Select Publications
Books
2017, Stochastic Processes, Chapman and Hall/CRC, http://dx.doi.org/10.1201/9781315381619
,Book Chapters
2024, 'Hellinger-Bhattacharyya Cross-Validation for Shape-Preserving Multivariate Wavelet Thresholding', in Doosti H (ed.), Flexible Nonparametric Curve Estimation, Springer Nature, Cham, Switzerland, pp. 197 - 227, http://dx.doi.org/10.1007/978-3-031-66501-1
,, 2024, 'Flexible Nonparametric Curve Estimation', in Doosti H (ed.), , Springer International Publishing, http://dx.doi.org/10.1007/978-3-031-66501-1
2004, 'Improved analytic interval estimation of scale reliability', in Montfort KV; Oud J; Satorra A (ed.), Mathematical Modelling: theory and applications Recent developments on structural equation models, Kluwer Academic Publishers, The Netherlands, pp. 83 - 93
,2002, 'Exploring Structural Equation Model Misspecifications via Latent Individual Residuals', in Marcoulides GA; Moustaki I (ed.), Latent Variable and Latent Structure Models, Lawrence Erlbaum Associates, USA, pp. 121 - 134
,2001, 'The problem of equivalent structural equation models: An indidual residual perspective', in Marcoulides GA; Schumacker RE (ed.), New developments and techniques in structural equation modeling, Lawrence Erlbaum Associates, Mahwah, USA, pp. 297 - 322
,Journal articles
2024, 'Regularized distributionally robust optimization with application to the index tracking problem', Annals of Operations Research, 337, pp. 397 - 424, http://dx.doi.org/10.1007/s10479-023-05726-3
,2023, 'Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems', Operations Research, 71, pp. 1871 - 1888, http://dx.doi.org/10.1287/opre.2022.2308
,2023, 'INTELLIGENT MONITORING OF A LARGE CATAMARAN FERRY', The International Journal of Maritime Engineering, 165, pp. 11 - 22, http://dx.doi.org/10.5750/ijme.v165ia1.791
,2022, 'Myopic robust index tracking with Bregman divergence', Quantitative Finance, 22, pp. 289 - 302, http://dx.doi.org/10.1080/14697688.2021.1950918
,2021, 'USING REMOTE MONITORING AND MACHINE LEARNING TO CLASSIFY SLAM EVENTS OF WAVE PIERCING CATAMARANS', Transactions of the Royal Institution of Naval Architects Part A: International Journal of Maritime Engineering, 163, pp. A15 - A30, http://dx.doi.org/10.5750/ijme.v163iA3.797
,2021, 'A Markov chain method for weighting climate model ensembles', Geoscientific Model Development, 14, pp. 3539 - 3551, http://dx.doi.org/10.5194/gmd-14-3539-2021
,2021, 'Selecting the model for multiple imputation of missing data: Just use an IC!', Statistics in Medicine, 40, pp. 2467 - 2497, http://dx.doi.org/10.1002/sim.8915
,2021, 'Regression using localised functional Bregman divergence', Electronic Journal of Statistics, 15, pp. 6544 - 6585, http://dx.doi.org/10.1214/21-EJS1947
,2020, 'Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables', Computational Statistics, 35, pp. 1291 - 1317, http://dx.doi.org/10.1007/s00180-020-00976-2
,2018, 'The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion', European Journal of Operational Research, 273, pp. 772 - 784, http://dx.doi.org/10.1016/j.ejor.2018.08.026
,2018, 'Shape-preserving wavelet-based multivariate density estimation', Journal of Multivariate Analysis, 168, pp. 30 - 47, http://dx.doi.org/10.1016/j.jmva.2018.07.002
,2018, 'Locally robust methods and near-parametric asymptotics', Journal of Multivariate Analysis, 167, pp. 395 - 417, http://dx.doi.org/10.1016/j.jmva.2018.06.006
,2018, 'Comparing large-sample maximum Sharpe ratios and incremental variable testing', European Journal of Operational Research, 265, pp. 571 - 579, http://dx.doi.org/10.1016/j.ejor.2017.08.018
,2018, 'Wavelet methods for erratic regression means in the presence of measurement error', Statistica Sinica, 28, pp. 2289 - 2307, http://dx.doi.org/10.5705/ss.202016.0393
,2017, 'Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness', European Journal of Operational Research, 263, pp. 510 - 523, http://dx.doi.org/10.1016/j.ejor.2017.05.023
,2017, 'Multivariate nonparametric test of independence', Journal of Multivariate Analysis, 153, pp. 189 - 210, http://dx.doi.org/10.1016/j.jmva.2016.09.014
,2016, 'Multiperiod mean-standard-deviation time consistent portfolio selection', Automatica, 73, pp. 15 - 26, http://dx.doi.org/10.1016/j.automatica.2016.06.021
,2016, 'Statistical estimation of composite risk functionals and risk optimization problems', Annals of the Institute of Statistical Mathematics, 69, pp. 737 - 760, http://dx.doi.org/10.1007/s10463-016-0559-8
