University of Windsor, Department of Mathematics and Statistics
401 Sunset Avenue, Windsor, Ontario N9B 3P4

PUBLISHED ARTICLES (IN REFEREED JOURNALS)
53. Lyu, Y., and Nkurunziza, S. (2024). Inference in Generalized Exponential OU Processes with Change-point. Statistical Inference for Stochastic Processes, vol. 27, 63--102.
52. Ghannam, M., and Nkurunziza, S. (2023). Change-point Detection in a Tensor Regression Model. TEST (Accepted).
51. Nkurunziza, S., and Li, Y. E. (2023). Improved Estimation in Multivariate Regression with Measurement Error. Journal of Statistical Computation and Simulation (Accepted).
50. Ghannam, M., and Nkurunziza, S. (2023). Tensor Stein-rules in a Generalized Tensor Regression Model. Journal of Multivariate Analysis (Accepted).
49. Nkurunziza, S. (2023). Corrigendum: A note on Liu-type shrinkage estimations in linear models (Statistics 56, 396--420). Statistics, vol. 57 (4), 761--763.
48. Lyu, Y., and Nkurunziza, S. (2023). Inference in Generalized Exponential O-U Processes. Statistical Inference for Stochastic Processes, Vol. 26, 581--618.
47. Nkurunziza, S. (2023). Correction to: On efficiency of some restricted estimators in a multivariate regression model. Statistical Papers, vol. 64, 365.
46. Nkurunziza, S. (2023). On efficiency of some restricted estimators in a multivariate regression model. Statistical Papers, vol. 64, 617--642.
45. Nkurunziza, S. (2023). Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points. Sankhya A, vol. 85, 351--400.
44. Ghannam, M., and Nkurunziza, S. (2022). The risk of tensor Stein-rules in elliptically contoured distributions. Statistics, vol. 56 (2), 421--454.
43. Ghannam, M., and Nkurunziza, S. (2022). Improved estimation in tensor regression with multiple change-points. Electronic Journal of Statistics, vol. 16 (2), 4162--4221.
42. Nkurunziza, S. (2021). Inference problem in generalized fractional Ornstein-Uhlenbeck Processes with Change-Point. Bernoulli Journal, vol. 27 (1) 107--134.
41. Nkurunziza, S., and Shen, L. (2020). Inference in a multivariate generalized mean-reverting process with a change-point. Statistical Inference for Stochastic Processes, vol. 23, 199--226.
40. Chen, F., Mamon, R., and Nkurunziza, S. (2020). Inference for a change-point problem under an Ornstein-Uhlenbeck setting with unequal and unknown volatilities. The Canadian Journal of Statistics, vol. 48 (1), 62--78.
39. Nkurunziza, S., and Fu, K. (2019). Improved inference in generalized mean-reverting processes with multiple change-points. Electronic Journal of Statistics, vol. 13 (1), 1400--1442.
38. Chernoukhov, A, Hussein, A., Nkurunziza, S., and Bandyopadhyay, D. (2018). Bayesian inference in time-varying additive hazards models with applications to disease mapping. Environmetrics (Special Issue), vol. 29 (e2478), 1--10.
37. Nkurunziza, S., and Zhang, P. P. (2018). Estimation and testing in generalized mean-reverting processes with change-point. Statistical Inference for Stochastic Processes, vol. 21, 1, 191--215.
36. Chen, F., Mamon, R., and Nkurunziza, S. (2018). Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting. Annals of the Institute of Statistical Mathematics, vol. 70, 4, 807--853.
35. Chen, F., and Nkurunziza, S. (2017). On Estimation of the Change-points in Multivariate Regression Model with Structural Changes. Communications in Statistics - Theory and Methods, vol. 46, 14, 7157--7173.
34. Chen, F., and Nkurunziza, S. (2016). A class of Stein-rules in multivariate regression model with structural changes. Scandinavian Journal of Statistics, vol. 43, 1, 83--102.
33. Nkurunziza, S., Al-Momani, M., and Lin, E. Y. Y. (2016). Shrinkage and LASSO Strategies in high dimensional Heteroscedastic models. Communications in Statistics – Theory and Methods, vol. 45, 15, 4454--4470.
32. Chen, F., and Nkurunziza, S. (2015). Optimal method in Multiple Regression with Structural Changes. Bernoulli Journal, vol. 21, 4, 2217--2241
31. Nkurunziza, S., and Hussein, A. (2015). Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes. Communications in Statistics-Theory and Methods, vol. 44, 8, 1580--1591
30. Hussein, A. A., Nkurunziza, S.,and Tomanelli, K.(2014). Nonparametric Shrinkage estimation for Aalen's additive hazards model. Australian & New Zealand Journal of Statistics, vol. 56, 1, 15-26.
29. Chen, F, and Nkurunziza, S. (2014). Constrained Inference in Multiple Regression with Structural Changes. Statistics & Risk Modeling (formerly Statistics & Decisions) vol. 31, 3-4, 237--257.
28. Nkurunziza, S., and Chen, F. (2013). On extension of some identities for the bias and risk functions in elliptically contoured distributions. Journal of Multivariate Analysis, vol. 122, 190–201.
27. Nkurunziza, S. (2013). Extension of Some Important Identities in Shrinkage-Pretest Strategies. Metrika, vol. 76, 937–947.
26. Nkurunziza, S. (2013). Preliminary Test and Estimation In Some Multi-factor diffusion processes. Sankhya Series A, vol. 75, 2, 211-230.
25. Nkurunziza, S. (2013). The bias and risk functions of some Stein-rules in elliptically contoured distributions. Mathematical Methods of Statistics, vol. 22, 1, 70-82.
