Rituparna Sen

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All published works

Action	Title	Year	Authors
+ PDF Chat	Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data	2024	Suparna Biswas Rituparna Sen
+	Kernel-based estimation of spectral risk measures	2024	Suparna Biswas Rituparna Sen
+ PDF Chat	Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data	2024	Suparna Biswas Rituparna Sen
+ PDF Chat	Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix	2024	Rituparna Sen Arnab Chakrabarti
+ PDF Chat	Study of Stylized Facts in Stock Market Data	2024	Rituparna Sen Vaibhav Sherkar
+ PDF Chat	Nonparametric Estimation of Range Value at Risk	2023	Suparna Biswas Rituparna Sen
+	Monte Carlo Methods	2023	Rituparna Sen Sourish Das
+	Numerical Methods for PDE	2023	Rituparna Sen Sourish Das
+	Preliminaries	2023	Rituparna Sen Sourish Das
+	Study of Stylized Facts in Stock Market Data	2023	Vaibhav Sherkar Rituparna Sen
+ PDF Chat	Bayesian Testing of Granger Causality in Functional Time Series	2022	Rituparna Sen Anandamayee Majumdar Shubhangi Sikaria
+ PDF Chat	Copula Estimation for Nonsynchronous Financial Data	2022	Arnab Chakrabarti Rituparna Sen
+	Nonparametric Estimation of Range Value at Risk	2022	Suparna Biswas Rituparna Sen
+	Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix	2022	Arnab Chakrabarti Rituparna Sen
+ PDF Chat	Bayesian Filtering for Multi-period Mean–Variance Portfolio Selection	2021	Shubhangi Sikaria Rituparna Sen N. S. Upadhye
+	Bayesian Testing Of Granger Causality In Functional Time Series	2021	Rituparna Sen Anandamayee Majumdar Shubhangi Sikaria
+ PDF Chat	Sparse Portfolio Selection via Bayesian Multiple Testing	2020	Sourish Das Rituparna Sen
+	Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection	2019	Shubhangi Sikaria Rituparna Sen N. S. Upadhye
+	Copula estimation for nonsynchronous financial data	2019	Arnab Chakrabarti Rituparna Sen
+ PDF Chat	Stylized Facts of the Indian Stock Market	2019	Rituparna Sen Manavathi Subramaniam
+ PDF Chat	Jackknife empirical likelihood-based inference for S-Gini indices	2019	N. Sreelakshmi Sudheesh K. Kattumannil Rituparna Sen
+	Stylized facts of the Indian Stock Market	2019	Rituparna Sen S Manavthi
+	Kernel Based Estimation of Spectral Risk Measures	2019	Suparna Biswas Rituparna Sen
+	Copula estimation for nonsynchronous financial data	2019	Arnab Chakrabarti Rituparna Sen
+ PDF Chat	Some Statistical Problems with High Dimensional Financial data	2019	Arnab Chakrabarti Rituparna Sen
+	Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection	2019	Shubhangi Sikaria Rituparna Sen N. S. Upadhye
+ PDF Chat	Fractional Brownian markets with time-varying volatility and high-frequency data	2018	Ananya Lahiri Rituparna Sen
+	Some Statistical Problems with High Dimensional Financial data	2018	Arnab Chakrabarti Rituparna Sen
+	Bayesian Portfolio Selection	2017	Sourish Das Rituparna Sen
+	Sparse Portfolio selection via Bayesian Multiple testing	2017	Sourish Das Rituparna Sen
+	Jackknife Empirical Likelihood-based inference for S-Gini indices	2017	N. Sreelakshmi Sudheesh K. Kattumannil Rituparna Sen
+	Fractional Brownian markets with time-varying volatility and high-frequency data	2017	Ananya Lahiri Rituparna Sen
+	Sparse Portfolio selection via Bayesian Multiple testing	2017	Sourish Das Rituparna Sen
+ PDF Chat	High Dimensionality Effects on the Efficient Frontier: A Tri-Nation Study	2016	Rituparna Sen Pulkit Gupta Debanjana Dey

