Kesar Singh

Individual Faculty
Information

Kesar Singh

Address:
Department of Statistics
567 Hill Center, Busch Campus
Rutgers University
Piscataway NJ 08854
Telephone: (732) 445-2698
Fax: (732) 445-3428
E-mail: kesar@stat.rutgers.edu
Degrees:
Ph.D. (1979), Indian Statistical Institute. Thesis title: On asymptotic theory of quantiles and L-statistics.
M.Stat. (1975), Indian Statistical Institute
B.Sc. (1973), Allahabad University
Professional Honor:
Elected Fellow of Institute of Mathematical Statistics, 1987
Elected Member of International Statistical Institute, 2006
Professional Experience:
Professor: Department of Statistics, Rutgers University, 1988 - present
Graduate Director: Department of Statistics, Rutgers University, Spring 1995 - Spring 2000
Co-Editor: Sankhya, 1995-
Associate Professor: Department of Statistics, Rutgers University, 1983-1988;
Assistant Professor: Department of Statistics, Rutgers University, 1980-1983;
Post Doctoral: Stanford University, 1979-1980, Indian Statistical Institute, 1978-1979.
Grants and Awards:
NSF Grants: MCS81-02341 (1981-1983), MCS83-01082 (1983-1985), DMS85-02945 (1985-1988), DMS88-02558 (1988-1990), DMS90-04658 (1990-1993), DMS92-24839 (1993-1996), DMS96-24940 (1996-1999), DMS05-05552 (2005-2008).
Ford Foundation Grant 760-0617, 1979-1980
Conference Participation (recent years):
Discussant and Copresenter in ICSA Conference 2008.
Invited speaker, 13th Asia Pacific Conference on Economic and Finance. Rutgers University, June 2005.
Invited speaker, Joint Statistical Meetings. Toronto, Canada, 2004.
Invited speaker, AMS Regional Meeting. Birmingham, NY, Fall 2003.
Invited speaker, Seventh Purdue International Conference in Statistics, 2003.
Invited speaker, DIMACS Meeting on Data-Depth. Rutgers University, May 2003.
Invited speaker, IISA (International Indian Statistical Association Conference). Dekalb, IL, 2002.
Invited discussant, Twelth Annual Conference on Financial Economics and Accounting. Rutgers University, September 2001.
Invited speaker, Statistics in 21st Century -- An international conference on applied statistics. University of Maine, June 2000.
Special invited opening lecture. International conference on applied statistics. Ryder University, May 1999.
Invited speaker, Bernoulli Society conference. Indian Statistical Institute, Calcutta, December 1997.
Invited speaker, First NIU (Northern Illinois University) conference on statistical sciences, October 1997.
Special invited opening lecture, Statistics Day. George Washington University, March 1997.
Invited speaker, First applied statistics conference. Ryder University, April 1995.
Invited speaker, Minerva Foundation -- Statistics Symposium. Princeton University, June 1994.
Invited speaker and panel discussant, Bootstrap Day. Organized by C.R. Rao, Pennsylvania State University, November 1993.
Professional Activities:
Organized a session for the Conference "Future of Statistics"; held in Hyderabad, India, 2005. (Conference organized by C.R. Rao)
Co-organized the session Confidence Distributions, Bootstrap and Bayes. Joint Statistical Meetings, Toronto, Canada, 2004.
Organized an international conference on bootstrap titled Rutgers Bootstrap Conference, Rutgers, May 14-16, 1998. Sponsored by NSF.
Organized a session on resampling for the conference in celebration of the 80th birthday of Professor C.R. Rao. Held at ISI, Calcutta, December 2000.
Special invited lecture series at the Indian Statistical Institute, Calcutta, March 1992.
Organized a session on bootstrap for the IMS meeting at Stony Brook, June 1985.
Served as an official observer on behalf of NSF at a regional conference on higher order asymptotics at the University of Oregon.
Colloquium Speaker:
Invited seminars at various institutions including Stanford Univ., Univ. Michigan, Purdue Univ., Bell Labs, Temple Univ., Bellcore, Rutgers, Bellcore Statistics & Econometrics Group, Columbia Univ.
Areas of Research Interest:
Asymptotic comparison of tests and estimates, large deviations, Edgeworth expansions, dependent processes, higher order asymptotics, non-uniform CLT bounds, resampling theory, depth functions in multivariate analysis, ranking on sphere, semiparametric inference, mathematical finance.
Research Papers:
1. On relative efficiencies of L-estimators, Sankhya B, 1977, 39, Part I, 26-35.
2. On deviations between empirical and quantile processes for mixing random variables (with G. J. Babu). J. Multivariate Anal., 8, 532-549.
