Publications

Books/edited volumes

1. Some Recent Developments in Statistical Theory and Applications, Proceedings of the International Conference on Recent Developments in Statistics, Econometrics and Forecasting, (with Kuldeep Kumar), 2012, Brown Walker Press, USA.

2. Handbook of Applied Econometrics and Statistical Inference, (with Aman Ullah and Alan T.K. Wan), 2002, Statistics: Textbooks and Monograph Series of Marcel Dekker, USA..

Book Reviews

1. Analyzing High-Dimentional Gene Expression and DNA Methylation Data with R by Hongmei Zhang, published in Journal of Royal Statistical Society, Series A, 2021.

2. Modelling Spatial and Spatial-Temporal Data: A Bayesian Approach by Haining, Robert P., published in Journal of Royal Statistical Society, Series A, 2020, 183(4), 1828-1829.

3. Linear Models, Relevant Distributions and Matrix Algebra by D.A. Harville, published in Journal of Royal Statistical Society, Series A, 2019, 182(2), 716-716.

4. Analysis of Panel Data, 3rd edition, C. Hsiao, published in Journal of Royal Statistical Society, Series A, 2016, 179(4), 1130-1131.

5. Modeling Count Data, J. M. Hilbe. published in Journal of Royal Statistical Society, Series A, 2015, 178(4), 1098-1099.

Research Papers

Research Journals

1. Dynamic space–time panel data models: An eigendecomposition-based bias-corrected least squares procedure, (with Georges Bresson), Spatial Statistics, 2023, 56, https://doi.org/10.1016/j.spasta.2023.100758.

2. Estimation of Reliability in Multicomponent Set-up when Stress and Strength are Non-identical (with Anupam Pathak and Taruna Kumari), Journal of Statistical Theory and Applications, 2023, https://doi.org/10.1007/s44199-023-00060-w.

3. Robust dynamic panel data models using -contamination, (with Badi Baltagi, Georges Bresson, Guy Lacroix), Advances in Econometrics (Essays in Honor of M. Hashem Pesaran), 2022, 43B, 307-336.

4. Modeling Structural Breaks in Disturbances Precision or Autoregressive Parameter in Dynamic Model: A Bayesian Approach (with Arvind Shrivastava and Aradhana Srivastava), 2022, Journal of the Indian Society for Probability and Statistics, 23,129–154. https://doi.org/10.1007/s41096-022-00115-8.

5. Generalized Bayes Estimator for Spatial Durbin Model (with Sandeep Mishra and Shalabh), Journal of Quantitative Economics, 2021, 19(1), 267-285.

6. Finite sample performance of an estimator of process capability index  for the autocorrelated data (with Aradhana Srivastava and Nirpeksh Kumar), Communications in Statistics-Simulation and Computation, Ahead of Print 1-13. doi.org/10.1080/03610918.2021.1962344.

7. Robust estimation with variational Bayes in presence of competing risks, (with Sanjeev K Tomer and Himanshu Rai), Metron (to appear).

8. Robust dynamic panel data models using -contamination, (with Badi Baltagi, Georges Bresson, Guy Lacroix), Advances in Econometrics (Essays in Honor of M. Hashem Pesaran), 44, (to appear).

9. Bayesian Inference for Unit Root in Smooth Transition Autoregressive Models and its Application to OECD countries, (with Shivam Jaiswal and M. Ishaq Bhatti), Studies in Nonlinear Dynamics and Econometrics, 2020, (published online). doi.org/10.1515/snde-2019-0133.

10. Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation (with Georges Bresson, Mohammad Arshad Rahman and Shalabh), The International Journal of Biostatistics, 2020, (published online), doi.org/10.1515/ijb-2019-0120.

11. Goodness of fit for Generalized Shrinkage Estimation (with C.-L. Cheng, Shalabh), 2020, Theory of Probability and Mathematical Statistics (American Mathematical Society), 100(1), 191-214.

12. Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process (with Shivam Jaiswal), 2020, Journal of Quantitative Economics, 18, 733–745. doi.org/10.1007/s40953-019-00193-9.