Common Coauthors

Coauthor	Papers Together
Arnab Chakrabarti	7
Sourish Das	7
Suparna Biswas	6
Shubhangi Sikaria	5
N. S. Upadhye	3
Anandamayee Majumdar	2
Sudheesh K. Kattumannil	2
N. Sreelakshmi	2
Ananya Lahiri	2
Vaibhav Sherkar	2
Pulkit Gupta	1
Debanjana Dey	1
S Manavthi	1
Manavathi Subramaniam	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	4
+ PDF Chat	High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation	2010	Noureddine El Karoui	4
+ PDF Chat	Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection	2012	Jianqing Fan Yingying Li Ke Yu	4
+ PDF Chat	On covariance estimation of non-synchronously observed diffusion processes	2005	Takaki Hayashi Nakahiro Yoshida	3
+	Prior distributions for variance parameters in hierarchical models (comment on article by Browne and Draper)	2006	Andrew Gelman	3
+	BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM	2019	Carmine De Franco Johann Nicolle Huyên Pham	3
+	On the Empirical Bayes approach to the problem of multiple testing	2007	Małgorzata Bogdan Jayanta K. Ghosh Aleksandra Ochman Surya T. Tokdar	3
+ PDF Chat	A Fourier transform method for nonparametric estimation of multivariate volatility	2009	Paul Malliavin Maria Elvira Mancino	3
+ PDF Chat	Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses	1989	Quang Vuong	3
+ PDF Chat	A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns	2014	Stefano Peluso Fulvio Corsi Antonietta Mira	3
+ PDF Chat	A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics	2020	Giuseppe Buccheri Giacomo Bormetti Fulvio Corsi Fabrizio Lillo	3
+	Correlation and Dependence in Risk Management: Properties and Pitfalls	2002	Paul Embrechts Alexander J. McNeil Daniel Straumann	3
+ PDF Chat	Bayesian Emulation for Multi-Step Optimization in Decision Problems	2018	Kaoru Irie Mike West	3
+ PDF Chat	Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty	2019	Alexis Bismuth Olivier Guéant Jiang Pu	3
+	Empirical bayes methods and false discovery rates for microarrays	2002	Bradley Efron Robert Tibshirani	3
+ PDF Chat	Asymptotic Bayes-optimality under sparsity of some multiple testing procedures	2011	Małgorzata Bogdan Arijit Chakrabarti Florian Frommlet Jayanta Kumar Ghosh	3
+ PDF Chat	Regularizing Portfolio Risk Analysis: A Bayesian Approach	2016	Sourish Das Aritra Halder Dipak K. Dey	3
+	Uncertainty Quantification for the Horseshoe (with Discussion)	2017	Stéphanie van der Pas Botond Szabó Aad van der Vaart	3
+	The horseshoe estimator for sparse signals	2010	Carla M. Carvalho Nick Polson James G. Scott	3
+ PDF Chat	Asymptotic Properties of Bayes Risk for the Horseshoe Prior	2013	Jyotishka Datta Jayanta K. Ghosh	3
+ PDF Chat	Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study	2017	Hongxiao Zhu Jeffrey S. Morris Fengrong Wei Dennis D. Cox	2
+	The role of the isotonizing algorithm in Stein’s covariance matrix estimator	2016	Brett Naul Bala Rajaratnam Dario Vincenzi	2
+	Bootstrap-calibrated empirical likelihood confidence intervals for the difference between two Gini indexes	2017	Xiaofeng Lv Gupeng Zhang Xinkuo Xu Qinghai Li	2
+ PDF Chat	Adaptive Thresholding for Sparse Covariance Matrix Estimation	2011	Tommaso Cai Weidong Liu	2
+ PDF Chat	Dimensionality Reduction for Supervised Learning With Reproducing Kernel Hilbert Spaces	2003	Kenji Fukumizu Francis R. Bach Michael I. Jordan	2
+ PDF Chat	Empirical likelihood confidence intervals for the Gini measure of income inequality	2010	Yongsong Qin J. N. K. Rao Changbao Wu	2
+ PDF Chat	Functions of Order Statistics	1972	Galen R. Shorack	2
+ PDF Chat	Multiple Testing and Error Control in Gaussian Graphical Model Selection	2007	Mathias Drton Michael D. Perlman	2
+ PDF Chat	Statistical Inference for Fractional Diffusion Processes	2010	Б. Л. С. Пракаса Рао	2
+ PDF Chat	Functional Autoregression for Sparsely Sampled Data	2017	Daniel R. Kowal David S. Matteson David Ruppert	2
+	Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling	1990	Alan E. Gelfand Susan E. Hills Amy Racine-Poon A. F. M. Smith	2
+ PDF Chat	On the Prediction of Stationary Functional Time Series	2014	Alexander Aue Diogo Dubart Norinho Siegfried Hörmann	2
+ PDF Chat	Exact confidence intervals for the Hurst parameter of a fractional Brownian motion	2009	Jean-Christophe Breton Ivan Nourdin Giovanni Peccati	2
+	Jackknife empirical likelihood for comparing two Gini indices	2016	Dongliang Wang Yichuan Zhao	2
+	Empirical likelihood ratio confidence intervals for a single functional	1988	Art B. Owen	2
+ PDF Chat	A Modified Principal Component Technique Based on the LASSO	2003	Ian T. Jolliffe Nickolay T. Trendafilov Mudassir Uddin	2
+	Bandwidth selection for kernel distribution function estimation	1995	Naomi Altman Christian Léger	2
+ PDF Chat	Empirical Likelihood Ratio Confidence Regions	1990	Art B. Owen	2
+ PDF Chat	Shrinkage estimation of high dimensional covariance matrices	2009	Yilun Chen Ami Wiesel Alfred O. Hero	2
+	On an Extension of the Gini Inequality Index	1983	Shlomo Yitzhaki	2
+	EMPIRICAL LIKELIHOOD METHODS FOR THE GINI INDEX	2011	Liang Peng	2
+	Positive definite estimators of large covariance matrices	2012	Adam J. Rothman	2
+	Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing	1995	Yoav Benjamini Yosef Hochberg	2
+ PDF Chat	Jackknife empirical likelihood confidence interval for the Gini index	2015	Dongliang Wang Yichuan Zhao Dirk W. Gilmore	2
+	Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix	2010	Thomas J. Fisher Xiaoqian Sun	2
+	Parameter identification for the discretely observed geometric fractional Brownian motion	2013	Weilin Xiao Weiguo Zhang Xili Zhang	2
+ PDF Chat	Geometric Representation of High Dimension, Low Sample Size Data	2005	Peter A. Hall J. S. Marron Amnon Neeman	2
+ PDF Chat	Empirical Bayes Estimation of the Multivariate Normal Covariance Matrix	1980	L. R. Haff	2
+ PDF Chat	Sparse Multivariate Regression With Covariance Estimation	2010	Adam Rothman Elizaveta Levina Ji Zhu	2
+ PDF Chat	Consistency and Unbiasedness of Certain Nonparametric Tests	1951	E. L. Lehmann	2