- Department of Statistics
University of Pune
Pune 411 007
Maharashtra
India - 912025698752
Ramanathan TV
Savitribai Phule University of Pune, Statistics, Faculty Member
Abstract This paper discusses an approximate score test for testing randomness of environments in a branching process without observing the environments. Using an appropriate martingale central limit theorem the asymptotic null... more
Abstract This paper discusses an approximate score test for testing randomness of environments in a branching process without observing the environments. Using an appropriate martingale central limit theorem the asymptotic null distribution of test statistic ...
Research Interests:
In ridge regression, the estimation of ridge parameter k is an important problem. There are several methods available in the literature to do this job some what efficiently. However, no attempts were made to suggest a confidence interval... more
In ridge regression, the estimation of ridge parameter k is an important problem. There are several methods available in the literature to do this job some what efficiently. However, no attempts were made to suggest a confidence interval for the ridge parameter using the knwoledge from the data. In this article, we propose a data dependent confidence interval for the ridge parameter k. The method of obtaining the confidence interval is illustrated with the help of a data set. A simulation study indicates that the empirical coverage probability of the suggested confidence intervals are quite high.
Research Interests:
Research Interests:
ABSTRACT Gompertzian Stochastic Model has abundant applications in biometry, especially modeling the tumor growths. It is found that this model is very much related to Ornstein-Uhlenbeck Process. In this paper, we have suggested a new... more
ABSTRACT Gompertzian Stochastic Model has abundant applications in biometry, especially modeling the tumor growths. It is found that this model is very much related to Ornstein-Uhlenbeck Process. In this paper, we have suggested a new method of the ...
We propose a class of rank tests for testing the randomness of technology parameters in a stochastic frontier regression model. The asymptotic distribution of the test statistic is derived using the weak convergence results of empirical... more
We propose a class of rank tests for testing the randomness of technology parameters in a stochastic frontier regression model. The asymptotic distribution of the test statistic is derived using the weak convergence results of empirical and rank processes. Since the ...
Research Interests:
The coherent risk measure Expected Shortfall is popularly considered as an alternative to Value-at-Risk. We briefly review all existing parametric and non-parametric methods to estimate Expected Shortfall. The historical method is... more
The coherent risk measure Expected Shortfall is popularly considered as an alternative to Value-at-Risk. We briefly review all existing parametric and non-parametric methods to estimate Expected Shortfall. The historical method is considered as the best method of estimation for the Expected Shortfall, though it has a serious disadvantage of over-estimation in the presence of outliers in the return data. In
Research Interests:
We propose a class of rank tests for testing the randomness of the regression coefficients in a random coefficient autoregressive model. Asymptotic distributions of these tests are obtained via weak convergence results of a randomly... more
We propose a class of rank tests for testing the randomness of the regression coefficients in a random coefficient autoregressive model. Asymptotic distributions of these tests are obtained via weak convergence results of a randomly weighted residual empirical process proved by Koul and Ossiander (1993). The proposed rank tests are found to be asymptotically distribution free under H0. The asymptotic relative efficiency (ARE) (in the Pitman sense) of a rank test with respect to the score test for a Gaussian model is obtained.
Research Interests:
This paper considers the problem of testing for randomness of the technology parameter in a stochastic frontier regression model. A test statistic is proposed and its asymptotic distribution theory is discussed. Simulation results show... more
This paper considers the problem of testing for randomness of the technology parameter in a stochastic frontier regression model. A test statistic is proposed and its asymptotic distribution theory is discussed. Simulation results show that the proposed test maintains its level and also quite powerful against various alternatives. An empirical investigation has been carried out by applying the suggested test
Research Interests:
Abstract For some reliability systems, it is possible to have the system reliability smaller than the reliability obtained using the configuration of the components. This may be due to the inefficiency of the system. By inefficiency, we... more
Abstract For some reliability systems, it is possible to have the system reliability smaller than the reliability obtained using the configuration of the components. This may be due to the inefficiency of the system. By inefficiency, we mean any tendency or attribute that will bring ...
