Shuangzhe LIU

2009

Improved Estimation Strategy in Multi-Factor Vasicek Model

Ahmed, S. E., Nkurunziza, S. & Liu, S., 2009, Statistical Inference, Econometric Analysis and Matrix Algebra. Schipp, B. & Kraemer, W. (eds.). 1 ed. Heidelberg: Physica Verlag, p. 255-270 16 p.

Research output: A Conference proceeding or a Chapter in Book › Chapter

Influence Diagnostics in the linear regression model with linear stochastic restrictions

Liu, S., Ahmed, S. E. & Ma, L., 2009, In: Pakistan Journal of Statistics. 25, 4, p. 647-662 16 p.

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

Matrix Trace Wielandt Inequalities with Statistical Applications

Liu, S., Lu, C. & Puntanen, S., 2009, In: Journal of Statistical Planning and Inference. 139, 7, p. 2254-2260 7 p.

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity

Liu, S. & Neudecker, H., 2009, In: Mathematics and Computers in Simulation. 79, 8, p. 2556-2565 10 p.

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

Problem 1/SP09: Inverse and determinant of a special symmetric matrix

Neudecker, H., Trenkler, G. & Liu, S., 2009, In: Statistical Papers. 50, p. 221-223 3 p.

Research output: Contribution to journal › Comment/debate › peer-review

Problem 2/SP09: On a statistic in the general Gauss–Markov model with possibly singular dispersion matrix

Liu, S., 2009, In: Statistische Hefte. 50, p. 222-222 1 p.

Research output: Contribution to journal › Comment/debate

Problem 4/SP09: Eigenvalues of a non-negative definite matrix

Liu, S. & Lu, C., 2009, In: Statistische Hefte. 50, p. 687-687 1 p.

Research output: Contribution to journal › Comment/debate

2008

Hadamard, Khatri-Rao, Kronecker and Other Matrix Products

Liu, S. & Trenkler, G., 2008, In: International Journal of Information and Systems Sciences. 4, 1, p. 160-177 18 p.

Research output: Contribution to journal › Article › peer-review

Impact of Terrorism on Australian Stock Market: An Empirical Investigation

Sathye, M., Sharma, D., Liu, S., Chetty, G. & Shadabi, F., 2008, Proceeedings of the 3rd Biennial Conference of the Academy of World Business, Marketing and Management Development. Ogunmokun, P. G. (ed.). Brazil: Academy of World Business, Marketing and Management Development, Vol. 3. p. 1012-1026 15 p.

Research output: A Conference proceeding or a Chapter in Book › Conference contribution › peer-review

On estimation in conditional heteroskedastic time series models under non-normal distributions

Liu, S. & Heyde, C., 2008, In: Statistical Papers. 49, 3, p. 455-469 15 p.

Research output: Contribution to journal › Article › peer-review

22 Citations (Scopus)

2007

A comparision between externally set competitive examination in secondary college/school and tertiary level academic performance an empirical study of the first year business students at an Australian University

Mir, M., Fan, H. W. & Liu, S., 2007.

Research output: Contribution to conference (non-published works) › Abstract

Heteroskedastic Linear regression models

Liu, S., Neudecker, H. & Polasek, W., 2007, 9 p. United Kingdom : Wiley-Blackwell.

Research output: Textual Creative Works › Other contribution

MAITS: A Multi-Agent-Based IT Security Approach

Sharma, D., Ma, W., Tran, D. & Liu, S., 2007, Architectural Design of Multi-Agent Systems: Technologies and Techniques. Lin, H. (ed.). United States: Information Science Reference, p. 189-208 20 p. (Architectural Design of Multi-Agent Systems).

Research output: A Conference proceeding or a Chapter in Book › Chapter › peer-review

1 Citation (Scopus)

Solution of Problem 1/SP07: Local Sensitivity of the Restricted Least Squares Estimator in the Linear Model

Liu, S. & Neudecker, H., 2007, In: Statistical Papers. 49, 1, p. 525-534 10 p.

Research output: Contribution to journal › Article › peer-review

Tablet PC Applications in an Academic Environment

Tran, D., Ma, W., Sharma, D. & Liu, S., 2007, 1st International Conference on Theories and Applications of Computer Science 2006, ICTACS 2006. Duc, D. A. (ed.). Vietnam: World Scientific Publishing Co. Pte Ltd, p. 121-133 12 p.

