Projects per year
Personal profile
Biography
Shuang earned his doctorate in econometrics from Tinbergen Institute/the University of Amsterdam, the Netherlands under Professor Heinz Neudecker’s supervision. After working at the University of Basel, Switzerland and the Australian National University, he joined the University of Canberra in 2003.
Shuang teaches a number of statistics units for both undergraduate and postgraduate students. He serves as a reviewer for more than 35 mathematics, statistics, econometrics and other journals and as an associate editor for 4 international journals. He currently studies issues in econometrics, statistics and data science with applications to various areas and enjoys collaborating with colleagues from Australia and overseas. Jointly, he has more than 120 international publications.
Research interests
- Distribution theory and its applications
- Financial, insurance and environmental statistics and data analytics
- Matrix differential calculus
Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
Local Influence
Mathematics
Influence Diagnostics
Mathematics
Hadamard Product
Mathematics
Diagnostics
Mathematics
Linear Model
Mathematics
Positive Semidefinite Matrix
Mathematics
Linear Regression Model
Mathematics
Perturbation
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2007 2007
- 1 Finished
Research Output 1995 2019
A Cobb–Douglas type model with stochastic restrictions: formulation, local influence diagnostics and data analytics in economics
Cysneiros, F. J. A., Leiva, V., Liu, S., Marchant, C. & Scalco, P., 14 Jan 2019, In : Quality and Quantity. p. 1-27 27 p.Research output: Contribution to journal › Article
Influence Diagnostics
Local Influence
Auxiliary Information
diagnostic
Economics
Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review
Sun, R., Ma, T., Liu, S. & SATHYE, M., 24 Mar 2019, In : Journal of Risk and Financial Management. 12(1), 48, p. 1-33 33 p.Research output: Contribution to journal › Article
Portfolio risk
Risk measurement
Covariance matrix estimation
Portfolio selection
Financial data
Markov-Switching Linked Autoregressive Model for Non-continuous Wind Direction Data
Zhan, X., Ma, T., Liu, S. & Shimizu, K., 1 Sep 2018, In : Journal of Agricultural, Biological, and Environmental Statistics. 23, 3, p. 410-425 16 p.Research output: Contribution to journal › Article
Markov Switching
wind direction
Autoregressive Model
prediction
Geography
Portfolio selection: shrinking the time-varying inverse conditional covariance matrix
Sun, R., Ma, T. & Liu, S., 16 Nov 2018, In : Statistical Papers. p. 1-22 22 p.Research output: Contribution to journal › Article
Portfolio Selection
Shrinking
Covariance matrix
Time-varying
Inverse matrix
Robust multivariate control charts based on Birnbaum–Saunders distributions
Marchant, C., Leiva, V., Cysneiros, F. J. A. & Liu, S., 2 Jan 2018, In : Journal of Statistical Computation and Simulation. 88, 1, p. 182-202 21 p.Research output: Contribution to journal › Article
Multivariate Control Charts
Birnbaum-Saunders Distribution
Methodology
Statistics
Monitoring