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
Estimation of Reliability in Multicomponent Set-up when Stress and Strength are Non-identical Anupam Pathak, Anoop Chaturvedi, Taruna Kumari Journal of Statistical Theory and Applications, 2023 In the multicomponent stress–strength reliability literary work, though assumption of identical stress and strengths components may not be universally true but have been commonly considered. Herein, we consider a multicomponent stress–strength model having k identical strength components, say $$X_i,~i=1,2,...,k$$ X i , i = 1 , 2 , . . . , k , which are exposed to a common random stress Y, so that $$Y, X_i,~i=1,2,...,k$$ Y , X i , i = 1 , 2 , . . . , k are independent. Two different generalized cases of estimation are considered; namely, (i) when the strength components follow the proportional hazard rate model and stress component follows the proportional reversed hazard rate model and (ii) when the strength components follow the proportional reversed hazard rate model and stress component follow the proportional hazard rate model. In each case, maximum likelihood and Bayesian approach using Markov Chain Monte Carlo method has been utilized to estimate the reliability of the system. Asymptotic confidence intervals are also constructed for the reliability functions in both the cases. Monte Carlo simulation study is exercised to compare the performance of the aforementioned estimators. A real data example is also explored to examine the utility of the paper.
Finite sample performance of an estimator of process capability index Cpm for the autocorrelated data Aradhana Srivastava, Anoop Chaturvedi, Nirpeksh Kumar Communications in Statistics Simulation and Computation, 2023 Process capability index Cpm, sometimes called Taguchi index, is a widely used measure to assess the ability of a process to cluster around the target. In calculating Cpm, it is assumed that the pr...
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries Shivam Jaiswal, Anoop Chaturvedi, Muhammad Ishaq Bhatti Studies in Nonlinear Dynamics and Econometrics, 2022 This paper proposes a Bayesian unit root test for testing a non-stationary random walk of nonlinear exponential smooth transition autoregressive process. It investigates the performance of Bayes estimators and Bayesian unit root test due to its superiority in estimation and power properties than reported in existing literature. The proposed approach is applied to the real effective exchange rates of 10 selected countries of the organization of economic co-operation and development (OECD) and the paper observe some interesting findings which demonstrate the usefulness of the model.
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