Raghu Nandan Sengupta

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While estimating in a practical situation, asymmetric loss functions are preferred over squared error loss functions, as the former is more appropriate than the latter in many estimation problems. We consider here the problem of fixed precision point estimation of a linear parametric function in beta for the multiple linear regression model using asymmetric(More)
Recently we have seen financial markets have been increasingly exposed to both exogenous and endogenous shocks. Hence one of the most exciting work has been predicting these financial shocks and estimating the „Srisk exposure„S faced due to these instabilities. Rather than forecast the exact time for the financial volatility, stress is laid more on the(More)
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