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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

2007 Visiting Scholar - Prof S Ejaz Ahmed



Project: Other

Research Output 1995 2019

3 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., 15 Jul 2019, In : Quality and Quantity. 53, 4, p. 1693-1719 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, p. 1-33 33 p.

Research output: Contribution to journalReview article

Portfolio risk
Risk measurement
Covariance matrix estimation
Portfolio selection
Financial data

On a partial least squares regression model for asymmetric data with a chemical application in mining

Huerta, M., Leiva, V., Liu, S., Rodríguez, M. & Villegas, D., 15 Jul 2019, In : Chemometrics and Intelligent Laboratory Systems. 190, p. 55-68 14 p.

Research output: Contribution to journalArticle

Mineral industry
Maximum likelihood
Chemical analysis

A Stein-type shrinkage estimator of the covariance matrix for portfolio selections

Sun, R., Ma, T. & Liu, S., 1 Nov 2018, In : Metrika. 81, 8, p. 931-952 22 p.

Research output: Contribution to journalArticle

Stein-type Estimator
Shrinkage Estimator
Portfolio Selection
Covariance matrix
Cholesky Decomposition

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