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  Prof. Arnab Laha

Indian Institute of Management, Ahmedabad

AffiliationResearchPublications

Publications

  1. Laha, A. K. and Mahesh, K. C. (2010): SB-robustness of directional mean for circular distributions (to appear in Journal of Statistical Planning and Inference)
  2. Laha, A. K. and Mahesh, K. C. (2010): SB-robust estimator for the concentration parameter of the circular normal distribution (to appear in the journal Statistical Papers)
  3. Laha, A. K. and Dongaonkar, S. (2009): Bayesian Analysis of Rank Data using SIR. In Advances in Multivariate Statistical Methods. Sengupta, A. (Ed.). World Scientific Publishers
  4. Laha, A. K. and Kohli, S. (2009): Valuation of Apparent Temperature Based Weather Derivatives. In Forecasting Financial Markets in India. Pradhan, R. P. (Ed.), Allied Publishers, pp. 195-201.
  5. Sengupta, A. and Laha, A. K. (2008): A Bayesian analysis of the change-point problem for directional data, Journal of Applied Statistics, vol. 35, issue 6, pp. 693-700
  6. Sengupta, A. and Laha, A. K. (2008): A Likelihood Integrated Method for Exploratory Graphical Analysis of Change Point Problem with Directional Data, Communications in statistics. Theory and methods, vol. 37, No.11-12, pp. 1783-1791
  7. "Portfolio Allocation with Heavy Tailed Returns" (with Divyajyoti Bhoumick and Bharathy Subramaniam) (2007) appeared in the journal Applied Financial Economics Letters, vol 4, issue 3, 237-242.
  8. "Artificial Neural Network Models for Forecasting Stock Price Index in Bombay Stock Exchange" (with Neeraj Mohan, Pankaj Jha and Goutam Dutta)(2006) appeared in Journal of Emerging Market Finance, vol5, no. 3, 283-295.
  9. "A proof of the Divergence of the Harmonic Series using Probability Theory" (2006) appeared in the International Journal of Mathematical Education in Science and Technology, vol 37, no.4, 502-03, Taylor & Francis, London.
  10. “Process Capability Indices for Angular Data” (2003) appeared in the journal Statistical Methods, 5(2), 31-40.
  11. "Slippage problem for the mean direction of the circular normal distribution" (with A. SenGupta) (2001) appeared in the journal Australian & New Zealand Journal of Statistics, 43(4), 461-471.
  12. "Control charts for angular observations" (2002) appeared in the book Statistical Methods for Quality Improvement edited by A.B. Aich, A. Chatterjee and A. K. Chattopadhyay.
  13. "Quality in Engineering and Management Libraries - A comparative study" (2002) (with N. Ghosh, C. Pal and D. Banerjee) - appeared in the book Business Librarianship and Information Services edited by R. L. Roshan and I.V. Malhan.
  14. "Change point problems with angular data" (1997)- published in the proceedings of the 3rd Winter School on Directional Data (edited by A. SenGupta) organised jointly by Indian Statistical Institute and Osmania University
  15. "Slippage and Change Point Problems with Directional Data" (2001), Ph.D. Thesis, Indian Statistical Institute.

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