Stat 548, H Joe

Helpful tips for math writing and LaTeX typesetting

Examples of bad notation and typesetting in TeX. Please have a look at this; I see many LaTeX errors in thesis proposals, theses and manuscripts that I review for journals
the LaTeX file that produced the above pdf file; please note the style of writing LaTeX that makes for easier editing.

Stat 548, H. Joe

The themes in the list below are modern multivariate and time series analysis.

Geenens, Charpentier and Paindaveine (2017). Probit transformation for nonparametric kernel estimation of the copula density. Bernoulli 23(3), 1848-1873.
(download paper as pdf) https://doi.org/10.3150/15-BEJ798

Palacios-Rodrı́guez, Toulemonde, Carreau and Opitz (2020). Generalized Pareto processes for simulating space-time extreme events: an application to precipitation reanalyses. Stochastic Environmental Research and Risk Assessment 34:2033-2052.
(download paper as pdf) https://doi.org/10.1007/s00477-020-01895-w

Nikoloulopoulos (2016). Efficient estimation of high-dimensional multivariate normal copula models with discrete spatial responses. Stochastic Environmental Research and Risk Assessment, 30(2):493-505, 2016.
(download paper as pdf) https://doi.org/10.1007/s00477-015-1060-2

Scotto, Weiss, Silva, Pereira (2014). Bivariate binomial autoregressive models. Journal of Multivariate Analysis 125, 233-251.
(download paper as pdf) https://doi.org/10.1016/j.jmva.2013.12.014

Rootzen, Segers, Wadsworth (2018). Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. Journal of Multivariate Analysis 165, 117-131.
(download paper as pdf) https://doi.org/10.1016/j.jmva.2017.12.003

Otneim and Tjostheim (2017). The locally Gaussian density estimator for multivariate data. Stat Comput 27:1595-1616.
(download paper as pdf) https://doi.org/10.1007/s11222-016-9706-6

Trapin (2018). Can Volatility Models Explain Extreme Events? Journal of Financial Econometrics, Vol. 16, No. 2, 297-315.
(download paper as pdf) https://doi.org/10.1093/jjfinec/nbx031

Xia and Li (2021). Copula-based partial correlation screening: a joint and robust approach Statistica Sinica 31, 421-447.
(download paper as pdf) https://doi.org/10.5705/ss.202018.0219

Motivational note

Note that it is to your advantage to learn to critically read research papers early in a PhD program, and then proceed to doing research and writing/submitting/publishing research manuscripts. Chances of getting a fellowship/scholarship and getting an academic position after a PhD program, increase a lot if you have submitted papers during your PhD studies.

See also Statistical Research: Some Advice for Beginners, an article by Hamada and Sitter, American Statistician, May 2004, v 58, 93-101.

Manage your time well and develop professional skills (e.g., communication, research, computer, teaching/presentation) to enhance your job opportunities. See the IMS new researchers guide

How to read the statistical methods literature: a guide for students , an article by James Murphy, American Statistician, May 1997, v 51, 155-157.

Another useful article if you are looking ahead: How to Get a Job in Academics, by EA Stasny, American Statistician, Feb 2001, v 55, 35-40.