sahadeb

Name Card

Name: 
Sahadeb Sarkar
Position: 
Professor
Academic Group: 
Operations Management
Phone No.: 
+91-33-2467-8300 extn 170; +91-33-2453-6692 (Home)
Contact Details: 
Operation Management Group, Indian Institute of Management Calcutta, D. H. Road, Joka, Kolkata 700 104, India
Email (@iimcal.ac.in): 
sahadeb

Academics

Academic Background: 
Ph.D.: Department of Statistics, Iowa State University, Ames, Iowa, USA (1986-1990); M. Stat.: Indian Statistical Institute, Calcutta, India (1984-1986); B. Stat. Indian Statistical Institute, Calcutta, India (1981-1984).
Courses Taught: 
Quantitative Applications in Finance, Business Forecasting, Quantitative Applications in Marketing, Managerial Statistics, Decision Making Tools, Statistics for Management, Business Mathematics, Time Series Analysis, Advanced Probability Theory, Advanced Mathematics, Linear Algebra
Awards: 
Received the17th Dewang Mehta Business School Award for “Best Teacher in Operations Management” in November 2009. Received the George W. Snedecor Award in Statistics for the year 1989, for being the most outstanding Ph.D. candidate in statistics, from Statistical Laboratory, Iowa State University, 1989. Elected to Mu Sigma Rho National Statsitical Honor Fraternity, 1988. Nominated for membership in the Iowa State University Chapter of Phi Kappa Phi, 1987. Awarded Premium for Academic Excellence, Iowa State University, 1986. Received Academic Excellence Awards in 8 out of 10 semesters, during B.Stat. and M.Stat. programs at Indian Statistical Institute, Calcutta, India, 1981-1986. Received National Scholarship from the West Bengal Board of Higher Secondary Education, 1981. Received National Scholarship from West Bengal Council of Secondary Education, 1979.

Experience

Consulting Interests: 
Business Forecasting, Financial Data Analytics, Marketing Data Analytics
Work Experience: 
Professor, Operations Management Group, Indian Institute of Management Calcutta (March 1999 - ); Visiting Professor, Department of Mathematics, University of Louisiana at Lafayette, USA (August 2001 - May 2002); Honorary Visiting Scientist in Indian Statistical Institute Calcutta (September 1997 - August 1999); Associate professor, Indian Institute of Management Calcutta (June 1997- March 1999), Operations Management Group; Associate Professor with Tenure, Oklahoma State University, Department of Statistics, USA (July 1995 - July 1999); Assistant Professor, Oklahoma State University, Department of Statistics, USA (August 1990 - June 1995); Research Assistant, Iowa State University, Statistical Laboratory, USA (Aug 1989 - Jul 1990).; ACADEMIC ADMINISTRATION at IIM CALCUTTA: PGP Chairman (Dec 2003 – April 2006); Operations Management Group Coordinator (2003 – 2008, 2002 - 2003 (Acting); Member of PGP Committee (2003- 2008); Member of IPC (2003-2006); Member of FRP Committee (2010 - ; 1997- 1999); Member of Research & Publications sub-Committee (1997-1999); ACADEMIC ADMINISTRATION at OKLAHOMA STATE UNIVERSITY:Services on Statistics Department Committees at Oklahoma State University: Chair, Library Committee (Fall 1991 – Spring 1997); Chair, Seminar Series (Spring 1991); Member, Graduate Students Committee (Fall 1990 – Spring 1997);
Current Projects: 
Intervention analysis of Indian economic and stock market data