Research output: A Conference proceeding or a Chapter in Book › Conference contribution › peer-review

The Application of Multi-sensors Fusion in Vehicle Transmission System Fault Diagnosis

Wu, X., Liu, S. & Sharma, D., 2007, Third International Conference on Natural Computation (ICNC 2007). Lei, J. (ed.). China: IEEE, Institute of Electrical and Electronics Engineers, Vol. 2. p. 728-731 4 p. 4344447

Research output: A Conference proceeding or a Chapter in Book › Conference contribution › peer-review

Open Access

File

1 Citation (Scopus)

51 Downloads (Pure)

2006

ANOVA Models with Generalized Inverses

Polasek, W. & Liu, S., 2006, Data Analysis and Decision Support. Baier, D., Decker, R. & Schmidt-Thieme, L. (eds.). 1 ed. Germany: Springer, p. 113-121 9 p.

Research output: A Conference proceeding or a Chapter in Book › Chapter › peer-review

Contributions to Probability and Statistics: Applications and Challenges: Proceedings of the International Statistics Workshop, University of Canberra, 4 – 5 April 2005

Brown, P., Liu, S. & Sharma, D., 2006, p. 1-324. 324 p.

Research output: Contribution to conference (non-published works) › Other › peer-review

On influence diagnostics in multivariate regression models under elliptical distributions

Liu, S., 1 Dec 2006, Contributions to Probability and Statistics: Applications and Challenges - Proceedings of the International Statistics Workshop. Singapore: World Scientific Publishing, p. 129-141 13 p.

Research output: A Conference proceeding or a Chapter in Book › Conference contribution

1 Citation (Scopus)

Preface

Brown, P., Liu, S. & Sharma, D., 2006, Contributions to Probability and Statistics: Applications and Challenges: Proceedings of the International Statistics Workshop. Brown, P., Liu, S. & Sharma, D. (eds.). Singapore, Singapore: World Scientific Publishing, p. v-vi 2 p.

Research output: A Conference proceeding or a Chapter in Book › Foreword/postscript

2004

On diagnostics in conditionally heteroskedastic time series models under elliptical distributions

Liu, S., 1 Jan 2004, In: Journal of Applied Probability. 41A, p. 393-405 13 p.

Research output: Contribution to journal › Article › peer-review

36 Citations (Scopus)

2003

On Hadamard Product of Square Roots of Correlation Matrices—Solution

Liu, S., 1 Jan 2003, In: Econometric Theory. 19, 4, p. 703-704 2 p.

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Some Efficiency comparisons for estimators from quasi-likelihood and generalized estimating equations

Liu, S. & Heyde, C., 2003, Mathematical Statistics and Applications: Festschrift for Constance van Eeden. 42 ed. United States: Institute of Mathematical Statistics, p. 357-371 15 p.

Research output: A Conference proceeding or a Chapter in Book › Chapter

2002

Local influence in multivariate elliptical linear regression models

Liu, S., 15 Oct 2002, In: Linear Algebra and Its Applications. 354, 1-3, p. 159-174 16 p.

Research output: Contribution to journal › Article › peer-review

34 Citations (Scopus)

Several inequalities involving Khatri–Rao products of positive semidefinite matrices

Liu, S., 15 Oct 2002, In: Linear Algebra and Its Applications. 354, 1-3, p. 175-186 12 p.

Research output: Contribution to journal › Article › peer-review

Open Access

27 Citations (Scopus)

Some comments on several matrix inequalities with applications to canonical correlations: Historical background and recent developments

Drury, S. W., Liu, S., Lu, C., Puntanen, S. & Styan, G. P. H., 2002, In: Sankhya: The Indian Journal of Statistics. 64, p. 453-507 55 p.

Research output: Contribution to journal › Article › peer-review

Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE

Liu, S. & King, M. L., 1 Apr 2002, In: Journal of Inequalities and Applications. 7, 2, p. 169-177 9 p.

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

2001

7 Citations (Scopus)

Statistical properties of the Hadamard product of random vectors

Neudecker, H. & Liu, S., 1 Oct 2001, In: Statistical Papers. 42, 4, p. 529-533 5 p.

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

2000

Book Review: Rao CR, Rao MB (1998) Matrix Algebra and Its Applications to Statistics and Econometrics. World Scientific, Singapore.