3. Probabilities of moderate deviations for some stationary strong mixing processes (with G. J. Babu). Sankhya A, 1978, 40, Part I, 38-43.
4. On probabilities of moderate deviations for dependent processes (with G. J. Babu). Sankhya A, 1978, 40, Part I, 28-37.
5. On rates of convergence to normality for o-mixing processes (with M. Ghosh and G. J. Babu). Sankhya A, 1978, 40, 278-293.
6. Representation of quantile processes with non-uniform bounds. Sankhya A, 1979, 41, 271-277.
7. A note on quantile processes of finite populations. Australian J. Statist., 1980, 22, 358-363.
8. A note on quantile representation for mixing random variables. Sankhya A, 1980, 42, 116-119.
9. Large deviation probabilities for some dependent processes. J. Multivariate Anal., 1981, 11, 354-367.
10. On asymptotic representation and approximation to normality of L-statistics, I. Sankhya A, 1981, 43, 67-83.
11. On asymptotic accuracy of Efron's bootstrap. Ann. Statist., 1981, 9, 1187-1195.
12. Second order asymptotic and non-asymptotic optimalities of combined tests (with A. Cohen and J. Marden). J. Statist. Res. Plan, 1982, 6, 253-276.
13. On r-quick convergence of quantities and related processes (with G. J. Babu). J. Multivariate Anal., 1982, 12, 508-525.
14. Inference on means using the bootstrap (with G. J. Babu). Ann. Statist., 1983, 11, 999-1003.
15. On asymptotic representation and approximation to normality of L-statistics, II. Sankhya A, 45, 1983.
16. On one term Edgeworth correction using Efron's bootstrap (with G. J. Babu). Sankhya A, 46, 1984, 219-232.
17. Asymptotic representations related to jackknifing and bootstrapping on L-statistics (with G. J. Babu). Sankhya A, 46, 1984, 195-206.
18. Asymptotic comparison of tests--a review. Handbook in Statistics 4 (Edited by P. R. Krishnaiah and P. K. Sen).
19. A note on bootstrapping the sample median (with M. Ghosh, W. Parr and G. J. Babu). Ann. Statist., 12, 1984, 1130-35.
20. Edgeworth expansions for sampling without replacement from finite populations (with G. J. Babu). J. Multivariate Anal., 17, 1985, 261-278.
21. Edgeworth corrected pivotal statistics and the bootstrap (with L. Abramovitch). Ann. Statist., 13, 1985, No. 1, 116-132.
22. The product-limit estimator and the bootstrap -- some asymptotic representations (with Shaw-Hwa Lo). Prob. Th. Rel. Fields, 71, 1985, 455-465.
23. Estimating a quantile of a symmetric population (with A. Cohen and Shaw-Hwa Lo). Ann. Statist., 13, 1985, No. 3, 1114-1128.
24. On a partial correction by the bootstrap (with R. Liu). Ann. Statist., 15, 1987, 1713-18.
25. Large deviation probabilities for non-central t-statistics. Sankhya A, 51, 1989, 115-120.
26. On a representation related to the bootstrap (with R. Liu and S.-H. Lo). Sankhya A, 51, 1989 (2), 168-177.
27. Edgeworth expansions in mixture situations (with G. J. Babu). Ann. Statist., 17, 1989, 443-447.
28. A note on Edgeworth expansion in the lattice case (with G. J. Babu). J. Multivariate Anal., 30, 1989, 27-33.
29. On asymptotic optimality of bootstrap estimates (with G. J. Babu). Scand. J. Statist., 17, 1990, 1-10.
30. On the validity of jackknife procedure (with R. Liu). Scand. J. Statist., 17, 1990, 11-22.
31. On the ordering of directional data: Concepts of data depths on circles and spheres (with R. Liu). Ann. Statist., 20, 1992, 1468-1484.
32. Moving block jackknife and bootstrap capture weak dependence (with R. Liu). In Exploring the Limits of Bootstrap, Billard and LePage, eds., Wiley, New York, 1992.
33. Efficiency and robustness in resampling (with R. Liu). Ann. Statist., 20, 1992, 370-382.
34. A quality index based on data depth and multivariate rank tests (with R. Liu). JASA, 88, 1993, No. 421, 252-260.
35. Paradoxes in robustness. In A R. R. Bahadur Festschrift, pp.531-537, Wiley Eastern Ltd., 1993.
36. A concept of type-2 p-values (with R. Berk). Statistica Sinica, 4, 1994, 493-504.
37. An odd property of sample median (with J. Cabrera and G. Maguluri). Probability and Letters, 19, 1994, 349-354.
38. Interpreting i.i.d. inferences under some non-i.i.d. models (with R. Liu). JSPI, 43, 1995, 67-75.
39. Notions of limiting p-values based on data depth and bootstrap (with R. Liu). JASA, 92, 1997, 266-277.
40. Balanced confidence sets based on data depth and the bootstrap (with A. Yeh). JRSS (B), 59, 1997 (3), 639-652.
41. Indices of empirical robustness (with J. Cabrera and G. Maguluri). Letters in Statistics and Probability, 33 (1), 1997, 49-62.