Research

Articles/Cases: 
“Linking Diversity and Disparity Measures” with Basu, A. Submitted for publication. “Robustification of the MLE without loss of efficiency”, with Chakraborty, B. and Basu, A. Submitted for publication. “Modeling Regional Electricity Load in India” with Ashok Banerje, WPS-656, May 2010. “Modeling daily volatility of the Indian stock market using intra-day data”, with Ashok Banerjee, Working paper at IIM Calcutta, WPS-588, March 2006. “Long Memory Property of Stock Returns: Evidence from India”, with Ashok Banerjee, Working paper at IIM Calcutta, WPS-589, March 2006. “Managerial effectiveness in negotiating ill-structured decision situations: The role of need for cognition, cognitive complexity and self efficacy”, with Nair, K. U. Manuscripts Under Preparation: "Product portfolio, timing of sale and volume as predictors of price realization in a commodity market: A case study of an Indian pig iron manufacturer", with Mishra, P. "Segmenting small and medium enterprises as buyers in a B2B market: A case study of Indian Foundries", with Mishra, P. “Availability of a Periodically Inspected System Supported by Spare Units and Maintained under an Imperfect Repair Policy” with Biswas, A. and Sarkar, J. Referee/Review Work: Refereed/Reviewed articles for journals including Sankhya, Journal of Forecasting, Communications in Statistics, Statistics and Probability Letters, Journal of Statistical Computation and Simulation, Computational Statistics and Data Analysis, Opsearch, Decision, Applied Stochastic Models in Business and Industry. Papers Presented, Seminars, Conference Session Chair: “Modeling Regional Electricity Load in India” (Coauthor: Prof. Ashok Banerjee), Hawaii International Conference on Business to be held in Honolulu, Hawaii during 22-25 May, 2008. “Long Memory Properties of Stock Returns: Evidence from India” (Co-author: Ashok Banerjee), 18th Annual Australasian Finance and Banking Conference, Sydney, Australia, December, 2005. “On Availability and Limiting Average Availability of a Periodically Inspected System”, VIII Annual International Conference of Society of Operations Management (Co-authors: Biswas, A. & Sarkar, J.), NITIE, Mumbai, December, 2004. “Minimum negative exponential disparity estimation in parametric models”, Department of Mathematics, University of Louisiana at Lafayette, October 2001. “Negative exponential disparity based deviance and goodness-of-fit tests for continuous models: Distributions, efficiency and robustness” (Co-author: Jeong, D.), The Joint Statistical Meetings 2000, Indianapolis, Indiana, August 2000. “Tests for homogeneity of variances using robust weighted likelihood estimates”, Indian Institute of Management Calcutta, 1998. Chaired Session of contributed papers entitled “Repeated measures, time series and econometrics” at the International Conference on Recent Advances in Statistics and probability held at the Indian Statistical Institute at Calcutta during 29 Dec 1997 – 1 Jan 1998. “Negative exponential disparity based family of goodness-of-fit tests for multinomial models”, the Third International Triennial Calcutta Symposium held at Calcutta University during December 26-28, 1997. “Testing for a unit root in ARMA models with missing data”, Indian Statistical Institute, Calcutta, July 1996. “Testing for a unit root in ARMA models with missing data”, Indian Institute of Management Calcutta, July 1996. “Minimum negative exponential disparity estimation in parametric models”, Indian Statistical Institute, Calcutta, June 1996. “Minimum negative exponential disparity estimation in parametric models”, Department of Statistics, Oklahoma State University, March 1996. “Disparity based goodness-of-fit tests for multinomial models”, Department of Statistics, Oklahoma State University, March 1995. “Testing for a unit root in an AR(1) time series using irregularly observed data”, The Joint Statistical Meetings 1993, San Francisco, CA, August 1993. “Testing for a unit root in an AR(1) time series using irregularly observed data”, Center for Statistical Sciences, University of Texas at Austin, TX, April 1993. “A note on nonlinear least squares estimators with different rates of convergence”, The Joint Statistical Meetings 1992, Boston, MA, August 1992. “On nonlinear regression for the autoregressive moving average with non-iid errors” Department