13. Generalized Bayes Estimation of Spatial Autoregressive Models, (with Sandeep Mishra), Statistics in Transition, 2019, 20(2), 15-32. DOI: 10.21307/stattrans-2019-012. 

14. Robust Bayesian analysis of a multivariate dynamic model, (with Arvind Shrivastava and M. Ishaq Bhatti), 2019, Physica A: Statistical Mechanics and its Applications, 528, Article 121451. https://doi.org/10.1016/j.physa.2019.121451.

15. Clustering and Candidate Motifs Detection in Exosomal miRNAs by Application of Machine Learning Algorithms (with Pallavi Gaur), Interdisciplinary Sciences: Computational Life Sciences, 2019, 11, 206–214. https://doi.org/10.1007/s12539-017-0253-4.

16. Bayesian analysis of unit root testing for panel data time series model in the presence of time effect (with Jitendra Kumar and Umme Afifi), Pakistan Journal of Statistics, 2018, 34 (5), 381-396.

17. Robust linear static panel data models using e-contamination (with Badi H. Baltagia, Georges Bresson, and Guy Lacroix), Journal of Econometrics, 2018, 202 108–123, 2018. ISSN: 0304-4076. http://dx.doi.org/10.1016/j.jeconom.2017.07.002. 

18. Impact of Ignoring Spatial Autoregressive Structure on Shrinkage Estimator (with Amresh Bahadur Pal and Ashutosh Dubey), Journal of Applied Statistical Science, 2017, Special Issue in Honor of Professor Mohammad Ashanullah for His Excellent Contributions to the Field of Statistical Science; Hauppauge, 22, 241-260. ISSN: 1067-5817.

19. Bayesian Unit Root Test for Panel Data, (with Jitendra Kumar, and Umme Afifa), Economics and Econometrics Research Institute paper series, 2017, EERI RP 2017/02.

20. Control Charts for the Autocorrelated Observations on Grid, (with Ashutosh Dubey and Chandra Gulati), Journal of Statistical Theory and Practice, 2016, 10(3), 539-549. http://dx.doi.org/10.1080/15598608.2016.1185387.

21. Shrinkage Estimation in Spatial Autoregressive Model (with Amresh Pal and Ashutosh Dubey), Journal of Multivariate Analysis, 2016, 143, 362-373. DOI:10.1016/j.jmva.2015.09.011, ISSN: 0047-259X.

22. Mining SNPs in extracellular vesicular transcriptome of Trypanosoma cruzi: a step closer to early diagnosis of neglected Chagas disease (with Pallavi Gaur), PeerJ 24:e2693, 2016. https://doi.org/10.7717/peerj.2693.

23. Bayesian Analysis of a Linear Model Involving Structural Changes in Either Regression Parameters or Disturbances Precision (with Arvind Shrivastava), Communications in Statistics (Theory and Methods), 2016, 45(2), 307-320, 10.1080/03610926.2012.725498, ISSN:0361-0926.

24. Bayesian Inference for State Space Model with Panel Data (with Ranjita Pandey) Statistics in Transition, 2016, 17(2), 211–219.

25. Bayesian Analysis of Structural Changes in a Linear Regression Model: An Application to Rupee-Dollar Exchange Rate (with Arvind Shrivastava), Journal of Quantitative Economics, 2015, 104, 185–200, ISSN: 0971-1554 (Print) 2364-1045 (Online).

26. Cross-Family Comparative Proteomic Study and Molecular Phylogeny of MAP Kinases in Plants (with Swati Singh and Ashutosh Mani), Interdisciplinary Science-Computational Life Sciences, 2015, 7:357–363.

27. Bayesian Estimation under Extended Balanced Loss Function (with Shalabh), Communications in Statistics (Theory and Methods), 2014, 43, 4253–4264, ISSN:0361-0926.

28. Robust Bayesian analysis of Weibull failure model (with M. Pati and S. K. Tomar), Metron, 2014, 72, 77-95, (DOI) 10.1007/s40300-013-0027-7, ISSN: 0026-1424.

29. Estimation of Subset of Regression Coefficients of Interest in a Model with Non-spherical Disturbances (with Suchita Kesarwani), Journal of System Sciences and Complexity, 2013, 26, 209-231.

