Prof Mervyn Silvapulle - Researcher Profile

Biography

Mervyn works in the Faculty of Business & Economics at Monash University as a Professor.

Qualifications

PHD - DOCTORATE BY RESEARCH

Institution: Australian National University

Year awarded: 1982

STATISTICS - DOCTORATE BY RESEARCH

Institution: Australian National University

Year awarded: 1982

Publications

Books

Silvapulle, M.J., Sen, P.K., 2005, Constrained statistical inference: Inequality, order and shape restrictions, John Wiley & Sons Ltd, Hoboken NJ USA.

Book Chapters

Nobre, J.S., Singer, J.M., Silvapulle, M.J., 2008, U-tests for variance components in one-way random effects models, in Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen, eds N. Balakrishnan, Edsel A. Pena and Mervyn J. Silvapulle, Institute of Mathematical Statistics, Beachwood OH USA, pp. 197-210.

Journal Articles

Litvinova, S., Silvapulle, M.J., 2012, A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions, Journal of Statistical Planning and Inference [P], vol 142, issue 6, Elsevier BV, Amsterdam Netherlands, pp. 1506-1515.

Kuiper, R.M., Hoijtink, H., Silvapulle, M.J., 2012, Generalization of the order-restricted information criterion for multivariate normal linear models, Journal of Statistical Planning and Inference [P], vol 142, issue 8, Elsevier BV, Amsterdam Netherlands, pp. 2454-2463.

Koul, H., Perera, I., Silvapulle, M.J., 2012, Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models, Econometric Theory [P], vol 28, issue 6, Cambridge University Press, Cambridge UK, pp. 1283-1312.

Kuiper, R., Hoijtink, H., Silvapulle, M., 2011, An Akaike-type information criterion for model selection under inequality constraints, Biometrika [P], vol 98, issue 2, Oxford University Press, Oxford UK, pp. 495-501.

Ranasinghe, K., Silvapulle, M., 2011, Estimation under inequality constraints: Semiparametric estimation of conditional duration models, Econometric Reviews [P], vol 30, issue 4, Taylor and Francis Inc, Philadelphia PA USA, pp. 359-378.

Kim, G., Silvapulle, M.J., Silvapulle, P., 2008, Estimating the error distribution in multivariate heteroscedastic time-series models, Journal of Statistical Planning and Inference, vol 138, issue 5, Elsevier BV, North-Holland, Netherlands, pp. 1442-1458.

Kim, G., Silvapulle, M.J., Silvapulle, P., 2008, Estimating the error distribution in multivariate heteroscedastic time-series models, Journal of Statistical Planning and Inference, vol 138, issue 1, Elsevier BV, North-Holland, Netherlands, pp. 1442-1458.

Kim, G., Silvapulle, M.J., Silvapulle, P., 2007, Comparison of semiparametric and parametric methods for estimating copulas, Computational Statistics & Data Analysis, vol 51, issue 6, Elsevier BV, North-Holland, Netherlands, pp. 2836-2850.

Hendrie, J., Sammartino, L.P., Silvapulle, M.J., Braitberg, G., 2007, Experience in adverse events detection in an emergency department: Incidence and outcome of events, Emergency Medicine Australasia, vol 19, issue 1, Wiley-Blackwell Publishing Asia, Richmond Vic Australia, pp. 16-24.

Hendrie, J., Sammartino, L.P., Silvapulle, M.J., Braitberg, G., 2007, Experience in adverse events detection in an emergency department: Nature of events, Emergency Medicine Australasia, vol 19, issue 1, Wiley-Blackwell Publishing Asia, Richmond Vic Australia, pp. 9-15.

Kim, G., Silvapulle, M.J., Silvapulle, P., 2007, Semiparametric estimation of the error distribution in multivariate regression using copulas, Australian and New Zealand Journal of Statistics, vol 49, issue 3, Blackwell Publishing Asia, Australia, pp. 321-336.

