Dr. RAGHU NANDAN SENGUPTA

Department of Industrial and Management Engineering

Journals
  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 (Accepted and forthcoming).