30. Bayesian Unit Root Test for Time Series Models with Structural Break in Variance (with Rishi Kumar and Jitendra Kumar), Journal of Economics and Econometrics 2012, 55, 75-86, ISSN 2032-9652, E-ISSN 2032-9660.

31. Unit Root Testing for the Time Series Model with Additive Outlier: A Bayesian Approach (with Jitendra Kumar and Ashutosh Shukla), International Journal of Intelligent Technology, 2012, 5, 307-320, ISSN 1305-6417.

32. Machine Learning Model for Classification of Motifs in Humulus (HOP), (with Swati Singh, Ashutosh Mani and Anubha Dubey), Journal of Advanced Bioinformatics Applications and Research, 2012, 3, (1), pp 281-289 ISSN 0976-2604.

33. Confidence Ellipsoids Based on A General Family Of Shrinkage Estimators For A Linear Model With Non-Spherical Disturbances, (with Suchita Kesarwani and Ishaq Bhatti), Journal of Multivariate Analysis, 2012, 104, 140-158, ISSN: 0047-259X.

34. Mining and gene ontology-based annotation of SSR markers from expressed sequence tags of Humulus lupulus, (with Swati Singh, Sanchita Gupta and Ashutosh Mani), Bioinformation, 2012, 8(3): 114–122, ISSN: 0973-2063 (online) 0973-8894 (print).

35. Cross Class Evolutionary Pattern of ALCAM Proteins and their Homologs (with Swati Singh), Advances in Applied Science Research, 2011, 2, 64-76, ISSN:0976-8610.

36. Robust Bayesian Analysis of Seemingly Unrelated Regression Model (with Tripti Chitranshi), InterStat, 2011, July.

37. Effect of Misspecifying the Disturbances Covariance Matrix on a Family of Shrinkage Estimators (with Suchita Kesarwani), Communications in Statistics (Theory and Methods), 2011, 40(1), 53–67, ISSN:0361-0926.

38. Bayesian Analysis of Exchange Rates with Partially Linear Time Trend (with Jitendra Kumar and Ashutosh Shukla), International Journal of Statistics and Systems, 2010, 5(3), 439-453, ISSN 0973-2675.

39. Modeling ASEAN Countries' Exports and Unit Root Testing: A Bayesian Approach, (Anoop Chaturvedi and Jitendra Kumar), Asian-African Journal of Economics and Econometrics, 2010, 10(2), 435-443, ISSN: 0972-3986.

40. Bayesian unit root test for time series model with structural break, (with Jitendra Kumar), American Journal of Mathematical and Management Sciences, 2007, 27, ISSN: 0196-6324.

41. Bayesian Unit Root Test for Time series Model with Maintained Trend, (with Jitendra Kumar), Statistics and Probability Letters, 2005, 74, p. 109-115, ISSN:0167-7152.

42. Risk and pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function (with Shalabh), Journal of Multivariate Analysis, 2004, 90, 229-256, ISSN: 0047-259X.

43. Unbiased estimation of the MSE matrix of improved estimators in linear regression, (with Alan T.K. Wan and Gauhua Zou), Journal of Applied Statistics, 2003, 30, 191-207, ISSN: 0266-4763.

44. Bayesian Estimation in Step Accelerated and Grouped Accelerated Life Test Model, (with R.K. Tyagi and N.K. Singh), Journal of Combinatorics, Information and System Sciences, 2003, 27, 1-4, 57-64, ISSN: 0250-9628.

45. Improved Multivariate Prediction in a General Linear Model with an Unknown Covariance Matrix, (with Alan T.K. Wan and S.P. Singh), Journal of Multivariate Analysis, 2002, 83, 166-182, ISSN: 0047-259X.

46. Stein-Rule restricted regression estimator in a linear regression model with non-spherical disturbances, (with Alan T.K. Wan and S.P. Singh), Communications in Statistics (Theory and Methods), 2001, 30(1), 57-70.

47. Double k-class estimators in regression models with non-spherical disturbances, (with Alan T.K. Wan), Journal of Multivariate Analysis, 2001, 79, 226-250, ISSN: 0047-259X.

