The Statistics Research Group within the Research School of Finance, Actuarial Studies and Statistics (RSFAS) brings together staff with a diverse range of interests and research agendas ranging from probability theory to applications of statistics. Our staff collaborate with researchers throughout the University and elsewhere, including those from the Mathematical Sciences Institute, the CSIRO, the Australian Bureau of Statistics, the Crawford School of Public Policy, and the Australian Demographic and Social Research Institute. Many of the Group's staff have close collaborations with academics within the CBE itself, including those in the fields of Actuarial Studies, Finance, and Economics.

Further information about research interests can be found on the profile pages of the Statistics faculty.

Recent selected publications

Time-varying minimum variance portfolio

Fan, Q., Wu, R., Yang, Y., and Zhong, W. forthcoming in the Journal of Econometrics

Laplace approximations for hypergeometric functions of Hermitian matrix arguments

Butler, R.W. and Wood, A.T.A. forthcoming in the Journal of Multivariate Analysis

Splitting the sample at the largest uncensored observation

Maller, R., Resnick, S, Shemehsavar, S. Bernoulli, 28, 2234-2259

Extremes of censored and uncensored lifetimes in survival data

Maller, R., Resnick, S. Extremes, 25, 331—361

Estimation of the cure rate for distributions in the Gumbel maximum domain of attraction under insufficient follow-up

Escobar-Bach, M., Maller, R.A., Van Keilegom, I. and Zhao, M. Biometrika 109, 243-256


This year the College created the CBE Research Awards to recognise research excellence across five categories. RSFAS faculty took out two of these awards!

2023 Prize for Excellence in Research

Francis Hui won the Prize for Excellence in Research (Level A-C) - surprise, surprise - for his general academic greatness.

ARC Discovery grant successes 

Yanrong Yang received A$353,000 for her project ‘Feature learning for high-dimensional functional time series’. The funding will allow Yanrong to develop new statistical theories and methods for analysing high-dimensional functional time series.

Francis Hui and Alan Welsh received A$388,000 for their project ‘Reliable and accurate statistical solutions for modern, complex data’. Francis and Alan will use the grant to develop novel methods for reliable and accurate statistical modelling of modern, complex correlated and error-prone data sets.

Vice-Chancellor’s Award 

Congratulations to Tao Zou for receiving a 2020 Vice-Chancellor’s Citation for Outstanding Contribution to Student Learning (Early Career).