G8 Research Output Database
Home Researchers Universities Documentation
Alan Welsh - Researcher Profile
Alan Welsh
ANU Finance
Professor
Note: Shift+Click column headers for secondary sorting etc.
Publications Title Journal Name Year ABDC Ranking
Random effects misspecification and its consequences for prediction in generalized linear mixed models Computational Statistics and Data Analysis 2026 A
INCREASING DIMENSION ASYMPTOTICS FOR TWO-WAY CROSSED MIXED EFFECT MODELS Annals of Statistics 2024 A*
Modeling and Learning on High-Dimensional Matrix-Variate Sequences Journal of the American Statistical Association 2024 A*
ON THE EFFICIENCY OF COMPOSITE LIKELIHOOD ESTIMATION FOR GAUSSIAN SPATIAL PROCESSES Statistica Sinica 2024 A
The effect of the working correlation on fitting models to longitudinal data Scandinavian Journal of Statistics 2024 A
A double fixed rank kriging approach to spatial regression models with covariate measurement error Environmetrics 2023 B
GEE-Assisted Variable Selection for Latent Variable Models with Multivariate Binary Data Journal of the American Statistical Association 2023 A*
Likelihood-based surrogate dimension reduction Statistics and Computing 2023 A
On the Robust Estimation of Spatial Autoregressive Models Econometrics and Statistics 2023 B
The concept of sufficiency in conditional frequentist inference Statistica Neerlandica 2023 A
Asymptotics for EBLUPs: Nested Error Regression Models Journal of the American Statistical Association 2022 A*
Estimation of graphical models for skew continuous data Scandinavian Journal of Statistics 2022 A
Increasing cluster size asymptotics for nested error regression models Journal of Statistical Planning and Inference 2022 A
Robust Multivariate Lasso Regression with Covariance Estimation Journal of Computational and Graphical Statistics 2022 A*
SPARSE SLICED INVERSE REGRESSION VIA CHOLESKY MATRIX PENALIZATION Statistica Sinica 2022 A
Random Effects Misspecification Can Have Severe Consequences for Random Effects Inference in Linear Mixed Models International Statistical Review 2021 A
Finite sample properties of confidence intervals centered on a model averaged estimator Journal of Statistical Planning and Inference 2020 A
Generalised regression estimation via the bootstrap Australian and New Zealand Journal of Statistics 2020 A
Improved prediction for a spatio-temporal model Environmental and Ecological Statistics 2020 A
On goodness-of-fit measures for Poisson regression models Australian and New Zealand Journal of Statistics 2020 A
On the effect of ignoring correlation in the covariates when fitting linear mixed models Journal of Statistical Planning and Inference 2020 A
The LASSO on latent indices for regression modeling with ordinal categorical predictors Computational Statistics and Data Analysis 2020 A
Flexible Regression and Smoothing: Using GAMLSS in R Australian and New Zealand Journal of Statistics 2019 A
Testing random effects in linear mixed models: another look at the F-test (with discussion) Australian and New Zealand Journal of Statistics 2019 A
Bootstrapping longitudinal data with multiple levels of variation Computational Statistics and Data Analysis 2018 A
Comment on “Confidence, credibility and prediction” Metron 2018 C
Mplot: An r package for graphical model stability and variable selection procedures Journal of Statistical Software 2018 A
PETER HALL ON EXTREMES: RESEARCH, TEACHING AND SUPERVISION Statistica Sinica 2018 A
Robust Lasso Regression Using Tukey's Biweight Criterion Technometrics 2018 A
Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models Journal of the American Statistical Association 2018 A*
A Directional Mixed Effects Model for Compositional Expenditure Data Journal of the American Statistical Association 2017 A*
A new REML (parameter expanded) EM algorithm for linear mixed models Australian and New Zealand Journal of Statistics 2017 A
A random-effects hurdle model for predicting bycatch of endangered marine species Annals of Applied Statistics 2017 A
Hierarchical selection of fixed and random effects in generalized linear mixed models Statistica Sinica 2017 A
Joint Selection in Mixed Models using Regularized PQL Journal of the American Statistical Association 2017 A*
The performance of model averaged tail area confidence intervals Communications in Statistics: Theory and Methods 2017 B
Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions Statistical Methods and Applications 2016 C
Model-Averaged Confidence Intervals Scandinavian Journal of Statistics 2016 A
Improving the Efficiency and Precision of Tree Counts in Pine Plantations Using Airborne LiDAR Data and Flexible-Radius Plots: Model-Based and Design-Based Approaches Journal of Agricultural, Biological and Environmental Statistics 2015 B
Robust principal component analysis for power transformed compositional data Journal of the American Statistical Association 2015 A*
Colours and cocktails: Compositional data analysis 2013 lancaster lecture Australian and New Zealand Journal of Statistics 2014 A
Discussion Statistical Science 2014 A
Fitting Kent models to compositional data with small concentration Statistics and Computing 2014 A
Model-based prediction in ecological surveys including those with incomplete detection Australian and New Zealand Journal of Statistics 2014 A
Bootstrapping for highly unbalanced clustered data Computational Statistics and Data Analysis 2013 A
Model selection in linear mixed models Statistical Science 2013 A
Robust model-based sampling designs Statistics and Computing 2013 A
The Stabilisation of Model Parameter Estimates from Repeated Surveys with Rare Observations Australian and New Zealand Journal of Statistics 2013 A
Regression for compositional data by using distributions defined on the hypersphere Journal of the Royal Statistical Society, Series B (Statistical Methodology) 2011 A*
Bootstrapping robust estimates for clustered data Journal of the American Statistical Association 2010 A*
