Anoop Chaturvedi

@allduniv.ac.in

Professor, Department of Statistics, University of Allahabad
University of Allahabad

Anoop Chaturvedi
Prof. Anoop Chaturvedi superannuated as Professor, Department of Statistics, University of Allahabad on 30th June 2019. 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.
Prof Chaturvedi has visited Pantheon Assas University of Paris

EDUCATION

Masters in Statistics from Lucknow University, India in 1977.
Doctor of Philosophy (, Lucknow University, India, 1982, (Thesis Title: Finite Sample Properties of Some Ridge Regression Estimators; Thesis Supervisor: Professor Viren K. Srivastava).

RESEARCH, TEACHING, or OTHER INTERESTS

Statistics, Probability and Uncertainty, Economics and Econometrics
65

Scopus Publications

778

Scholar Citations

15

Scholar h-index

33

Scholar i10-index

Scopus Publications

RECENT SCHOLAR PUBLICATIONS

  • Functional Data Analysis with R
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society 189 … , 2026
    2026
  • Fundamentals of Probability
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society, 700 , 2026
    2026
  • Shrinkage Estimator for Spatial Auto-regressive Model with Endogenous Covariates
    A Chaturvedi, C Heumann, S Shalabh
    Advances in Shrinkage and Penalized Estimation Strategies: Honoring the … , 2026
    2026
  • Mean field variational Bayes for finite mixture of random coefficients models: an application to healthcare expenditures
    G Bresson, A Chaturvedi, G Lacroix
    Econometric Reviews, 1-31 , 2025
    2025
  • Spatial Linear Models for Environmental Data
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society … , 2025
    2025
  • Stochastic Processes with R: An Introduction
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society 188 … , 2025
    2025
  • Essentials of econometrics
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society 188 … , 2025
    2025
    Citations: 2
  • Time series for data sciences: Analysis and forecasting
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society 187 … , 2024
    2024
    Citations: 3
  • Introduction to Statistics and Data Analysis (with Exercises, Solutions and Applications in R)
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society 187 … , 2024
    2024
    Citations: 1
  • Robust dynamic space–time panel data models using ε -contamination: an application to crop yields and climate change
    BH Baltagi, G Bresson, A Chaturvedi, G Lacroix
    Advanced Studies in Theoretical and Applied Econometrics, 11-45 , 2024
    2024
  • Finite sample performance of an estimator of process capability index C pm for the autocorrelated data
    A Srivastava, A Chaturvedi, N Kumar
    Communications in Statistics-Simulation and Computation 52 (9), 4348-4360 , 2023
    2023
    Citations: 10
  • Correction: Estimation of Reliability in Multicomponent Set‑up when Stress and Strength are Non‑identical
    A Pathak, A Chaturvedi, T Kumari
    Journal of Statistical Theory and Applications 22 (3), 234-235 , 2023
    2023
  • Estimation of Reliability in Multicomponent Set-up when Stress and Strength are Non-identical
    A Pathak, A Chaturvedi, T Kumari
    Journal of Statistical Theory and Applications 22 (3), 213-233 , 2023
    2023
    Citations: 2
  • Dynamic space–time panel data models: An eigendecomposition-based bias-corrected least squares procedure
    G Bresson, A Chaturvedi
    Spatial Statistics 56, 100758 , 2023
    2023
    Citations: 2
  • Robust dynamic space–time panel data models using -contamination: an application to crop yields and climate change
    BH Baltagi, G Bresson, A Chaturvedi, G Lacroix
    Advances in Applied Econometrics: Celebrating Peter Schmidt's Legacy, 11-45 , 2022
    2022
    Citations: 7
  • Handbook of regression analysis with applications in R
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society 185 … , 2022
    2022
    Citations: 6
  • Modeling Structural Breaks in Disturbances Precision or Autoregressive Parameter in Dynamic Model: A Bayesian Approach
    A Shrivastava, A Chaturvedi, A Srivastava
    Journal of the Indian Society for Probability and Statistics 23 (1), 129-154 , 2022
    2022
  • Analyzing spatial models of choice and judgment
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society 185 … , 2022
    2022
  • Signal Detection for Medical Scientists: Likelihood Ratio Based Test-Based Methodology
    A Chaturvedi
    Journal of the Royal Statistical Society Series A: Statistics in Society 185 … , 2022
    2022
  • Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
    S Jaiswal, A Chaturvedi, MI Bhatti
    Studies in Nonlinear Dynamics & Econometrics 26 (1), 25-34 , 2022
    2022
    Citations: 3

