | Direct Link | - Chaturvedi, A., A.T.K. Wan and S.P. Singh, 2001. Stein-rule restricted regression estimator in a linear regression model with non-spherical disturbances. Commun. Stat. Theory Meth., 30: 55-68.
CrossRef | Direct Link | - Hasegawa, H. and V.H. Tran, 2000. Bayesian unit root test in nonnormal AR(1) model. J. Time Ser. Anal., 21: 261-280.
CrossRef | Direct Link | - Chaturvedi, A. and S.P. Singh, 2000. Stein rule prediction of the composite target function in a general linear regression model. Stat. Papers, 41: 359-367.
CrossRef | Direct Link | - Chaturvedi, A. and A.T.K. Wan, 2000. Operational Variants of the minimum mean squared error estimation in linear regression models with non-spherical disturbances. Ann. Inst. Stat. Math., 52: 332-342.
CrossRef | Direct Link | - Chaturvedi, A. and A.T.K. Wan, 2000. Exact results on the inadmissibility of the feasible generalized least squares estimator in regression models with non-spherical disturbances. Biometrical J., 42: 481-487.
CrossRef | Direct Link | - Bhatti, M.I. and K. Kumar, 2000. Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss function. Applied Math. Comput., 114: 149-153.
CrossRef | Direct Link | - Chaturvedi, A. and A.T.K. Wan, 1999. Estimation of regression coefficients subject to interval constraints in models with non-spherical errors. Sankhya, Series B, 61: 433-442.
Direct Link | - Chaturvedi, A., H. Hasegawa and S. Asthana, 1997. Bayesian analysis of the linear regression model with an edgeworth series prior distribution. Commun. Stat. - Theory Methods, 26: 1145-1164.
CrossRef | Direct Link | - Chaturvedi, A., 1996. Robust bayesian analysis of the linear regression model. J. Stat. Plann. Inference, 50: 175-186.
CrossRef | Direct Link | - Chaturvedi, A., H. Hasegawa and S. Asthana, 1995. Bayesian predictive analysis of the linear regression model with an edgeworth series prior distribution. Commun. Stat. - Theory Methods, 24: 2469-2484.
CrossRef | Direct Link | - Chaturvedi, A., 1993. Ridge regression estimators in the linear regression models with non-spherical errors. Commun. Stat. - Theory Methods, 22: 2275-2284.
CrossRef | Direct Link | - Carter, R.A.L., V.K. Srivastava and A. Chaturvedi, 1993. Selecting a double k-class estimator for regression coefficients. Stat. Probab. Lett., 18: 363-371.
CrossRef | Direct Link | - Chaturvedi, A. and G. Shukla, 1990. Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix. Econ. Lett., 32: 225-230.
CrossRef | Direct Link | - Srivastava, V.K. and A. Chaturvedi, 1989. Comparison of improved regression estimators with and without moments. Commun. Stat. - Theory Methods, 18: 989-999.
CrossRef | Direct Link | - Hoa, T.V. and A. Chaturvedi, 1988. The necessary and sufficient conditions for the uniform dominance of the two-stage stein estimators. Econ. Lett., 28: 351-355.
CrossRef | Direct Link | - Srivastava, V.K. and A. Chaturvedi, 1986. A necessary and sufficient condition for the dominance of an improved family of estimators in linear regression models. Econ. Lett., 20: 345-349.
CrossRef | Direct Link | - Srivastava, V.K., 1983. Some properties of distribution of an operational ridge estimator. Metrika, 30: 227-237.
CrossRef | - Srivastava, V.K., G.D. Mishra and A. Chaturvedi, 1981. Estimation of linear regression model with random coefficients ensuring almost non-negativity of variance estimators. Biom. J., 23: 1-8.
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