48. Exact Results on the inadmissibility of the feasible generalized least squares estimator in regression models with non-spherical disturbances, (with Alan T.K. Wan), Biometrical Journal, 2000, 42(4), 481-487, ISSN: 0323-3847.

49. Bayesian Unit root test in non-normal AR(1) model, (with Hikaru Hasegawa and Tran Van Hoa), Journal of Time Series Analysis, 2000, 21(3), 261-280, ISSN: 0143-9782.

50. Stein rule prediction of the composite target function in a general linear regression model, (with S.P. Singh), Statistical Papers, 2000, 41(3), 359-367, ISSN: 0932-5026.

51. Estimation of regression coefficients subject to interval constraints in models with non-spherical errors, (with Alan T.K. Wan), Sankhyā, 2000, 61(3), 433-442, ISSN: 0972-7671.

52. Operational Variants of the minimum mean squared error estimation in linear regression models with non-spherical disturbances, (with Alan T.K. Wan), Annals of the Institute of Statistical Mathematics, 2000, 52(2), 332-342, ISSN: 0020-3157.

53. Bayesian estimation of disturbances variance in the linear regression model under a asymmetric loss function, (with M.I. Bhatti and Kuldeep Kumar), Applied Mathematics and Computations, 2000, 114(2-3), 149-153, ISSN: 0096-3003.

54. Bayesian estimation for the Pareto income distribution, (with S.K. Bhattacharya and N.K. Singh), Statistical Papers, 1999, 40, 247-262.

55. Robust Bayesian analysis of the exponential failure model, Pakistan Journal of Statistics, 1999, 14(2), 115-126.

56. Bayesian estimation of the disturbances variance in a linear regression model under a LINEX loss, (with Kuldeep Kumar), Journal of Statistical Research, 1998, 32(1), 109-112.

57. On the double k-class estimators in linear regression, (with Ishaq K. Bhatti), Journal of Quantitative Economics, 14(1), 53-58.

58. Stein rule estimation in a dynamic model, (with Alan T.K. Wan), Journal of Applied Statistical Science, 1998, 7(1), 17-25.

59. A note on Stein-rule estimation in a mis-specified model, (with Ishaq Bhatti), Metron, 1997, LV(1-2), 125-134.

60. Bayesian analysis of the linear regression model with non-normal disturbances, (with Hikaru Hasegawa and Sheel Asthana), Australian Journal of Statistics, 1997, 39(3), 277-293.

61. Bayesian analysis of the linear regression model with an Edgeworth series prior distribution, (with Hikaru Hasegawa and Sheel Asthana), Communications in Statistics (Theory and Methods), 1997, 26(5), 1145-1164.

62. Performance of the 2SHI estimator under the generalized Pitman closeness criterion, (with Tran Van Hoa), Communications in Statistics (Theory and Methods), 1997, 26(5), 1227-1238.

63. Confidence sets for a linear regression model with non-spherical disturbances, (with Hikaru Hasegawa, Ajit Chaturvedi and Govind Shukla), Econometric Theory, 1997, 13(3), 406-429.

64. Bayesian analysis of the non-normal AR(1) model (with Vinod K. Tripathi), Journal of International Academy of Physical Sciences, 1997, 1, 61-72.

65. Robust Bayesian analysis of the linear regression model, Journal of Statistical Planning and Inference (Special issue on Econometric Methodology), 1996, 50(2), 175-186.

66. Improved estimation in the linear regression model with non-spherical disturbances, (with Tran Van Hoa and Govind Shukla), Journal of Quantitative Economics, 1996, 12(1), 115-123.

67. Bayesian predictive analysis of the linear regression model with an Edgeworth series prior distribution, (with Hikaru Hasegawa and Sheel Asthana), Communications in Statistics (Theory and Methods), 1995, 24(10), 2469-2484.

68. A note on Stein rule estimation in linear regression models with non-scalar error covariance matrix, Sankhyā, B, 1995, 57(1), 158-165.

69. Bayesian regression analysis with an Edgeworth series prior distribution, (with Sheel Asthana), Indian Journal of Applied Economics, 3, 128-144.

