Dr Shuangzhe Liu

Office: 11C17

Phone: (02) 6201 2513

Fax: (02) 6201 5231

Email: Shuangzhe.Liu@canberra.edu.au

Mail:
11C17, Building 11
Faculty of Information Sciences and Engineering
University of Canberra, Bruce ACT 2601

Research Area

• Matrix Methods in Statistics and Econometrics
• Microdata Analysis and Financial Data Analysis
• Regression Diagnostics
• Time Series, Multivariate Analysis and Data Mining Methods

Recent Publications

P. Brown, S. Liu and D. Sharma eds. (2006) Contributions to Probability and Statistics: Applications and Challenges--Proceedings of the International Statistics Workshop held at the University of Canberra 4-5 April 2005, World Scientific, Singapore.

S. Liu (2006)  On influence diagnostics in multivariate regression models under elliptical distributions, in P. Brown, S. Liu and D. Sharma eds., Contributions to Probability and Statistics: Applications and Challenges--Proceedings of the International Statistics Workshop held at the University of Canberra 4-5 April 2005, World Scientific, Singapore, pp 129-141.

S. Liu and C.C. Heyde (2006) On estimation in conditionally heteroskedastic  time series models under non-normal distributions,  Statistical Papers (online).

W. Polasek, S. Liu and H. Neudecker (2006) Heteroskedastic linear regression models, in Encyclopedia of Statistical Sciences, 16 Volume Set, 2nd Edition, Wiley, New York.

W. Polasek and S. Liu (2005) ANOVA models with generalized inverses, In: Data analysis and decision support, D. Baier, R. Decker and L. Schmidt-Thieme (Editors), Springer, New York, pp 113-121.

S. Liu and H. Neudecker (2004) Jacobians for the square-root of a positive definite matrix, Image, 32, 40. 

S. Liu (2004) On diagnostics in conditionally heteroskedastic time series models under elliptical distributions,  Stochastic Methods and their Applications-J. Applied Prob. Vol. 41A, pp. 393-405.

S. Liu and C. C. Heyde  (2003) Some efficiency comparisons for estimators from quasi-likelihood and generalized estimating equations,
In: Mathematical Statistics and Applications: Festschrift for Constance van Eeden,  M. Moore, S. Froda and C. Leger  (Editors), IMS Lecture Notes-Monograph Series Vol. 42, pp. 357-371.

S. Liu (2003) On the Hadamard Product of Square Roots of Correlation Matrices, Econometric Theory, 19, 703-704.

W. Polasek and S. Liu (2002) A comparison of estimators for multivariate ARCH models, In: Classification, Automation, and New Media, W. Gaul  and G. Ritter (Editors),  Proceedings of the 24th Annual Conference of the Gesellschaft  fuer Klassifikation, University of Passau, March 15-17, 2000, Springer, Heidelberg,  pp.  375-382.
 
S. Liu and M.L. King (2002) Two Kantorovich-type inequalities and efficiency comparisons between the OLSE and BLUE, J. Inequalities and Applications, 7(2), 169-177.

S.W. Drury, S. Liu, C.-Y. Lu, S. Puntanen and G.P.H. Styan (2002) Some comments on several matrix inequalities with applications to canonical correlations: Historical background and recent developments, associated with "An International Conference in Honor of Professor C.R. Rao on the Occasion of his 80th Birthday, Statistics: Reflections on the Past and Visions for the Future, The University of Texas at san Antonio (March 2000)", Sankhya Series A Vol 64, Part 2, 453-507

S. Liu  (2002) Local influence in multivariate elliptical  linear regression models, Linear Algebra. Appl.  354, 159-174.
     
S. Liu (2002) Several inequalities involving Khatri-Rao products of positive semidefinite matrices, Linear Algebra. Appl.  354, 175-186. 

S. Liu (2002) On the Hadamard Product of Square Roots of Correlation Matrices, Econometric Theory, 18, 1007.

C. C. Heyde, S. Liu and R. Gay (2001) Fractal scaling and Black-Scholes: the full story, JASSA Autumn, 29-32.
 
H. Neudecker and S. Liu (2001) Some statistical properties of Hadamard products of random matrices, Statistical Papers 42(4), 475-487.

H. Neudecker and S. Liu (2001) Statistical properties of the Hadamard product of random vectors, Statistical Papers 42(4), 529-533.       

C. C. Heyde and S. Liu (2001) Empirical realities for a minimal descriptions risky asset model. The need for fractal features, J. Korean Math. Soc. 38(5), 1047-1059.

S. Liu (2001) An inequality for Hadarmard products involving a correlation matrix, Image, 27, 36.