Browsing Faculty Publications (Bibliographic) by Author "Laha, Arnab Kumar"

Now showing items 21-40 of 44

    • HealthStart: Need for Growth Strategy: A Teaching Note 

      Ghura, Amarpreet Singh; Jena, Sanjay Kumar; Laha, Arnab Kumar (Indian Institute of Management Ahmedabad, 2018-01-18)

    • How to make the right decision 

      Laha, Arnab Kumar (Random House India, 2015)
      Business analytics, the method by which data around a business is analysed to better determine the choices we make, is your answer. In this accessible, user-friendly book, Professor Arnab Laha explains the relevance of ...

    • Interval-valued data analysis 

      Laha, Arnab Kumar (International Journal of Business Analytics and Intelligence, 2015-10)

    • A likelihood integrated method for exploratory graphical analysis of change-point problem with directional data 

      Sengupta, Ashis; Laha, Arnab Kumar (Communications in Statistics, Theory and Methods, 2008-11-11)
      In this article we introduce a new likelihood based method, called the likelihood integrated method, which is distinct from the well-known integrated likelihood method. We use the likelihood integrated to propose a simple ...

    • A Note on Randomized Response Surveys 

      Laha, Arnab Kumar (2010-08-28)
      In this technical note we discuss some useful techniques for gathering sensitive data. We discuss three methods of Randomized response surveys warner’s methods, unrelated questions method and a method for gathering sertives ...

    • Note on Robust Statistical Methods 

      Mahesh, K. C.; Laha, Arnab Kumar (2010-09-02)
      In this note we introduce the notion of robustness which plays an important role in real life analysis of data. Two robust estimates of location, namely the trimmed mean and the M-estimation are discussed. The Influence ...

    • Note on Test of Normality 

      Laha, Arnab Kumar (2010-08-31)
      In this technical note we discuss graphical assessment and formal testing procedures for normality.The widely used graphical techniques. P-P & Q–Q plots are described. Several formal testing procedures namely, - tests bazed ...

    • A novel sandwich algorithm for empirical Bayes analysis of rank data 

      Laha, Arnab Kumar; Dutta, Somak; Roy, Vivekananda (International Press, 2017)
      Rank data arises frequently in marketing, nance, organizational behavior, and psychology. Most analysis of rank data reported in the literature assumes the presence of one or more variables (sometimes latent) based on ...

    • Portfolio allocation with heavy tailed returns 

      Laha, Arnab Kumar; Bhoumick, D.; Subramaniam, B. (2007-11-02)
      In this article we propose two new methods of portfolio allocation which are applicable for all return distributions. The properties of these new methods are compared with that of Markowitz’s mean-variance method using ...

    • Probability Models for Non-Life Insurance Applications 

      Laha, Arnab Kumar (2010-09-02)
      In this note we discuss the various probability models for non-life insurance applications. Both the Poisson Process models as well as the more general Renewal Process model are discussed as models for the Claim arrival ...

    • A proof of the divergence of the harmonic series using probability theory 

      Laha, Arnab Kumar (2006-10-29)
      In this note a new proof of the divergence of the harmonic series is given based on the expected life of a parallel system with independent exponentially distributed component lifetimes.

    • Real time location prediction with taxi-GPS data streams 

      Laha, Arnab Kumar; Putatunda, Sayan (Transporation Research Part C: Emerging Technologies, 2017-07)
      The prediction of the destination location at the time of pickup is an important problem withpotential for substantial impact on the efficiency of a GPS-enabled taxi service. While this pro-blem has been explored earlier ...

    • Response-adaptive allocation for circular data 

      Biswas, Atanu; Dutta, Somak; Laha, Arnab Kumar; Bakshi, Partho K. (Taylor & Francis, 2014)
      Response-adaptive designs are used in phase III clinical trials to allocate a larger proportion of patients to the better treatment. Circular data is a natural outcome in many clinical trial setup, e.g., some measurements ...

    • A robust sharpe ratio 

      K. C., Mahesh; Laha, Arnab Kumar (Sankhya B : The Indian Journal of Statistics, 2019)
      Sharpe ratio is one of the widely used measures in the financial literature to compare two or more investment strategies. Since it is a ratio of the excess expected return of a portfolio to its standard deviation of returns, ...

    • Robustness of tests for directional mean 

      Laha, Arnab Kumar; Mahesh, K. C. (Taylor & Francis, 2015)
      In this paper we study the robustness of the likelihood ratio, circular mean and circular trimmed mean test functionals in the context of tests of hypotheses regarding the mean direction of circular normal and wrapped ...

    • SB-robust estimation of mean direction for some new circular distributions 

      Laha, Arnab Kumar; Raja, A. C. Pravida; Mahesh, K. C. (Springer, 2016)
      The most often used distribution for modelling directional data has been the circular normal (CN) (a.k.a. von-Mises) distribution. Recently Kato and Jones (K–J) introduced a family of distribution which includes the CN ...

    • SB-robust estimator for the concentration parameter of the circular normal distribution 

      Laha, Arnab Kumar; Mahesh, K. C. (Statistical Papers, 2012)
      In this paper we discuss robust estimation of the concentration parameter ( κ) of the circular normal (CN) distribution. It is known that the MLE of the concentration parameter is not B-robust at the family of all circular ...

    • SB-robust estimators of the parameters of the wrapped normal distribution 

      Laha, Arnab Kumar; Mahesh, K. C.; Ghosh, D. K. (Communications in Statistics: Theory & Methods, 2013)
      In this article, we study the SB-robustness of various estimators of the mean direction (μ) and the concentration parameter (ρ) of the wrapped normal distribution. The functional corresponding to the sample mean direction ...

    • SB-robustness of directional mean for circular distributions 

      Laha, Arnab Kumar; Mahesh, K. C. (2011-09-07)
      In this paper we study the robustness of the directional mean (a.k.a. circular mean) for different families of circular distributions. We show that the directional mean is robust in the sense of finite standardized gross ...

    • SB-robustness of estimators in recent advances 

      Laha, Arnab Kumar; Raja, P (Springer, 2016)
      This book offers a collection of recent contributions and emerging ideas in the areas of robust statistics presented at the International Conference on Robust Statistics 2015 (ICORS 2015) held in Kolkata during 12–16 ...