| Publication | Date of Publication | Type |
|---|
Bayesian multivariate meta-analysis by using the Birge ratio method
Journal of Multivariate Analysis | 2026-04-28 | Paper |
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection
Journal of Business and Economic Statistics | 2025-08-25 | Paper |
Bayesian estimation in random effects meta-analysis using a non-informative prior
Statistics in Medicine | 2025-04-04 | Paper |
Objective Bayesian meta-analysis based on generalized marginal multivariate random effects model
Bayesian Analysis | 2025-02-25 | Paper |
Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies
Journal of Multivariate Analysis | 2025-01-03 | Paper |
Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model
Computational Statistics and Data Analysis | 2024-10-29 | Paper |
Bayesian model selection: application to the adjustment of fundamental physical constants
The Annals of Applied Statistics | 2024-01-16 | Paper |
Exact test theory in Gaussian graphical models
Journal of Multivariate Analysis | 2023-06-05 | Paper |
Recent advances in shrinkage-based high-dimensional inference
Journal of Multivariate Analysis | 2022-01-03 | Paper |
On modeling the correlation as an additional parameter in random effects model
Theory of Probability and Mathematical Statistics | 2021-07-22 | Paper |
Assessment of vague and noninformative priors for Bayesian estimation of the realized random effects in random-effects meta-analysis
AStA. Advances in Statistical Analysis | 2019-08-06 | Paper |
CUSUM control schemes for monitoring the covariance matrix of multivariate time series
Statistics | 2018-01-12 | Paper |
Statistical inference procedure for the mean-variance efficient frontier with estimated parameters
AStA. Advances in Statistical Analysis | 2016-02-25 | Paper |
Robust surveillance of covariance matrices using a single observation
Sankhyā. Series A | 2015-02-23 | Paper |
Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case
Journal of Statistical Planning and Inference | 2014-01-20 | Paper |
CUSUM charts for monitoring the mean of a multivariate Gaussian process
Journal of Statistical Planning and Inference | 2011-03-22 | Paper |
ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER
International Journal of Theoretical and Applied Finance | 2011-01-13 | Paper |
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Estimation and inference for dependence in multivariate data
Journal of Multivariate Analysis | 2010-03-01 | Paper |
SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS
International Journal of Theoretical and Applied Finance | 2009-11-27 | Paper |
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
Sequential Analysis | 2009-09-18 | Paper |
Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes
Communications in Statistics. Simulation and Computation | 2009-05-12 | Paper |
Surveillance of the mean behavior of multivariate time series
Statistica Neerlandica | 2008-12-01 | Paper |
Multivariate control charts based on a projection approach
AStA. Allgemeines Statistisches Archiv | 2008-03-06 | Paper |