70. Selecting a double k-class estimator for regression coefficients, (with R.A.L. Carter and V.K. Srivastava), Statistics and Probability Letters, 1993, 18(5), 263-271.

71. Asymptotic approximations to the gain of the 2SHI over Stein estimators in linear regression model when the disturbances are small, (with Tran Van Hoa), Communications in Statistics (Theory and Methods), 1993, 22(10), 2777-2782.

72. Ridge regression estimators in the linear regression model with non-spherical errors, Communications in Statistics (Theory and Methods), 1993, 22(8), 2275-2284.

73. Performance of the Stein rule estimators when the disturbances are mis-specified as spherical, (with Tran Van Hoa and Govind Shukla), Economic Studies Quarterly, 1993, 44, 97-107.

74. Bayesian analysis of a linear single equation model with an inverse Gaussian prior, (with S.K. Bhattacharya and Ram Lal), Statistica, 1992, 52(2), 177-182.

75. A modified Bessel integral with a Statistical application, (with S.K. Bhattacharya and A.K. Saxena), Indian Journal of Mathematics, 1992, 34(3), 285-294.

76. Families of minimax estimators in a linear regression model, (with A.K. Srivastava), Sankhyā, B, 1992, 54(3), 278-288.

77. Improved estimation of the linear regression model with auto correlated errors, (with Tran Van Hoa and Ram Lal), 1992, Journal of Quantitative Economics, 8(2), 347-352.

78. Further remarks on sequential point estimation of regression parameters, (with Ajit Chaturvedi), Journal of Indian Society of Agricultural Statistics, 1991, 4(1), 40-48.

79. Further results on the two-stage hierarchical information (2SHI) estimators in the linear regression models, (with Tran Van Hoa), Communications in Statistics (Theory and Methods), 1990, 19(12), 4697-4704.

80. On two sequential procedures for estimating parameter of a uniform distribution (with Ajit Chaturvedi), Calcutta Statistical Association Bulletin, 1990, 39, 223-225.

81. Lindley-like mean correction in the improved estimation of regression models with non-scalar error covariance matrix, (with Govind Shukla), Economics Letters, 1990, 32(3), 225-230.

82. Stein rule estimation in linear model with non-scalar error covariance matrix, (with Govind Shukla), Sankhyā, B, 1990, 52(3), 293-303.

83. Comparison of improved regression estimators with and without moments, (with V.K. Srivastava), Communications in Statistics (Theory and Methods), 1989, 18(3), 989-999.

84. The necessary and sufficient condition for the uniform dominance of the two-stage stein estimator, (with Tran Van Hoa), Economics Letters, 1988, 28(4), 351-355.

85. A necessary and sufficient condition for the uniform dominance of an improved family of estimators in linear regression models, (with V.K. Srivastava), Economics Letters, 1986, 20(4), 345-349.

86. Some properties of the distribution of an operational ridge estimator, (with V.K. Srivastava), Metrika, 1983, 30(4), 227-237.

87. Bias and mean squared error matrix of a minimax adaptive generalized ridge regression estimator, (with V.K. Srivastava), Sankhyā, B, 1982, 44(1), 76-91.

88. A note on the Lindley like mean correction in the improved estimation of linear regression model, (with V.K. Srivastava), Journal of Indian Society of Statistics and Operations Research, 1982, 3(1-4), 23-27.

89. Estimation of linear regression model ensuring almost non-negativity of variance estimators, (with V.K. Srivastava and G.D. Mishra), Biometrical Journal, 1981, 23(1), 3-8.

Chapters in Books and Conference Proceedings

1. Forest Cover Type Prediction using Model Averaging (with Ashutosh Dubey), Statistical Methods and Applications in Forestry and Environmental Sciences, 2020, In: Chandra G., Nautiyal R., Chandra H. (eds) Statistical Methods and Applications in Forestry and Environmental Sciences. Forum for Interdisciplinary Mathematics. Springer, Singapore. https://doi.org/10.1007/978-981-15-1476-0_14.

