Prof.
Raghu Nandan Sengupta
Industrial & Management Department
Indian Institute of Technology Kanpur,
India
Email: raghus@iitk.ac.in
Qualifications
2008 PDF., Princeton University,
USA
2004 Ph.D., Indian Institute of Management Calcutta, India
1992 B.Engg., Birla Institute of Technology Mesra, India
Publications
(Selected)
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“LINEX Loss Function and its Statistical Application – A Review”, Saibal
Chattopadhyay, Ajit. Chaturvedi and Raghu Nandan Sengupta, Decision, Jan – Dec
1999, 26, 1-4, 51-76.
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“Sequential Estimation of a Linear Function of Normal Means Under Asymmetric Loss Function”,
Saibal Chattopadhyay, Ajit Chaturvedi and Raghu Nandan Sengupta, Metrika, 2000,
52, 3, 225-235.
-
“Asymmetric Penalized Prediction Using Adaptive Sampling Procedures”,
Saibal Chattopadhyay, Sujay Datta and Raghu Nandan Sengupta, Sequential
Analysis, 2005, 24, 1, 23-43.
-
“Three-Stage and Accelerated Sequential Point Estimation of the Normal Mean Using LINEX Loss Function”, Saibal
Chattopadhyay and Raghu Nandan Sengupta, Statistics, 2006, 40, 1, 39-49.
-
“Use of Asymmetric Loss Functions in Sequential Estimation Problem for
the Multiple Linear Regression”, Raghu Nandan Sengupta, Journal of Applied
Statistics, 2008, 35, 3, 245-261.
-
“Impact of information sharing and lead time on bullwhip effect and
on-hand inventory”, Sunil Agrawal, Raghu Nandan Sengupta and Kripa Shanker,
European Journal of Operational Research, 2009, 192, 576-593.
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“Some variants of adaptive sampling procedures and their applications”,
Raghu Nandan Sengupta and Angana Sengupta, Computational Statistics and Data
Analysis, 2011, 55, 3183-3196.
-
“Estimation for the multiple regression set up using balanced loss
function”, Raghu Nandan Sengupta and Sachin Srivastava, Communications in
Statistics: Simulation & Computation, 2012, 41, 653-670.
-
“Minimum Risk Estimation of Scalar Means under Convex Combination of Loss
Functions”, Raghu Nandan Sengupta and Sachin Srivastava, Communications in
Statistics: Simulation & Computation, 2012, 41, 1346-1371.
-
“Reliability Based Portfolio Optimization with Conditional Value at Risk
(CVaR)”, Raghu Nandan Sengupta and Siddharth Sahoo, Quantitative Finance, 2013,
13, 1637-1651.
Profile
Details
http://www.iitk.ac.in/ime/raghus/