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Biography

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)

  1. “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.
  2. “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.
  3. “Asymmetric Penalized Prediction Using Adaptive Sampling Procedures”, Saibal Chattopadhyay, Sujay Datta and Raghu Nandan Sengupta, Sequential Analysis, 2005, 24, 1, 23-43.
  4. “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.
  5. “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.
  6. “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.
  7. “Some variants of adaptive sampling procedures and their applications”, Raghu Nandan Sengupta and Angana Sengupta, Computational Statistics and Data Analysis, 2011, 55, 3183-3196.
  8. “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.
  9. “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.
  10. “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/