of Statistics, Oklahoma State University, November 1991. “Intervention Analysis vs. Excess Returns Methods in Studying Firm Specific Events: Announcements of Quarterly Dividends” with Kim, T., The Joint Statistical Meetings 1991, Atlanta, GA, August 1991. “On nonlinear regression for the autoregressive moving average with non-iid errors” The Joint Statistical Meetings 1991, Atlanta, GA, August 1991. “Nonlinear least squares estimators with differential rates of convergence”, Oklahoma ASA Chapter Meeting, Stillwater, OK, January 1991. “The moving average as a nonlinear problem”, Department of Statistics, Oklahoma State University, October 1990. “Nonlinear least squares estimators with differential rates of convergence”, University of South-Western Louisiana, Lafayette, Louisiana, October 1990. “Nonlinear least squares estimators with differential rates of convergence”, The Joint Statistical Meetings 1990, Anaheim, CA, August 1990. “Nonlinear least squares estimators with differential rates of convergence”, Department of Statistics, Iowa State University, July 1990. “Asymptotic properties of nonlinear least squares estimators with differential rates of convergence”, Oklahoma State University, Stillwater, OK, March 1990. “Asymptotic properties of nonlinear least squares estimators with differential rates of convergence”, University of Nebraska Lincoln, Nebraska, February 1990. “Asymptotic properties of nonlinear least squares estimators with differential rates of convergence”, The Survey Section, Iowa State University, Ames, Iowa, February 1990. “Asymptotic properties of nonlinear least squares estimators with differential rates of convergence”, Cornell University, Ithaca, NY, February 1990.
Books/Book Chapters: 
Statistics: Concepts and Applications, with Nabendu Pal, Eastern Economy Edition, Prentice-Hall India, Second Edition 2007. “Robust inference in parametric models using the family of generalized negative exponential disparities”, with Bhandari, S. and Basu, A, Australian and New Zealand Journal of Statistics, 48(1), 95–114, 2006. Statistics: Concepts and Applications, with Nabendu Pal, Eastern Economy Edition, Prentice-Hall India, First Edition 2005. “Availability of a periodically inspected system maintained under an imperfect repair policy”, Co-authors: Biswas, A. and Sarkar, J., IEEE Transactions on Reliability, 52, 3, September 2003. “Availability of a periodically inspected system supported by a spare unit, under perfect repair or perfect upgrade”, Co-author: Sarkar, J., Statistics and Probability Letters, 53, 207?217, 2001. “Availability of a periodically inspected system under perfect repair”, Co-author: Sarkar, J., Journal of Statistical Planning and Inference, 91, 77-90, 2000. “Negative exponential disparity based deviance and goodness-of-fit tests for continuous models: Distributions, efficiency and robustness”, Co-author: Jeong, D., Journal of Korean Statistical Society, 30: 1, 41?61, 2000. “Negative exponential disparity based robust estimates of ordered means in normal models”, Co-authors: Bhattacharya, B. and Jeong, D., The Korean Communications in Statistics, 7, 371-383, 2000. “Negative exponential disparity family based goodness-of-fit tests for multinomial models”, Co-author: Jeong, D., Journal of Statistical Computation and Simulation, 65, 43-61, 2000. “Minimum negative exponential disparity estimation of mixture proportions”, Co-author: McCann, M., Journal of Statistical Planning and Inference, 87, 2, 187-197, 2000. “Tests for homogeneity of variances using robust weighted likelihood estimates”, Co-authors: Kim, C. and Basu, A., Biometrical Journal, 41, 7, 857-871, 1999. “Penalizing the negative exponential disparity in discrete models”, Coauthors: Song, K. and Jeong, D., The Korean Communications in Statistics, 5, 2, 517-529, 1998. “Testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are unknown”, Co-author: Jeong, D., Journal of Korean Statistical Society, 27, 2, 165-187, 1998. “Testing for a unit root in ARMA models with missing data”, Co-author: Shin, D. W., Journal of Time Series Analysis, 19, 5, 601-608, 1998. “Model specification problems for nonstationary time series”, Co-author: Shin, D. W., Sankhya, Series B, 59, 2, 127-141, 1997. “Robust estimation in the errors-in-variables model via weighted maximum likelihood estimating equations”, Co-author: