Teaching and Research

Academic appointments and Visiting Faculty

Professor, Department of Statistics, University of Allahabad, Allahabad, India, during the period 12th December 2003 to date.

Reader, Department of Statistics, University of Allahabad, Allahabad, India, during the period July 1994 to 11th December 2003.

Senior Lecturer, Department of Mathematics and Statistics, University of Allahabad, Allahabad, India, during the period July 1986 to June1994.

Lecturer, Department of Mathematics and Statistics, University of Allahabad, Allahabad, India, during the period July 1981 to June 1986.

Visiting Lecturer, Department of Economics, University of Wollongong, Australia, during the period February 27-June 30, 1995.

Taught courses at Department of Bioinformatics, Department of Biotechnology, MBA University of Allahabad and Indian Institute of Technology Allahabad as visiting faculty.

Teaching Areas

Post Graduate Courses: Time Series Analysis, Econometrics, Regression Analysis, Matrix theory, Multivariate Statistical Analysis, Statistical Decision Theory, Statistical Design of Experiments, Statistical Inference, Probability Theory, Stochastic Processes, Regression Analysis, Data Mining.

Under Graduate Courses: Probability Theory, Statistical Inference, Statistical Methods, Applied Statistics.

MEMBERSHIP/ FELLOWSHIP OF SOCIETIES

Fellow, Royal Statistical Society

Member, World Econometric Society

Life Member, Indian Econometric Society

Life Member, Forum for Interdisciplinary Mathematics

Life Member, Calcutta Statistical Association

Life Member, Allahabad Mathematical Society

Life member, International Academy of Physical Sciences

Research Experience

Since December 1977 to date.

Research Collaboration

Have done collaborative work with the faculty members of City University of HK, Hong Kong; University of California, Riverside, USA; Hokkaido University, Japan; Wollongong University, Australia; Bond University, Australia; Griffiths University, Australia; Institute of Systems Science, Chinese Academy of Sciences, Beijing China; Syracuse University, USA; Université Paris, France; Université Laval, Canada.

Research Areas

Econometrics: Stein rule and Ridge regression Estimation; Random coefficients regression models; Seemingly unrelated regression equations; Dynamic models; Bayesian and robust Bayesian inferences in linear models; Panel data models, Spatial models; Bayesian estimation in Pareto income distribution.

Time Series Models: Bayesian unit root tests.

Quality Control: Control Charts for Autocorrelated Data

Reliability Analysis: Bayesian reliability analysis.

Research Projects

1 Control Charts for Auto correlated Observations on Grid; approved and financially supported by the Council of Scientific and Industrial Research (CSIR), India, February 2007-March 2010.

2 Sustainable Development: A Mathematical Model; approved and financially supported by the Department of Science and Technology, Government of India, September 2005 to August 2008.

3 Testing for unit roots: A Bayesian approach; approved and financially supported by the Council of Scientific and Industrial Research (CSIR), India, November 2001 to October 2004.

4 Bayesian Robustness of Some Econometric Models; approved and financially supported by the Council of Scientific and Industrial Research (CSIR), India, April 1997 to September 2000.

5 Stein Rule Estimation in Dynamic Models; approved and financially supported by CSIR, March 1992 to March 1995.

6 Improved Estimation in Seemingly Unrelated Regression Equation Models with Auto-regressive Errors approved and financially supported by the Department of Science and Technology, Government of India, March 1988 to March 1990.

Research Guidance (for D.Phil. Thesis)

1 Pallavi Gaur, Predictive Data Mining and Statistical Modeling of High-Throughput Sequencing Data, awarded in 2017.

2 Amresh Bahadur Pal, Improved Estimation and Prediction in Spatial Models, awarded in 2017.

3 Maneesh Dubey, Bayesian and Shrinkage Estimation of Parameters of Distributions having Monotone Failure Rates, awarded in 2015.

4 Swati Singh, Soft Computing Approach to Biomolecular Sequence Analysis, awarded in 2014.

5 Aradhana Srivastava, Statistical process control for autocorrelated data, awarded in 2013.

6 Anupama Singh, Robust Bayesian analysis of some panel data models, awarded in 2012.

7 Tripti Chitranshi, Bayesian analysis of Seemingly Unrelated Regression models, awarded in 2012.

8 Arvind Shrivastava, Analysis of Some Time Series and Econometric Models, awarded in 2011.

9 Suchita Kesarwani, Estimation and prediction in linear regression models with nonspherical disturbances, awarded in 2008.

10 Jitendra Kumar, Time Series Regression with a Unit Root: A Bayesian Approach, awarded in 2005.

11 Manaswini Pati, Contributions to Inferential Procedures for some Reliability Models, awarded in 2005.

12 Ranjita Mishra, Bayesian Analysis of Some Time Series Models, awarded in 2002.

13 Shri Prakash Singh, Stein Rule Estimation in the Linear Regression Model, awarded in 1999.

14 Vinod Kumar Mani Tripathi, Bayesian Methods in Econometrics, awarded in 1998.

15 Sheel Asthana, Estimation of Parameters in the Linear Regression Model: A Bayesian Approach, awarded in 1995.

16 Vijay Kumar Tiwari, Fitting of Growth Curves in the Context of Indian Population, awarded in 1992.

17 Govindji Shukla, Improved Estimation in Econometric Models, awarded in 1991.

Citation of Research Work in Books

C. Radhakrishna Rao, Helge Toutenburg, Shalabh and Christian Heumann. Linear Models and Generalizations, Least Squares and Alternatives, 3rd edition, Springer

M. Ishaq Bhatti, Hatem Al-Shanfari, and M. Zakir Hossain, Econometric Analysis of Model Selection and Model Testing, Ashgate, Chapter 2.

Ullah, Aman, 2004, Finite Sample Econometrics, Oxford University Press, Chapter 5.

Srivastava, V.K. and D.E.A. Giles, 1987, Seemingly Unrelated Regression Equations Models: Estimation and Inference, Marcel Decker, Chapters 6 and 11.

Judge, G.G., W.E. Griffith, R.C. Hill, H. Lütkepohl and T.C. Lee, 1985, The Theory and Practice of Econometrics, John Wiley and Sons, Chapter 19.