Liu, S., 2000, In: Statistische Hefte. 41, 4, p. 489-490 2 p.

Research output: Contribution to journal › Book/Film/Article review

Efficiency comparisons between the OLSE and the BLUE in a singular linear model

Liu, S., 1 Mar 2000, In: Journal of Statistical Planning and Inference. 84, 1-2, p. 191-200 10 p.

Research output: Contribution to journal › Article › peer-review

13 Citations (Scopus)

Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities

Liu, S., 2000, In: Metrika. 51, 2, p. 145-155 11 p.

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Inequalities involving Hadamard products of positive semidefinite matrices

Liu, S., 15 Mar 2000, In: Journal of Mathematical Analysis and Applications. 243, 2, p. 458-463 6 p.

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

Letter to the Editor: Hyndman, R.J. & Wand, M.P. (1997) Nonparametric autocovariance function estimation

Neudecker, H. & Liu, S., 2000, In: Australian & New Zealand Journal of Statistics. 42, 4, p. 497-498 2 p.

Research output: Contribution to journal › Letter › peer-review

On local influence for elliptical linear models

Liu, S., 1 Apr 2000, In: Statistical Papers. 41, 2, p. 211-224 14 p.

Research output: Contribution to journal › Article › peer-review

51 Citations (Scopus)

1999

A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities

Liu, S. & Neudecker, H., 1 Jan 1999, In: Statistical Papers. 40, 1, p. 55-73 19 p.

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

Matrix results on the Khatri-Rao and Tracy-Singh products

Liu, S., 1 Mar 1999, In: Linear Algebra and Its Applications. 289, 1, p. 267-277 11 p.

Research output: Contribution to journal › Article › peer-review

Open Access

91 Citations (Scopus)

1997

Equality conditions for matrix Kantorovich-type inequalities

Liu, S., Polasek, W. & Neudecker, H., 15 Aug 1997, In: Journal of Mathematical Analysis and Applications. 212, 2, p. 517-528 12 p.

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Experiments with mixtures: Optimal allocations for Becker's models

Liu, S. & Neudecker, H., 1 Jan 1997, In: Metrika. 45, 1, p. 53-66 14 p.

Research output: Contribution to journal › Article › peer-review

33 Citations (Scopus)

Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model

Liu, S. & Neudecker, H., 1 Jul 1997, In: Linear Algebra and Its Applications. 259, 1, p. 209-221 13 p.

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models

Liu, S. & Neudecker, H., 1 Jan 1997, In: Statistica Neerlandica. 51, 3, p. 345-355 11 p.

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

On generalized inverses and Bayesian analysis in simple ANOVA models

Polasek, W. & Liu, S., 1997, In: JOURNAL INTERNATIONAL DE STATISTIQUE: Student. 2, p. 159-168

Research output: Contribution to journal › Comment/debate

Two Matrix Inequalities Involving the Moore-Penrose Inverse

Liu, S. & Polasek, W., 1 Jan 1997, In: Econometric Theory. 13, 3, p. 463-464 2 p.

Research output: Contribution to journal › Article

1 Citation (Scopus)

1996

A double length regression computation method for the 2SGLS estimator of rational expectations model

Ma, Y. & Liu, S., 1 May 1996, In: Oxford Bulletin of Economics and Statistics. 58, 1, p. 423-429 7 p.

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

An Inequality Involving Submatrices

Liu, S., 1996, In: Econometric Theory. 11, p. 191-191 1 p.

Research output: Contribution to journal › Special issue

3 Citations (Scopus)

Several matrix Kantorovich-type inequalities

Liu, S. & Neudecker, H., 1 Jan 1996, In: Journal of Mathematical Analysis and Applications. 197, 1, p. 23-26 4 p.

Research output: Contribution to journal › Article › peer-review

34 Citations (Scopus)

The density of the Moore-Penrose inverse of a random matrix

Neudecker, H. & Liu, S., 1 Jan 1996, In: Linear Algebra and Its Applications. 237-238, p. 123-126 4 p.

Research output: Contribution to journal › Article › peer-review

Open Access

10 Citations (Scopus)

1995

A Kronecker Matrix Inequality with a Statistical Application

Neudecker, H., Satorra, A., Trenkler, G. & LIU, S., 1 Jan 1995, In: Econometric Theory. 11, 3, p. 654-655 2 p.

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Shuangzhe LIU

Research output

Search results