Basu, A., Test, 6, 1, 187-203, 1997. “Regression with integrated regressors”, Co-author: Shin, D. W., Journal of Statistical Planning and Inference, 64, 325-340, 1997. “Robust tests for equality of two population means under the normal model”, Co-authors: Basu, S. and Basu, A., Communications in Statistics - Simulation and Computation 26, 1, 333-353, 1997. “Minimum negative exponential disparity estimation in parametric models”, Co-authors: Basu, A. and Vidyashankar, A. N., Journal of Statistical Planning and Inference 58, 349-370, 1997. “Unit root tests for time series with outliers”, Co-authors: Shin, D. W. and Lee, J. H., Statistics and Probability Letters, 30, 189-197, 1996. “Testing for a unit root in an AR(1) time series using irregularly observed data”, Co-author: Shin, D. W., Journal of Time Series Analysis, 17(3), 309-321, 1996. “Small sample comparisons for the blended weight chi-square goodness-of-fit test statistics”, Co-authors: Shin, D. W. and Basu, A., Communications in Statistics - Theory and Methods 25(1), 211-226, 1996. “Estimation of the multivariate autoregressive moving average having parameter restrictions and an application to rotational sampling”, Co-author: Shin, D. W., Journal of Time Series Analysis 16, 431-444, 1995. “Comparisons of the blended weight Hellinger distance based goodness-of-fit test statistics”, Co-authors: Shin, D. W. and Basu, A., SANKHYA, Series B, No 3, 365-376, with Shin, 1995. “On disparity based robust tests for two discrete populations”, Co-author: Basu, A., SANKHYA, Series B, No. 3, 353-364, 1995. “Estimation for stationary AR(1) models with nonconsecutively observed samples”, Co-author: Shin, D. W., SANKHYA, Series A, Vol. 57, No. 2, 287-298,1995. “The trade-off between robustness and efficiency and the effect of model smoothing in minimum disparity inference”, Co-author: Basu, A., Journal of Statistical Computation and Simulation 50, 173-185, 1994. “Parameter estimation in regression models with autocorrelated errors using irregular data”, Co-author: Shin, D. W., Communications in Statistics - Theory and Methods 23, No. 12, 3567-3580, 1994. “Minimum disparity estimation in the errors-in-variables model”, Co-author: Basu, A., Statistics and Probability Letters 20, 69-73, 1994. “Testing for a Unit Root in an ARIMA(p,1,0) Signal Observed with MA(q) Noise”, Co-author: Shin, D. W., Communications in Statistics - Theory and Methods 23, No. 9, 2643-2670, 1994. “Unit root test for ARIMA(0,1,q) models with irregularly observed samples”, Co-author: Shin, D. W., Statistics & Probability Letters 19, 189-194, 1994. “Likelihood ratio type unit root tests for AR(1) models with nonconsecutive observations”, Co-author: Shin, D. W., Communications in Statistics - Theory and Methods 23, No. 5, 1387-1397, 1994. “On disparity based goodness-of-fit tests for multinomial models”, Co-author: Basu, A., Statistics and Probability Letters 19, 307-312, 1994. “A Note on Testing for a Unit Root in an ARIMA(p,1,0) Signal Observed with MA(q) Noise”, Co-author: Shin, D. W., Statistics and Probability Letters 18, 195- 302, 1993. “A Note on Nonlinear Regression for the Autoregressive Moving Average with Non-iid Errors”, Co-author: Shin, D. W., Communications in Statistics - Theory and Methods 22 No. 9, 2445-2461, 1993. “Testing for a unit root in an AR(1) time series using irregularly observed data”, Co-author: Shin, D. W., 1993 Proceedings of the Business and Economic Statistics Section, ASA, 278-283, 1993. “A Note on Nonlinear Least Squares Estimators with Different Rates of Convergence”, 1992 Proceedings of the Business and Economic Statistics Section, ASA, 316-321, 1992. “Intervention Analysis vs. Excess Returns Methods in Studying Firm Specific Events: Announcements of Quarterly Dividends”, Co-author: Kim, T., 1991 Proceedings of the Business and Economic Statistics Section, ASA, 99-104, 1991. “On Nonlinear Regression for the Autoregressive Moving Average with Non-iid Errors”, 1991 Proceedings of the Business and Economic Statistics Section, ASA, 179-184, 1991. “Nonlinear Least Squares Estimators with Differential Rates of Convergence”, Co-author: Fuller, W. A., 1990 Proceedings of the Business and Economic Statistics Section, ASA, 126-131, 1990.
Research Interests: 
Business Forecasting, Financial Market Models, Marketing Research, Business Analytics, Robust inference