Browsing by Author "Guha, Apratim"

Now showing items 1-20 of 29

    • Assessing the dependence structure of the components of hybrid time series processes using mutual information 

      Guha, Apratim (Indian Statistical Institute, 2015)
      Hybrid processes, which are multivariate time series with some components continuous valued time series and the rest discrete valued time series or point processes, often arise in studies of neurological systems. Assessment ...

    • Auto-association measures for stationary time series of categorical data 

      Biswas, Atanu; Del Carmen Pardo, Maria; Guha, Apratim (TEST, 2014)
      For stationary time series of nominal categorical data or ordinal categorical data (with arbitrary ordered numberings of the categories), autocorrelation does not make much sense. Biswas and Guha (J Stat Plan Infer ...

    • Co-integration analysis of economic variables 

      Baskar, Ganesh Kumar; Jain, Ekansh (Indian Institute of Management Ahmedabad, 2016)
      The motivation for the current undertaking is to learn and exercise the multivariate co-integration analysis techniques, to explore and identify useful relationship(s) between India’s GDP and other ...

    • Continuous Probability Distributions 

      Guha, Apratim (Indian Institute of Management, Ahmedabad, 2013)

    • Discrete Probability Distributions 

      Guha, Apratim (Indian Institute of Management, Ahmedabad, 2013)

    • Essays on inflation expectations 

      Singh, Gaurav Kumar (Indian Institute of Management Ahmedabad, 2020)
      “Expectations about macroeconomic variables play an important role in economic theory and policy-making. Household inflation expectations are key to understanding household consumption and investment decisions, and hence ...

    • Estimation 

      Guha, Apratim (Indian Institute of Management, Ahmedabad, 2013)

    • Gravity and depth of social media networks 

      Guha, Pritha; Bansal, Avijit; Guha, Apratim; Chakrabarti, Anindya S. (Oxford University Press, 2021-05-27)
      Structures of social media networks provide a composite view of dyadic connectivity across social actors, which reveals the spread of local and global influences of those actors in the network. Although social media network ...

    • IPO - Acquisition Puzzle 

      Chandran, Manish; Malhi, Ramnik Singh; Sapru, Vinayak (Indian Institute of Management, Ahmedabad, 2015)
      This project explores the propensity of a firm to choose to be acquired by a larger firm against the alternative of going public through an IPO. The project used a number of available secondary data sources in order to ...

    • Measuring Complexity in Financial Data 

      Yadav, Gaurang Singh; Guha, Apratim; Chakrabarti, Anindya S. (FRONTIERS MEDIA SA, 2020)
      The stock market is a canonical example of a complex system, in which a large number of interacting agents lead to joint evolution of stock returns and the collective market behavior exhibits emergent properties. However, ...

    • Meta-analysis of test accuracy studies with multiple and missing thresholds: a multivariate-normal model 

      Riley, Richard D.; Takwoingi, Yemisi; Trikalinos, Thomas; Biswas, Atanu; Guha, Apratim; Ensor, Joie; Morris, R Katie; Deeks, Jonathan (Journal of Biometrics and Biostatistics, 2014-01)
      When meta-analysing studies examining the diagnostic/predictive accuracy of classifications based on a continuous test, each study may provide results for one or more thresholds, which can vary across studies. Researchers ...

    • Modelling and coherent forecasting of zero-inflated count time series 

      Maiti, Raju; Biswas, Atanu; Guha, Apratim; Ong, Seng Huat (SAGE Publications, 2014)
      In this article, a new kind of stationary zero-inflated Pegram’s operator based integer-valued time series process of order p with Poisson marginal or ZIPPAR(p) process is constructed for modelling count time series ...

    • Modelling and coherent forecasting of zero-inflated count time series 

      Maiti, Raju; Biswas, Atanu; Guha, Apratim; Ong, Seng Huat (Statistical Modelling: An International Journal, 2014)
      In this article, a new kind of stationary zero-inflated Pegram’s operator based integervalued time series process of order p with Poisson marginal or ZIPPAR(p) process is constructed for modelling count time series ...

    • Modelling consumer behavior in a connected world 

      Gokhale, Aditya; Bansal, Ayush (Indian Institute of Management Ahmedabad, 2016)

    • Mutual information an a two sample test 

      Guha, Apratim (2014-02-14)
      For two independently drawn samples from continuous distributions, a statistical test based on the mutual information statistic is proposed for the null hypothesis that both the samples originate from the same population. ...

    • A mutual information-based K-sample test for discrete distribution 

      Drake, Robert; Guha, Apratim (Journal of Applied Statistics, 2014)
      The two-sample problem and its extension to the k-sample problem are well known in the statistical literature. However, the discrete version of the k-sample problem is relatively less explored. Here in this work we suggest ...

    • ROC Curve Analysis for Randomly Selected Patients 

      Bandyopadhyay, Tathagata; Adhya, Sumanta; Guha, Apratim (Indian Institute of Management Ahmedabad, 2015)
      Receiver operating characteristic (ROC) curves and the area under the curve (AUC) are widely used in medical studies to examine the effectiveness of markers in diagnosing diseases. In most of the existing literature for ...

    • Sampling 

      Guha, Apratim (Indian Institute of Management, Ahmedabad, 2013)

    • Sampling Distributions 

      Guha, Apratim (Indian Institute of Management, Ahmedabad, 2013)

    • Second Mover Advantages in Various Industries 

      Eknath, Sawant Tejas; Shaw, Soumya (Indian Institute of Management, Ahmedabad, 2015)