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Personal profile


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

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Projects 2007 2007

Research Output 1995 2019

2 Citations (Scopus)

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 journalArticle

Influence Diagnostics
Local Influence
Auxiliary Information

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 journalArticle

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 journalArticle

Markov Switching
wind direction
Autoregressive Model

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 journalArticle

Portfolio Selection
Covariance matrix
Inverse matrix
8 Citations (Scopus)

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 journalArticle

Multivariate Control Charts
Birnbaum-Saunders Distribution