MOST CITED SCHOLAR PUBLICATIONS

  • Performance of the 2SHI estimator under the generalised Pitman nearness criterion
    T Van Hoa, A Chaturvedi
    Communications in Statistics-Theory and Methods 26 (5), 1227-1238 , 1997
    1997
    Citations: 34
  • The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators
    T Van Hoa, A Chaturvedi
    Economics Letters 28 (4), 351-355 , 1988
    1988
    Citations: 34
  • Performance of the Stein-rule Estimators when the Disturbances are Misspecified as Spherical
    A Chaturvedi, T Van Hoa, G SHUKLA
    The Economic Studies Quarterly 44 (2), 97-107 , 1993
    1993
    Citations: 32
  • Stein rule estimation in linear model with nonscalar error covariance matrix
    A Chaturvedi, G Shukla
    Sankhyā: The Indian Journal of Statistics, Series B, 293-304 , 1990
    1990
    Citations: 32
  • Stein-rule restricted regression estimator in a linear regression model with nonspherical disturbances
    A Chaturvedi, ATK Wan, SP Singh
    Communications in Statistics-Theory and Methods 30 (1), 55-68 , 2001
    2001
    Citations: 30
  • Robust Bayesian analysis of the linear regression model
    A Chaturvedi
    Journal of statistical planning and inference 50 (2), 175-186 , 1996
    1996
    Citations: 28
  • Handbook of applied econometrics and statistical inference
    A Ullah, ATK Wan, A Chaturvedi
    Marcel Dekker , 2002
    2002
    Citations: 26
  • Improved multivariate prediction in a general linear model with an unknown error covariance matrix
    A Chaturvedi, ATK Wan, SP Singh
    Journal of multivariate analysis 83 (1), 166-182 , 2002
    2002
    Citations: 25
  • The distortionary effects of temporal aggregation on Granger causality
    G Rajaguru, T Abeysinghe, K Kuldeep, A Chaturvedi
    Some Recent Developments in Statistical Theory and Applications: Selected … , 2012
    2012
    Citations: 22
  • Robust linear static panel data models using ε-contamination
    BH Baltagi, G Bresson, A Chaturvedi, G Lacroix
    Journal of Econometrics 202 (1), 108-123 , 2018
    2018
    Citations: 20
  • Bayesian estimation for the Pareto income distribution
    SK Bhattacharya, A Chaturvedi, NK Singh
    Statistical papers 40 (3), 247-262 , 1999
    1999
    Citations: 20
  • Selecting a double k-class estimator for regression coefficients
    RAL Carter, VK Srivastava, A Chaturvedi
    Statistics & probability letters 18 (5), 363-371 , 1993
    1993
    Citations: 17
  • Mining and gene ontology based annotation of SSR markers from expressed sequence tags of Humulus lupulus
    S Singh, S Gupta, A Mani, A Chaturvedi
    Bioinformation 8 (3), 114 , 2012
    2012
    Citations: 16
  • Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function
    A Chaturvedi, Shalabh
    Journal of Multivariate Analysis 90 (2), 229-256 , 2004
    2004
    Citations: 16
  • Robust Bayesian analysis of a multivariate dynamic model
    A Shrivastava, A Chaturvedi, MI Bhatti
    Physica A: Statistical Mechanics and its Applications 528, 121451 , 2019
    2019
    Citations: 15
  • Bayesian estimation of regression coefficients under extended balanced loss function
    A Chaturvedi, Shalabh
    Communications in Statistics-Theory and Methods 43 (20), 4253-4264 , 2014
    2014
    Citations: 15
  • Estimation of regression coefficients subject to interval constraints in models with non-spherical errors
    A Chaturvedi, ATK Wan
    Sankhyā: The Indian Journal of Statistics, Series B, 433-442 , 1999
    1999
    Citations: 15
  • Stein-rule estimation in a dynamic linear model
    A Chaturvedi, ATK Wan
    J. Appl. Stat. Science 7, 17-25 , 1998
    1998
    Citations: 15
  • Simultaneous prediction based on shrinkage estimator
    A Chaturvedi, S Kesarwani, R Chandra
    Recent Advances in Linear Models and Related Areas: Essays in Honour of … , 2008
    2008
    Citations: 14
  • Unbiased estimation of the MSE matrices of improved estimators in linear regression
    A Wan, A Chaturvedi, G Zou
    Journal of Applied Statistics 30 (2), 173-189 , 2003
    2003
    Citations: 14