2. A Survey of Bioinformatics-Based Tools in RNA-Sequencing (RNA-Seq) Data Analysis (with Pallavi Gaur), Translational Bioinformatics and Its Application, Springer Netherlands, 2017, 223-248 (ISBN 978-94-024-1045-7).

3. Bayesian Estimation of Exponential Logarithmic Lifetime Distribution (with Maneesh Dubey) Statistical and Mathematical Sciences and their Applications, 2015, 197-205, Narosa Publishing House, India, (ISBN 978-81-8487-520-1).

4. Finite Sample Properties of Taguchi’s Process Capability Index, (with Aradhana Srivastava), Some Recent Developments in Statistical Theory and Applications, Proceedings of the International Conference on Recent Developments in Statistics, Econometrics and Forecasting, 2010, 187-193, Brown Walker Press, USA, (ISBN-10 1-61233-574-8).

5. Structural Break In Regression Coefficient And Disturbances Precision In Dynamic Model: A Bayesian Approach (with Arvind Shrivastava and Ravinder K. Tyagi), Some Recent Developments in Statistical Theory and Applications, Proceedings of the International Conference on Recent Developments in Statistics, Econometrics and Forecasting, 2010, 93-103, Brown Walker Press, USA, (ISBN-10 1-61233-574-8).

6. Bayesian Analysis of Export data with Spherically Symmetric Distribution (with Jitendra Kumar, Ashutosh Shukla and Anupriya Paul), Interface Between Statistics, Mathematics and Allied Sciences, 2010, 63-71, ed. Neeraj Tiwari and S.K. Joshi, Excel India Publishers.

7. Robust Bayesian Analysis of Fixed Effects Panel Data Models, (with Anupama Singh), Proceedings of National Seminar on Impact of Physics on Biological Sciences, 2010, 128-147.

8. Robust Bayesian Analysis of a Multivariate Linear Regression Model (Anoop Chaturvedi and Arvind Kumar Shrivastava), Optimisation and Statistics ed. A.H. Khan, AMU, 2010.

9. Prediction Based on Shrinkage Estimator, (with Suchita Kesarwani and R.C. Verma), in Recent Advances in Linear Models and Related Areas: Essays in honor of Helge Toutenburg, 2008, ed. Shalabh and Christian Heumann, Springer Verlag.

10. State Space Model with Edgeworth Series Distributed Disturbances, Statistical Advances in Biostatistics and Bioinformatics, 2006, ed. Manju Pandey, 217-226.

11. Performance of the 2SHI Estimator under the Generalized Pitman Nearness Criterion, WTO and World trade: Challenges in a New Era, ed. G. S. Heiduk and K.Y. Wong, Physica-Verlag, 2005, 267-274 (with Tran Van Hoa).

12. Bayesian Inference of a Dynamic Linear Model with Edgeworth Series Disturbances, (with Alan T.K. Wan and Gauhua Zou), in Handbook of Applied Econometrics and Statistical Inference, 2002, ed. Aman Ullah, Alan T.K. Wan and Anoop Chaturvedi, Marcel Dekker.

13. Finite moments of some conditional ridge estimators, (with V.K. Srivastava), 1999, Proceedings of the 3rd conference of the International Academy of Physical Sciences, 303-310.

14. Use of Bivariate confluent hyper-geometric functions in Bayesian Economics, (with S.K. Bhattacharya and N.K. Singh), Proceedings of National Seminar on Bayesian Statistics and its Applications, 1998, 97-106.

15. Bayesian estimation of the time censored Pareto failure data, (with N.K. Singh and S.K. Bhattacharya), Proceedings of National Seminar on Bayesian Statistics and its Applications, 1998, 205-210.

16. Bayesian Analysis of SLRM with an ESPD, (with Sheel Asthana and S.K. Bhattacharya), Proceedings of the 2nd biennial conference of the Allahabad Mathematical Society, 1990, 9-15.

17. Effect of estimation of disturbance variance on the efficiency a ridge estimator, (with V.K. Srivastava and T.D. Dwivedi), Proceedings of the seminar on recent developments in techniques of Population Analysis and Statistical Inference, Banaras Hindu University, 1983, 70-76.