Research Interests:
Research Interests:
Research Interests:
Community mobilisation is an important component of a participatory approach to health and development interventions. However, it is challenging to define, measure and assess community participation and ownership of a programme,... more
Community mobilisation is an important component of a participatory approach to health and development interventions. However, it is challenging to define, measure and assess community participation and ownership of a programme, especially at scale. An iterative cross-sectional survey was designed for implementation across a representative sample of community-based groups, using a weighted index that captured both qualitative and quantitative data in a standardised form. These data were aggregated at the level of individual groups, as well as state-wide or across the whole programme. Community participation in the survey is a primary feature of the methodology and was integral to the process of designing the index and administering the survey. The survey provided programme management and communities with objective tools for monitoring community mobilisation across a large-scale and complex intervention covering 32 districts in India. The implementation of the survey engaged communities in an open discussion of their goals and capabilities and helped them to challenge the power dynamics between themselves and other stakeholders. It is possible to translate the theoretical premises of participatory development into a tool that both measures and fosters meaningful participation. The active participation of community members in the collection and analysis of data on their mobilisation suggests that monitoring of participation can be undertaken to inform a scaled-up programme and can be a useful intervention in its own right.
Research Interests: Human Geography, Health Promotion, Epidemiology, Research Design, Qualitative Research, and 12 moreCapacity Building, Ownership, Community Based Participatory Research, India, Humans, Program Development, Public health systems and services research, Community Networks, Reproducibility of Results, Health surveys, Consumer Participation, and Cross Sectional Studies
We propose a class of nonparametric tests for testing non-stochasticity of the regression parameterβ in the regression modely i =βx i +ɛ i ,i=1, ...,n. We prove that the test statistics are asymptotically normally distributed both underH... more
We propose a class of nonparametric tests for testing non-stochasticity of the regression parameterβ in the regression modely i =βx i +ɛ i ,i=1, ...,n. We prove that the test statistics are asymptotically normally distributed both underH 0 and under contiguous alternatives. The asymptotic relative efficiencies (in the Pitman sense) with respect to the best parametric test have also been computed and they are quite high. Some simulation studies are carried out to illustrate the results.
Research Interests:
We develop the score test for the hypothesis that a parameter of a Markov sequence is constant over time, against the alternatives that it varies over time, ie, θt= θ+ Ut; t= 1, 2,…, where {Ut; t= 1, 2,...} is a sequence of independently... more
We develop the score test for the hypothesis that a parameter of a Markov sequence is constant over time, against the alternatives that it varies over time, ie, θt= θ+ Ut; t= 1, 2,…, where {Ut; t= 1, 2,...} is a sequence of independently and identically distributed random ...
Research Interests:
Research Interests:
This article develops an asymmetric volatility model that takes into consideration the structural breaks in the volatility process. Break points and other parameters of the model are estimated using MCMC and Gibbs sampling techniques.... more
This article develops an asymmetric volatility model that takes into consideration the structural breaks in the volatility process. Break points and other parameters of the model are estimated using MCMC and Gibbs sampling techniques. Models with different number ...
Research Interests:
The problem of prediction is concerned with predicting an unobserved random variable using a data dependent statistic. We extend the Rao-Blackwell theorem of Johansson (Scand. J. Statist.(1990) 17, 135–145) in the prediction context to an... more
The problem of prediction is concerned with predicting an unobserved random variable using a data dependent statistic. We extend the Rao-Blackwell theorem of Johansson (Scand. J. Statist.(1990) 17, 135–145) in the prediction context to an arbitrary convex loss ...
Research Interests:
An attempt is made here to construct and present relative efficiency indices for the services rendered by health districts and specific hospitals in Botswana, using Stochastic Frontier Regression analysis and Data Envelopment Analysis.... more
An attempt is made here to construct and present relative efficiency indices for the services rendered by health districts and specific hospitals in Botswana, using Stochastic Frontier Regression analysis and Data Envelopment Analysis. The analysis indicated that three ...