42. On the fundamentals of data robustness (with G. Maguluri). Chapter 19 in Handbook in Statistics 15, ``Robust Inference'', Edited by C. R. Rao and G. S. Maddala, pp.537-550, 1997.
43. Sharpening estimators using resampling (with Y. Kim). JSPI. 66, 121-146.
44. Breakdown theory for bootstrap quantiles. Ann. Stat. 26, 1998, 1719-1732.
45. Multivariate analysis by data depth: Descriptive statistics, graphics and inference (with R. Liu and J. Parelius). Ann. Stat. 27, 1999, 783-858. Special Invited Paper with discussions.
46. A formula for the tail probability of a multivariate normal distribution and its applications (with J. Husler and R. Liu). J. Multivar. Anal. 82, 2002, 422-430.
47. Edgeworth expansions for compound Poisson processes and bootstrap (with G.J. Babu and Yaning Yang). Ann. Inst. Statist. Math. 55 (1), 2003, 83-94.
48. Bootlier plot-Bootstrap based outlier detection plot (with Minge Xie). Sankhya A 65 (3), 2003, 532-559.
49. Linear fitting by simplicial intercept depth (SID), reflection invariance and robustness (with R. Liu and J. Teng). Statistica Sinica 14 (2), 2004, 431-448.
50. DDMA-charts: Nonparametric multivariate moving average control charts based on data-depth (with R. Liu and J. Teng). Allgemeines Statistisches Archiv 88-2, 2004, 235-258.
51. Combining information through confidence distributions (with M. Xie and W.E. Strawderman). Ann. Stat. 33 (1), 2005, 159-183.
52. Rank tests for comparing multivariate scale using data-depth: Testing for expansion or contraction (with R. Liu). DIMACS Series in Discrete Mathematics and Theoretical Computer Science 72 (2006), 17-35.
53. Statistical options: Crash resistant financial contracts based on robust estimation (with L. Ramprasath). Statistics and Probability Letters 77 (2007), 196-203.
54. Confidence distributions: Distribution estimator of a parameter (with M. Xie and W.E. Strawderman). Complex Data Set and Inverse Problems. IMS Monograph Series 54 (2007), 132-150.
55. Quantile scale curve (with D. Tyler and J. Zhang). To appear in Journal of Comp. and Graphical Statistics, 18, (1), 2009, 92-105.
56. Confidence intervals for population ranks in presence of ties or near ties (with M. Xie and C.H. Zhang). To appear in JASA 104, (486), 2009, 775-787.
57. Bootstrap - A Statistical Method (with M. Xie). To appear in International Encyclopedia for Education
58. Stock prices have just a few days of memory -- a simple graphical analysis (with S. Goteti). [Submitted.]
Ph.D. Theses Supervised:
K. Lee (with A. Cohen). Graduated, Spring 1992. Topic: Pseudo likelihood tests.
A. Yeh. Graduated, Spring 1993. Topic: Resampling and data depth.
Y. Lin (with A. Cohen). Graduated, Spring 1994. Topic: Tests for goodness of fit and exploratory ANOVA.
Y. Kim. Graduated, Spring 1995. Topic: On resampling based inferences.
J. Parelius (with R. Liu). Graduated, Spring 1998. Topic: Data-depth.
J. Teng (with R. Liu). Graduated, Fall 1999. Topic: Data-depth.
J. Zhang. Graduated, Fall 2003. Topic: Scalar scale analysis of multivariate data.
R. Lakshminarasimhan. Graduated, Spring 2005. Topic: Statistical stock options.
S. Goteti (with L. Shepp). Graduated, Spring 2007. Topic: Statistical finance.
S. Mukherjee. Graduated, Spring 2009. Topic: Multivariate analysis.
Invited Discussion:
On Jeff Wu's paper regarding jackknife and bootstrap on regression models. Ann. Statist., December 1986.
On Peter Hall's paper on the bootstrap (with R. Liu). Ann. Statist., September 1988.
On Rousseeuw's paper, ``Regression Depth.'' To appear in JASA (with R. Liu).
Book Review:
Review of ``Edgeworth expansion of linear combination of order statistics,'' by R. Helmers. Sankhya A 45, 1983.
Review of ``The bootstrap and jackknife,'' by Shao and Tu. JASA, September 1997.