Rituparna Sen
Indian Statistical Unit
Rituparna Sen is Associate Professor at the Applied Statistics Division, Indian Statistical Institute, Bangalore, India. She worked as Assistant Professor at the University of California at Davis from 2004–2011 after obtaining a Ph.D in statistics from the University of Chicago, USA. She has also taught courses at Chennai Mathematical Institute, Madras School of Economics and University of Davis at Santa Barbara. She has authored over thirty papers and a book on Computational Finance with R. She is the editor of the journal Applied Stochastic Models in Business and Industry and associate editor of several other journals. She has guided five PhD students, seven masters thesis and numerous undergraduate interns. She is the country coordinator of the International Statistical Literacy Project.
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Articles by Rituparna Sen
Kernel-based estimation of spectral risk measures
The authors put forward a kernel-based estimator for spectral risk measures and compare its performance with existing SRM estimators.