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RESEARCH AT IIMV

Estimation of location parameter within pre-specified error
bound with second-order efficient two-stage procedure

AUTHORS: BHARGAB CHATTOPADHYAY AND SWARNALI BANERJEE

Published in South African Statistical Journal. (ABDC B)

Click here for the paper.
This paper develops a general approach for constructing a confidence interval for a
parameter of interest with a specified confidence coefficient and a specified width.
This is done assuming known a positive lower bound for the unknown nuisance
parameter and independence of suitable statistics. Under mild conditions, we devel-
op a modified two-stage procedure which enjoys attractive optimality properties

including a second-order efficiency property and asymptotic consistency property. We extend this work for finding
a confidence interval for the location parameter of the inverse Gaussian distribution. As an illustration, we
developed a modified mean absolute deviation-based procedure in the supplementary section for finding a
fixed-width confidence interval for the normal mean.

Digital Empowerment and Indian Handlooms: Case-based
Policy Recommendations

AUTHORS: BISHAKHA MAJUMDAR, SRIPARNA BASU AND SHILPI
JAIN

Published in Economic and Political Weekly. (ABDC B)
Click here for the paper.

This paper studies the Digital Cluster Development Programme of DEF India in
handloom clusters of the country. It proposes a three-pronged social policy interven-
tion model based on access, education, and engagement involving public–private
partnerships, which may substantially enhance digitalisation of indigenous business
models and digital empowerment of communities engaged in such professions.

COVID-19 Pandemic and Global Financial Market
Interlinkages: A Dynamic Temporal Network Analysis

AUTHORS: PRASENJIT CHAKRABARTI, MOHAMMED SHAMEEM
JAWED AND MANISH SARKHEL.

Published in Applied Economics. (ABDC A)

Click here for the paper.
About: This study investigates the changes in G20 stock market dynamics and their
interlinkages in the aftermath of COVID-19. It utilizes the Detrended Cross-Cor-
relation Analysis (DCCA) along with the network and complexity theories for
detecting the contagion effect of the pandemic on the stock markets.

13 VOL. / ISSUE /JAN APR