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Santanu Dutta


Designation : Professor
Qualification : M. Sc (University of Delhi), PhD (Tezpur University)
Specialisation : Statistics (Non-parametric)
Date of Joining TU : 16 November, 2001
Google scholar page: https://scholar.google.co.in/citations?hl=en&user=6NYUHacAAAAJ&view_op=list_works&sortby=pubdate



List of Publications:

22. Bose A. and Dutta S. (2021) , Kernel based estimation of the distribution function for length biased data, accepted for publication in Metrika.


21. Dutta S. with Biswas S.(2019) , Comparing Market Risk of Indian Balanced, Small and Mid-Cap and Large-Cap Funds, accepted for publication in Finance India, The Quarterly Journal of Finance, (ISSN-0970-3772/1987), June 2022 issue.


20. Dutta S. with Biswas S.(2018), Nonparametric estimation of 100(1-p)% expected shortfall: p →0 as sample size is increased, Communications in Statistics-Simulation and Computation, Vol. 47 (2), pp. 338-352, https://doi.org/10.1080/03610918.2016.1152370.


19. Dutta S. with Biswas S.(2017), Extreme quantile estimation based on financial time series, Communications in Statistics-Simulation and Computation, Vol. 46(6), pp. 4226-4243, https://doi.org/10.1080/03610918.2015.1112908.


18. Dutta S.(2016), Distribution Function Estimation via Bernstein Polynomial of Random Degree, Metrika, Vol. 79(3), pp. 239-263, https://doi.org/10.1007/s00184-015-0553-9.


17. Dutta S. with Saha K. (2017), Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths, Communications in Statistics-Theory and Methods, Vol. 46(6), pp. 2708-2723, https://doi.org/10.1080/03610926.2015.1048886.


16. Dutta S.(2013), Bandwidth Selection for Kernel based Interval Estimation of a Density" (JDS-1230) accepted for publication by Journal of Data Science.


15. Dutta S. with Biswas S.(2013), Assessing Market Risk of Indian Index Funds. accepted for publication in Global Business Review (GBR). To appear in GBR 16.4 (July-August 2015) issue.


14. Dutta S.(2016), Cross Validation Revisited. Communications in Statistics-Simulation and Computation, Vol. 45 (2), pp. 472-490, https://doi.org/10.1080/03610918.2013.862275


13. Dutta S. with Goswami A.(2013), Pointwise and uniform convergence of kernel density estimators using random bandwidths, Journal of Statistics and Probability Letters,83,2711-2720.


12. Dutta S. with Saha K.(2013), Consistency of multivariate densityestimators using random bandwidths, accepted for publication in Communications in Statistics – Theory and Methods.


11. Dutta S.(2013),Local smoothing for kernel distribution function estimation, Communications in Statistics -Simulation and Computation,43,478-389.


10. Dutta S with Sarkar S. & Dutta P.(2013), A Review of Indian Index Funds, Global Business Review 14(I) 89-98, SAGE publication 2013.


9. Dutta S with A. Bose(2013), "Density estimation using bootstrap bandwidth selector, Statistics and Probability Letters,83,245-256.


8. Dutta S (2012), "Local smoothing using the Bootstrap ",Communications in Statistics: Computation & Simulation. (in press).


7. Dutta S (With Dutta P.) (2011), "The effect of literacy and bank penetration on financial inclusion in India: A statistical Analysis", http://interstat.statjournals.net/YEAR/2011/abstracts/1104003.php.


6. Dutta S (With Dutta P.) (2011), "Ranking MFIs in India using TOPSIS",International Journal of Research in Commerce and Management, Vol No. 1,Issue 3. (August).


5. Dutta S. (2011), "Modeling NIFTY volatility using GARCH", Internaltonal Journal of Research in Computer Application and Management, VOLUME NO. 1 (2011), ISSUE NO. 7 (SEPTEMBER).


4. Dutta S (2011), "A Statistical Analysis of daily NIFTY returns, during 2001-11", INTERNATIONAL JOURNAL OF RESEARCH IN COMMEEERCE IT AND MANAGEMENT, VOLUME NO. 1 (2011), ISSUE NO. 4 (SEPTEMBER).


3. Dutta, S. and Goswami, A. (2010), "Mode estimation for discrete distributions", Mathematical Methods of Statistics, Vol. 4 (2010).


2. Dutta, S. (2010), "Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate, Journal of Statistical Planning and Inference, JSPI-D-10-00472R2.


1. Dutta S. (2004), "Modelling Count data with high proportion of zeros (M.L.E. calculation using Simulated Annealing)", (Online Journal) interstat. statjournals.net Vol April, 2004 pp 15.