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
No-tie conditions for large values of extremal processes
Ipsen, Y, and Maller, R. Invited paper, in: A Lifetime of Excursions Through Random Walks and Levy Processes,
A Volume in Honour of Ron Doney's 80th Birthday, Loic Chaumont, Andreas E. Kyprianou Eds. Springer, Progress in Probability book series (PRPR, volume 78).
Generalized Poisson-Dirichlet distributions based on the Dickman subordinator
Maller, R.A., and Shemehsavar, S. forthcoming in Theor. Prob. Appl.
Sparse linear mixed model selection via streamlined variational Bayes
Maestrini. L., Electronic Journal of Statistics, Vol. 16, No. 2, 5182-5225.
Screening methods for linear errors-in-variables models in high dimensions
Nghiem, L.H., Hui, F.K.C., Mueller, S., and Welsh, A.H. Biometrics
An overview of modern applications of negative binomial modelling in ecology and biodiversity
Stoklosa, J., Blakey, R.V., and Hui, F.K.C. Diversity 14, 320
GEE-assisted forward regression for spatial latent variable models
Hui, F.K.C. Journal of Computational and Graphical Statistics
Multi-state modelling of customer churn
Dong Y., Frees, E.W., Huang, Fei, and Hui, F.K.C. ASTIN Bulletin - The Journal of the International Actuarial Association 53,
735-76
Coskewness and reversal of momentum returns: The US and international evidence
Dong, L., Dai, Y., Haque, T., Kot, H. W. and Yamada, T. Journal of Empirical Finance 69,
241-264.
Does Shareholder Litigation Risk Cause Public Firms to Delist? Evidence from Securities Class Action Lawsuits
Brogaard, J., Le, N., Nguyen, D. D. and Sila, V. forthcoming in the Journal of Financial and Quantitative Analysis.
Forecasting mortality rates with a coherent ensemble averaging approach
Chang, L., & Shi, Y. ASTIN Bulletin, 1-27.
Robust Multivariate Lasso Regression with Covariance Estimation
Chang, L., and Welsh, A. H. Journal of Computational and Graphical Statistics
Inference on Covariance-Mean Regression
Zou, T., Lan, W., Li, R. and Tsai, C.-L. Journal of Econometrics, forthcoming
Imputations for High Missing Rate Data in Covariates via Semi-supervised Learning Approach
Lan, W., Chen, X., Tsai, C.-L. and Zou, T. Journal of Business & Economic Statistics, forthcoming
Analogues on the sphere of the affine-equivariant spatial median
Scealy, J.L. and Wood, A.T.A. (2020) Journal of the American Statistical Association.
Regression modelling for size-and-shape data based on a Gaussian model for landmarks
Dryden, I.L., Kume, A., Paine, P.J. and Wood, A.T.A. (2020) Journal of the American Statistical Association.
Estimation in linear errors-in-variables models with unknown error distribution
Nghiem, L., Byrd, M., and Potgieter, C. (2020) Biometrika.
On the use of penalized quasi-likelihood information criterion for generalized linear mixed models
Hui, F.K.C. (2020) Biometrika.
Assuming independence in spatial latent variable models: consequences and implications of misspecification
Hui, F.K.C., Hill, N.A., and Welsh, A.H. (2020) Biometrics.
Scaled von Mises-Fisher distributions and regression models for paleomagnetic directional data
Scealy, J. L. and Wood, A. T. A. (2019) Journal of the American Statistical Association.
Semiparametric regression using variational approximations
Hui, F.K.C., You, C., Shang H.L., and Mueller, S. (2019) Journal of the American Statistical Association.
Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions
Buchmann, B., Lu, K. and Madan, D. (2019) Bernoulli.
Simulation-Selection-Extrapolation: Estimation in High-Dimensional Errors-in-Variables Models
Nghiem, L. and Potgieter, C. (2019) Biometrics.
Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
Butler, R. W. and Wood, A.T.A. (2019) Bernoulli.