AC

Anoop Chaturvedi

University of Wollongong, University of Allahabad

ORCID iD 0000-0002-7322-3331
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About

Prof Anoop Chaturvedi did his PhD from the Department of Statistics, Lucknow University under the supervision of an eminent econometrician Prof Viren K Srivastava. Since 1981, he worked at the University of Allahabad holding various positions till his superannuation in June 2019. He was actively involved in various administrative and academic activities, organized several conferences and workshops in the Department of Statistics, and produced twenty-one D.Phil.
His research interests include regression analysis, time series modeling, and econometrics. He has worked in diversified fields including Bayesian unit root testing, developing improved estimation procedures for linear models, Bayesian and classical analysis of various econometric models including panel data models, seemingly unrelated regression models, dynamic and spatial models, Bioinformatics, Bayesian reliability analysis, and quality control. He initiated developing improved estimation and forecasting procedures for linear models with non-spherical disturbances. His paper published in Sankhyā (1990) is the first one in the area of Stein rule estimators for the models with non-spherical disturbances and is a well-referred paper. He further extended this work and developed improved forecasts and confidence ellipsoids. He investigated the finite sample properties of ordinary ridge regression estimators and generalized ridge regression estimators. He not only worked on classical inference procedures but also made major contributions to developing Bayesian and robust Bayesian procedures for linear models, panel data models, and seemingly unrelated regression models. He initiated the robust Bayesian analysis of linear models and recently extended this work to developing robust Bayes procedures for panel data models. He also handled the problem of measurement error in seemingly unrelated regression models from a Bayesian perspective. His contributions to time series include developing Bayesian unit root tests for the non-normal time series models and models involving various kinds of structural breaks.
Prof Chaturvedi investigated various lifetime models under the Bayesian and robust Bayesian framework. His recent research interest also includes developing control charts for autocorrelated data observed on two-dimensional grids. He also worked on some Bioinformatics problems and applied data mining and machine learning tools for the classification of motifs and analyzing SSR markers. He published more than 100 research papers in various international journals, and two edited books published by Marcel Dekker and Brown Walker.
His work is cited in various books and research papers. His first paper on developing non-negative estimators for the variances of random coefficients regression model was referred in the famous book The Theory and Practice of Econometrics, Judge et al. (1985). His work on developing improved estimators, confidence ellipsoids, and forecasts in linear models with non-spherical disturbances has been referred in the books Linear Models and Generalizations, Least Squares, and Alternatives, Rao et al. and Finite Sample Econometrics by Ullah.
Prof Chaturvedi visited several universities abroad under teaching/ research assignments and delivered invited lectures. He visited the University of Wollongong, Australia; City University of Hong Kong, HK; CentER, Tilburg University, Netherlands; and Chinese Academy of Sciences, Beijing; as a visiting professorial fellow, visiting research fellow, and visiting lecturer. He delivered invited lectures at various universities/ institutes in Australia, HK, China, Netherlands, etc. He did collaborative research with several eminent econometricians and statisticians. Some of his collaborators are Badi Baltagi, Georges Bresson, Alan TK Wan, Aman Ullah, Hikaru Hasegawa, and Tran Van Hoa.
After his superannuation, he has given several online recorded video lectures on different topics on the Govt. of India’s SWAYAM platform, which is now helping students across the globe.

Employment

  • University of Wollongong Visiting Lecturer
    1995 - 1995
  • University of Allahabad Professor
    1981 - 2019

Education

Education history is unavailable.

Projects & Funding

Projects & funding information is unavailable.

Publications (64)