Professor Steven Roberts

Steven Roberts

RSFAS

Research School of Finance, Actuarial Studies & Statistics

Position
Dean
Email
dean.cbe@anu.edu.au
Phone number
+61 2 612 53596
Office
CBE Bld (26C)
Link
https://researchportalplus.anu.edu.au/en/persons/steven-roberts
Research areas
  • Applied statistics
  • Environmental statistics
  • Statistical epidemiology
  • Re-sampling methods
  • Retirement expenditure
  • Portfolio theory

 

Biography

Steven is currently Dean of the College of Business and Economics. Prior to becoming Dean, Steven was Director of the Research School of Finance, Actuarial Studies and Statistics. Steven taught Actuarial Studies and Statistics courses in the Research School of Finance, Actuarial Studies and Statistics. He has a Masters and PhD in Statistics from Stanford University and is an Associate of the Institute of Actuaries of Australia.

Research publications

Recent publications: 

Please see https://researchers.anu.edu.au/researchers/roberts-sp for co-author information and full publication details.

  • Lasso Regression: Estimation and Shrinkage via Limit of Gibbs Sampling (http://arxiv.org/abs/1401.2480) Journal of the Royal Statistical Society Series B
  • An adaptive, automatic multiple-case deletion technique for detecting influence in regression. Technometrics.
  • Stabilizing the lasso against cross-validation variability. Computational Statistics & Data Analysis.
  • The Large-Sample Distribution of the Maximum Sharpe Ratio with and without Short Sales. Journal of Econometrics
  • Impact of economic cycles on mortality: the Australian context. Journal of Population Research
  • There is No 'I' in Team: Career Concerns, Risk taking Incentives and Team Outcomes. Journal of Economics and Management Strategy
  • Influence Diagnostics for High Dimensional Lasso Regression. Journal of Computational and Graphical Statistics.