"High Dimensional Portfolio Risk Estimation."

Roy E. Welsch, G. Lauprete and A. Samarov. In Bulletin of the International Statistical Institute, The Hague, The Netherlands : December 2003.

"Collinearity Diagnostics: VIF’s Revisited."

Roy E. Welsch, E. Newton and A. Venetoulias. In Proceedings in Computational Statistics COMPSTAT 2002, edited by B. Ronz and W. Hardle. Heidelberg, Germany: August 2002.

"Multivariate Statistical Process Control and Signature Analysis Using Eigenfactor Detection Methods."

Kuang-Han Chen, Duane S. Boning and Roy E. Welsch. In Proceedings of the 33rd Symposium on the Interface: Computing Science and Statistics, edited by Amy Braverman, Arnold Goodman, Edward Wegman, and Padhraic Smyth. Fairfax Station, VA: June 2002.

"Robust Portfolio Optimization."

Lauprete, G., A. Samarov and Roy E. Welsch. Metrika Vol. 55, No. 1 (2002): 139-149.

"Cross-validated Regression Estimation."

Welsch, Roy E. Bulletin of the International Statistical Institute Vol. 53, (2001): 223-224.

"The Use of Machine Check Architecture (MCA) to Perform Reliability Studies on Servers."

Kurt Johnson, Jeff Demain, Shubha Prakashan, Roy E. Welsch and Alexander Samarov. In Proceedings of the 2001 American Statistical Association Quality and Productivity Research Conference, Alexandria, VA: December 2001.

Load More