Ashis Gangopadhyay
Ashis Gangopadhyay |
| Education | Ph.D. in Statistics, University of California at Davis, 1987 |
| Research | Nonparametric and Semiparametric Models, Bayesian Markov Chain Monte Carlo Techniques, Financial Time Series Modeling |
Teaching (Fall 2010) |
Estimation Theory (TR 12:30-2) |
| Past Ph.D. Students | Charles Jones (1994), Robert DiSario (1995), Kin Cheung (2000), Wei-wu Gau (2003), Ya-Jung Chen (2003), Mei-Fung Kao (2006), Jianing Di (2007), Mei Yang (2010) |
| Current Ph.D. Students | Nikolay Nikolaev, Xiaopeng Miao |
| Office Hours | Fall 2010: TR 2-3 PM, or email for an appointment. |
| Awards | Recipient of Boston University College of Arts and Sciences Neu Family Award for excellence in teaching (2005). |
| Research: Recent Publications | Gau, G., Gangopadhyay, A and Han, W (2008) Interval estimation of the credibility factor. Variance. page 71-84. Gangopadhyay, A. and Gau, G. (2007). Bayesian nonparametric approach to credibility modeling. Annals of Actuarial Science. page 91-114 . Gangopadhyay, A. and Gau, G. (2004) Interval Estimation of Credibility Factor Using Markov Chain Monte Carlo. Proceedings of the applied actuarial research conference 2003. Gangopadhyay, A. and Gau, G. (2003) Credibility Modeling via Spline Nonparametric Regression. Casualty Actuarial Society Forum, page 215-252. Gangopadhyay, A. K., Cheung, K. (2002). A Bayesian approach to the kernel density estimation. Journal of Nonparametric Statistics, 14, page 655-664. Denison, D. G. T., Mallick, B. K. and Gangopadhyay, A. K. (2002). A Bayesian Curve Fitting Approach to Power Spectrum Estimation. Journal of Nonparametrics, 14, page 141-153. Gangopadhyay, A. K. and DiSario, R. (2001). Estimation of sperctral components of a linear time series model. journal of Statistical Research, 35, page 79-80. |
| Journal Editorship | Consulting editor of the Journal of Education for Business. |
| Class Links (Password Protected) |
MA214 , MA214, MA585 |
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