Chen, L.Y., Price, T.V., Silvapulle, M.J., 2005, Dark leaf spot (Alternaria brassicicola) on Chinese cabbage: Spatial patterns, Australian Journal of Agricultural Research, vol 56, issue 7, CSIRO Publishing, Collingwood Vic Australia, pp. 699-714.

Silvapulle, P., Moosa, I.A., Silvapulle, M.J., 2004, Asymmetry in Okun's law, Canadian Journal of Economics, vol 37, issue 2, Blackwell Publishing, Inc., USA, pp. 353-374.

Moosa, I.A., Silvapulle, P., Silvapulle, M., 2003, Testing for temporal asymmetry in the price-volume relationship, Bulletin of Economic Research, vol 55, issue 4, Blackwell Publishing Ltd, UK, pp. 373-389.

Sen, P.K., Silvapulle, M.J., 2002, An appraisal of some aspects of statistical inference under inequality constraints, Journal of Statistical Planning and Inference, vol 107, issue 1-2, Elsevier BV, North-Holland, Netherlands, pp. 3-43.

Beg, A.B., Silvapulle, M., Silvapulle, P., 2002, Robust tests against smooth transition autoregressive models, Journal of Statistical Computation and Simulation, vol 72, issue 2, Taylor and Francis, UK, pp. 167-178.

Silvapulle, M., Silvapulle, P., Basawa, I.V., 2002, Tests against inequality contraints in semiparametric models, Journal of Statistical Planning and Inference, vol 107, Elsevier Science, Netherland, pp. 307-320.

Moosa, I.A., Silvapulle, P., Silvapulle, M., 2001, Is the interest rate-inflation relationship asymmetric?, Journal of Economic Research, vol 6, issue 2, Asia Pacific Economic Association, Korea, pp. 127-142.

Beg, A.B., Silvapulle, M., Silvapulle, P., 2001, Tests against inequality constraints when some nuisance parameters are present only under the alternative: Test of ARCH, Journal of Business and Economic Statistics, vol 19, issue 2, American Statistical Association, USA, pp. 245-253.

Silvapulle, M.J., 2001, Tests against qualitative interaction: Exact critical values and robust tests, Biometrics, vol 57, issue 4, Blackwell Publishing Ltd, UK, pp. 1157-1165.

Silvapulle, P., Silvapulle, M., Soupourzis, M., 2000, Business cycle asymmetry and the stock market in Japan, Keio Economic Studies, vol 37 issue 1, Keio Economic Society, Tokyo Japan, pp. 1-12.

Postgraduate Research Supervisions

Current Supervision

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Estimation of the tail of the error distribution in multivariate regression.

Supervisors:

Silvapulle, M (Main).

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Quantile regression of spatial panel data models.

Supervisors:

Gao, J (Main), Sarafidis, V (Associate), Silvapulle, M (Associate).

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Statistical Inference Based on Discrete Panel Data Models.

Supervisors:

Silvapulle, M (Main), Panagiotelis, A (Associate).

Completed Supervision

Student:

Kim, G.

Program of Study:

Semiparametric estimation of copula parameters. (PHD) 2008.

Supervisors:

Silvapulle, M (Main), Silvapulle, P (Associate).

Student:

Litvinova, S.

Program of Study:

Inference for multivariate extreme value distributions: test of independence and estimation of tail dependence. (Masters) 2009.

Supervisors:

Silvapulle, M (Main).

Student:

Perera, B.

Program of Study:

Statistical inference for autoregressive conditional duration models. (PHD) 2011.

Supervisors:

Silvapulle, M (Main).

Student:

Rakshit, S.

Program of Study:

Comparison of nonparametric Lorenz curves and regression functions under inequality constraints. (PHD) 2011.

Supervisors:

Silvapulle, M (Main).

Student:

Ranasinghe Arachchige, K.

Program of Study:

New approaches for statistical inference in duration models. (PHD) 2010.

Supervisors:

Silvapulle, M (Main), Forchini, G (Associate).