Viren Srivastava

Recently, a reader of this blog asked I could provide some information about the late V.K. Srivastava, and the substantial contributions that he made to econometrics and to statistics generally.

I'm more than happy to oblige, as Virendra (Viren) was a good friend of mine, a treasured co-author, and a very caring and humble individual.

Viren was a statistician from Lucknow, in Northern India, and he spent much of his career in the Department of Statistics at the University of Lucknow. At the time of his premature death, in 2001, he was Chair of that department.

I first met Viren in 1981 when I hosted his visit to Monash University in Australia. Viren had approached us about a visit on the recommendation of Aman Ullah. The visit was a great success, and was followed by a second visit in 1985. By that time he and I were well into the writing of our book, Seemingly Unrelated Regression Equations Models: Estimation and Inference.

Subsequently I was able to organize a further period of time together, when Viren visited the University of Canterbury in 1989, while I was on faculty there.

During is career, Viren published extensively in statistics and econometric theory. He authored or co-authored three books and over 150 peer-reviewed papers. His research spanned the areas of finite-sample theory, simultaneous equations models, SUR models, and shrinkage estimators.

The details of his published work can be found on this web page, although co-authorship details are not provided there. In addition to the SUR book, I was lucky enough to co-author five published papers with Viren - these are referenced below.

Viren was an extremely hard worker, as all who knew him will attest. This work ethic has undoubtedly been handed down to his son, Shalabh, who is also a highly accomplished and well-published statistician. Viren was also a kind and gentle colleague, even when rebuking me.

The latter usually occurred when I could not immediately remember some mathematical result and was forced to look it up in some reference source. (This was in pre-internet days.) Then, Viren would chastise me, because he couldn't afford the cost of books, and so he had to commit everything to memory. And his memory was phenomenal! He'd come out with comments of the sort: "You should know that matrix result- it's set an an exercise on page xxx of the first edition of Rao's, Linear Statistical Inference and its Applications!

Viren's work and life were celebrated with the festschrift, Handook of Applied Econometrics and Statistical Inference, which was co-edited by Aman Ullah, Alan Wan, and Anoop Chaturvedi in 2002.

The dedication in that volume was admirably appropriate:

"To the memory of Viren K. Srivastava

Prolific researcher,

Stimulating teacher, 

Dear friend" 

References

Srivastava, V.K. and D.E.A. Giles, 1984. A pre-test general ridge regression estimator: Exact finite-sample properties. Australian Journal of Statistics, 26, 323-336.

Srivastava, V. K. and D. E. A. Giles, 1987, Seemingly Unrelated Regression Equations Models: Estimation and Inference. Marcel Dekker, New York.

Giles, D.E.A. and V.K. Srivastava, 1991.An unbiased estimator of the covariance matrix of the mixed regression estimator. Journal of the American Statistical Association, 86, 441-446.

Srivastava, V.K. and D.E.A. Giles, 1991. Asymptotic properties of the OLS estimator in simultaneous equations models. Journal of Quantitative Economics, 7, 273-276.

Srivastava, V.K. and D.E.A. Giles, 1991. Unbiased estimation of the mean squared error of the feasible generalised ridge regression estimator. Communications in Statistics: Theory and Methods, 20, 2375-2386.

Giles, D.E.A. and V.K. Srivastava, 1993. The exact distribution of a least squares regression coefficient estimator after a preliminary t-test. Statistics and Probability Letters, 16, 59-64.

© 2012, David E. Giles