L Ramprasath
Associate Professor
Finance, Accounting and Control
Indian Institute of Management Kozhikode
India
Biography
Ph.D. Rutgers University, USA M.Stat. Indian Statistical Institute, Kolkata B.Stat (Hons) Indian Statistical Institute, Kolkata
Research Interest
Finance, Accounting and Control
Publications
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Locally maximin test for the mixture proportion with type-I censoring, (with T.M.Durairajan), Communications in Statistics -Theory and Methods 39(12), pp. 2264-2270. [What is a good test for testing the mixing proportion in a mixture model based on type-I censored data ? Are the tests unbiased ? ]
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Statistical Options: crash resistant financial contracts based on robust estimation, (with Kesar Singh), Statistics and Probability Letters, 77, pp. 196-203. [A rich class of "robust" option contracts unexplored so far]