,2014, 'Latent Growth Curve Model Selection: The Potential of Individual Case Residuals', Structural Equation Modeling: A Multidisciplinary Journal, 21, pp. 20 - 30, http://dx.doi.org/10.1080/10705511.2014.856693
,2014, 'Applications of MIDAS regression in analysing trends in water quality', Journal of Hydrology, 511, pp. 151 - 159, http://dx.doi.org/10.1016/j.jhydrol.2014.01.031
,2013, 'Robust estimation in structural equation models using Bregman divergences', Australia and New Zealand Industrial and Applied Mathematics (ANZIAM) Journal, 54, pp. C574 - C589
,2013, 'Improved confidence intervals for quantiles', Annals of the Institute of Statistical Mathematics, 65, pp. 167 - 189, http://dx.doi.org/10.1007/s10463-012-0369-6
,2013, 'Multistage optimization of option portfolio using higher order coherent risk measures', European Journal of Operational Research, 227, pp. 190 - 198, http://dx.doi.org/10.1016/j.ejor.2012.12.013
,2011, 'Book Review (Linear Causal Modeling with Structural Equations)', Australian and New Zealand Journal of Statistics
,2011, 'Edgeworth expansion for the kernel quantile estimator', Annals of the Institute of Statistical Mathematics, 63, pp. 617 - 644, http://dx.doi.org/10.1007/s10463-009-0241-5
,2011, 'Linear Causal Modeling with Structural Equations by Stanley Mulaik', Australian & New Zealand Journal of Statistics, 53, pp. 393 - 395, http://dx.doi.org/10.1111/j.1467-842x.2011.00618.x
,2011, 'On the behaviour of tests based on sample spacings for moderate samples', Journal of Statistical Planning and Inference, 141, pp. 1240 - 1249, http://dx.doi.org/10.1016/j.jspi.2010.09.025
,2010, 'A method of bias correction for maximal reliability with dichotomous measures', British Journal of Mathematical and Statistical Psychology, 63, pp. 163 - 175
,2010, 'Evaluation of reliability coefficients for two-level models via latent variable analysis', Structural Equation Modeling - A Multidisciplinary Journal, 17, pp. 629 - 641, http://dx.doi.org/10.1080/10705511.2010.510052
,2010, 'Kusuoka representation of higher order dual risk measures', Annals of Operations Research, 181, pp. 325 - 335, http://dx.doi.org/10.1007/s10479-010-0747-5
,2010, 'Shape-restricted inference for Lorenz curves using duality theory', Statistics and Probability Letters, 80, pp. 403 - 412
,2010, 'Testing multivariate mean collinearity via latent variable modelling', British Journal of Mathematical and Statistical Psychology, 63, pp. 481 - 490, http://dx.doi.org/10.1348/000711009x471901
,2009, 'Estimation of maximal reliability for multiple-component instruments in multilevel designs', British Journal of Mathematical and Statistical Psychology, 62, pp. 129 - 142
,2008, 'GeD spline estimation of multivariate Archimedean copulas', Computational Statistics and Data Analysis, 52, pp. 3570 - 3582
,2006, 'A direct method for obtaining approximate standard error and confidence interval of maximal reliability for composites with congeneric measures', Multivariate Behavioral Research, 41, pp. 15 - 28
,2006, 'Maximal reliability and power in covariance structure models', British Journal of Mathematical and Statistical Psychology, 59, pp. 75 - 87
,2006, 'On the relationship between maximal reliability and maximal validity of linear composites', Multivariate Behavioral Research, 41, pp. 105 - 126
,2005, 'Estimation of reliability for multiple-component measuring instruments in test-retest designs', British Journal of Mathematical and Statistical Psychology, 58, pp. 285 - 299
,2004, 'Efficient estimators for functionals of Markov chains with parametric marginals', Statistics and Probability Letters, 66, pp. 335 - 345
,2004, 'Wavelet-based estimation with multiple sampling rates', Annals of Statistics, 32, pp. 1933 - 1956
,2002, 'Interval estimation of latent correlations in structural equation models with A Priori restricted parameters', Understanding Statistics, l(3), pp. 139 - 155
,2001, 'Cross-validation for choosing resolution level for nonlinear wavelet curve estimators', Bernoulli, pp. 317 - 341
,2001, 'Numerical methods for asymptotically minimax non-parametric function estimation with positivity constraints I', Sankhya - the Indian Journal of Statistics Series B, pp. 149 - 180
,2000, 'A Wiener germ approximation of the noncentral chi square distribution and of its quantiles', Computational Statistics, 15, pp. 219 - 228, http://dx.doi.org/10.1007/s001800000029
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