Comment on the paper by Gani Australian and New Zealand Journal of Statistics 2010 A
On model selection curves International Statistical Review 2010 A
Transformation and smoothing in sample survey data Scandinavian Journal of Statistics 2010 A
Robust model selection in generalized linear models Statistica Sinica 2009 A
Bootstrapping data with multiple levels of variation Canadian Journal of Statistics 2008 A
Model-based inferences from adaptive cluster sampling Bayesian Analysis 2008 A
Bootstrapping clustered data Journal of the Royal Statistical Society, Series B (Statistical Methodology) 2007 A*
Discussion of " Semi-mechanistic modelling in nonlinear regression: A case study" Australian and New Zealand Journal of Statistics 2006 A
Estimating the retransformed mean in a heteroscedastic two-part model Journal of Statistical Planning and Inference 2006 A
Invited discussion of the paper by Domijan, Jorgensen & Reid Australian and New Zealand Journal of Statistics 2006 A
Local regression for vector responses Journal of Statistical Planning and Inference 2006 A
Fisher and inference for scores International Statistical Review 2005 A
Outlier robust model selection in linear regression Journal of the American Statistical Association 2005 A*
Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data Biometrika 2004 A*
A journey in single steps: Robust one-step M -estimation in linear regression Journal of Statistical Planning and Inference 2002 A
Discussion on the paper by Xia, Tong, Li and Zhu Journal of the Royal Statistical Society, Series B (Statistical Methodology) 2002 A*
Distribution-function-based bivariate quantiles Journal of Multivariate Analysis 2002 A
Incomplete detection in enumeration surveys: Whither distance sampling? Australian and New Zealand Journal of Statistics 2002 A
Marginal longitudinal nonparametric regression: Locality and efficiency of spline and kernel methods Journal of the American Statistical Association 2002 A*
Bias correction and bootstrap methods for a spatial sampling scheme Bernoulli 2001 A
Distance sampling methodology Journal of the Royal Statistical Society, Series B (Statistical Methodology) 2001 A*
Estimators for the linear regression model based on winsorized observations Statistica Sinica 2001 A
Modelling correlated zero-inflated count data Australian and New Zealand Journal of Statistics 2001 A
Models for zero-inflated count data using the Neyman type A distribution Statistical Modelling 2001 B
Robust estimation for finite populations based on a working model Journal of the Royal Statistical Society, Series B (Statistical Methodology) 2001 A*
Robust fitting of the binomial model Annals of Statistics 2001 A*
Likelihood inference for small variance components Canadian Journal of Statistics 2000 A
Nonparametric function estimation of the relationship between two repeatedly measured variables Statistica Sinica 2000 A
Reference Bands for Nonparametrically Estimated Link Functions Journal of Computational and Graphical Statistics 1999 A*
Bias-calibrated estimation from sample surveys containing outliers Journal of the Royal Statistical Society, Series B (Statistical Methodology) 1998 A*
Local estimating equations Journal of the American Statistical Association 1998 A*
Robust confidence intervals for regression parameters Australian and New Zealand Journal of Statistics 1998 A
Approaches to robust estimation in the simplest variance components model Journal of Statistical Planning and Inference 1997 A
The emperor's new clothes: A critique of the multivariate t regression model Statistica Neerlandica 1997 A
Covariate screening in mixed linear models Journal of Multivariate Analysis 1996 A
Robust estimation of smooth regression and spread functions and their derivatives Statistica Sinica 1996 A
Adaptive choice of trimming proportions Annals of the Institute of Statistical Mathematics 1994 A
Fitting heteroscedastic regression models Journal of the American Statistical Association 1994 A*
Momentary lapses: Moment expansions and the robustness of minimum distance estimation Econometric Theory 1994 A*
Comment Journal of the American Statistical Association 1993 A*
Exactly what is being modelled by the systematic component in a heteroscedastic linear regression Statistics & Probability Letters 1992 B
Normal approximation in regression Journal of Multivariate Analysis 1991 A
A note on the statistical properties of the secant algorithm for calculating rank estimators Computational Statistics and Data Analysis 1990 A
Asymptotic relations between L- and M-estimators in the linear model Annals of the Institute of Statistical Mathematics 1990 A
Robust L estimation of scale with an application in astronomy Journal of the American Statistical Association 1990 A*
Testing for exponential and marshall-olkin distributions Journal of Statistical Planning and Inference 1989 A
Asymptotically efficient estimation of the sparsity function at a point Statistics & Probability Letters 1988 B
Mallows-type bounded-influence-regression trimmed means Journal of the American Statistical Association 1988 A*
Multivariate functional least squares Journal of Multivariate Analysis 1988 A
Implementing empirical characteristic function procedures Statistics & Probability Letters 1986 B
Robust estimation of regression models with dependent regressors: The functional least squares approach Econometric Theory 1986 A*
An angular approach for linear data Biometrika 1985 A*
Limit theorems for the median deviation Annals of the Institute of Statistical Mathematics 1985 A
A note on scale estimates based on the empirical characteristic function and their application to test for normality Statistics & Probability Letters 1984 B
'A test for normality based on the empirical characteristic function' Biometrika 1984 A*
A test for normality based on the empirical characteristic function Biometrika 1983 A*
ROBUST ESTIMATION OF AUTOREGRESSIVE PROCESSES BY FUNCTIONAL LEAST SQUARES. Journal of Applied Probability 1983 A