24. Chen, F., Nkurunziza, S. (2013). Generalized inference for the common location parameter of several location-scale families. Journal of Probability and Statistical Science, vol. 11, 1, 79-95.
23. Nkurunziza, S. (2012). Generalized Stein-Rule for drift parameter in diffusion processes. Annales de l’I.S.U.P., vol. 56, 1, 41-59.
22. Nkurunziza, S. (2012). Shrinkage Strategies In Some Multiple Multi-factor Dynamical Systems. ESAIM: Probability and Statistics, vol. 16, 139-150.
21. Nkurunziza, S. (2012).The Risk of Pre-Test and Shrinkage Estimators. Statistics: A Journal of Theoretical and Applied Statistics, vol. 46, 3, 305-312.
20. Nkurunziza, S. (2012). A simple formula for asymptotic distributional risk of some estimators. Brazilian Journal of Probability and Statistics (BJPS), vol. 26, 2, 113-122.
19. Nkurunziza, S. (2012). Constrained Estimation And Some Useful Results In Several Multivariate Models. Statistical Methodology, vol. 9, 3, 353-363.
18. Nkurunziza, S., and Ahmed, S. E., (2011). Estimation Strategies for the Regression Coefficient Parameter Matrix in Multivariate Multiple Regression. Statistica Neerlandica, vol. 65, 4, 387-406.
17. Nkurunziza, S., and Chen, F. (2011). Generalized confidence interval and p-value in location and scale family. Sankhya Series B, vol. 3, 218–240.
16. Nkurunziza, S., and Chen, F. (2011). Equivariance And Generalized Inference In Two-sample Location-Scale Families. Journal of Probability and Statistics, vol. 2011, 474826, 1-16.
15. Nkurunziza, S. (2011). Shrinkage Strategy In Stratified Random Sample Subject To Measurement Error. Statistics and Probability Letters, vol. 81, 2, 317-325.
14. Nkurunziza, S., and Ahmed, S. E. (2010). Shrinkage Drift Parameter Estimation for Multi-factor Ornstein-Uhlenbeck Processes. Applied Stochastic Models in Business and Industry, vol. 26, 2, 103-124.
13. Ahmed, S. E., Hussein, A., and Nkurunziza, S. (2010). Robust Inference Strategy in the Presence of Measurements Error. Statistics and Probability Letters (SPL), vol. 80, 726-732.
12. Nkurunziza, S. (2010). Testing Concerning the Homogeneity of Some Predator-Prey Populations. Journal of Statistical Planning and Inference (JSPI), vol. 140, 323-333.
11. Ahmed, S. E., Nkurunziza, S. (2010).Estimating and Pretesting In Some Multidimensional Interest Rates Models. Invited paper, Journal of Statistical Research (JSR), vol. 44, 2, 243-266
10. Nkurunziza, S., Froda, S., and Ahmed, S. E. (2010). The Most Powerful Test In Some Cyclic Predator-prey Populations. (Invited paper), Pakistan Journal of Statistics (PJS), vol. 26, No. 1, 281-292.
9. Nkurunziza, S., and Ahmed, S. E. (2009). Testing Conversion Efficiency for some Cyclic Predator-prey Populations. (Invited paper), International Journal of Statistical Sciences (IJSS), vol. 9 (Special Issue), 285-301.
8. Nkurunziza, S., and Ahmed, S. E. (2009). Inference Concerning the Conversion Efficiency for a Special Predator-prey System. Thailand Statistician, vol. 7,No. 2, 147-160.
7. Nkurunziza, S. (2009). Testing interaction in some predator-prey populations. Statistical papers, vol. 50, 527-551.
6. An, L., Nkurunziza, S., Fung, K., Y. Krewski, D., and Luginaah, I. (2009). Shrinkage estimation in general linear models. Computational Statistics and Data Analysis, vol. 53, 2537-2549.
5. Nkurunziza, S. (2009). Improvement in modelling and predicting some predator-prey populations. Journal of Statistics: Advances in Theory and Applications, vol. 2, No. 2, 159-184.
4. Nkurunziza, S. (2008). The likelihood ratio test for a special predator-prey system. Statistics: A Journal of Theoretical and Applied Statistics, vol. 42, No. 2, 149-166.
3. Froda, S. and Nkurunziza, S. (2007). Prediction of predator-prey populations modeled by perturbed ODEs. Journal of Mathematical Biology, vol. 54, 407-451.
2. Pathak, J., Nkurunziza, S. and Ahmed, S. E. (2007). General Theory of Cost Minimization Strategies of Continuous Audit of Databases. Journal of Accounting and Public Policy, vol. 26, No. 5, 621-633.
1. Ahmed, S. E., An, L. and Nkurunziza, S. (2006). Improving the estimation of eigenvectors under quadratic loss. Calcutta Statistical Association, vol. 58, 171-196.

Chapters in Books
1. Nkurunziza, S. (2020). Efficiently Combining data from various sources. In: Xu J., Ahmed S., Cooke F., Duca G. (eds), Proceedings of the Thirteenth International Conference on Management Science and Engineering Management, 198—210, 1001, Springer Nature Switzerland AG 2020, 2020, Editor(s) - J. Xu et al. (eds.), 978-3-030-21247-6.
2. Chen, F., Nkurunziza, S. (2012). Generalized Inference for the Difference between Two Means in Location-Scale Families. In Deloumeaux, Pierre; Gorzalka, Jose, D., Information Theory: New Research, Nova Science Publishers, Inc., Editor(s) - Pierre Deloumeaux, and Jose D. Gorzalka, 193-206.
3. Ahmed, S. E., Quadir, T., and Nkurunziza, S. (2011). Optimal Shrinkage Estimation. In Miodrag, Lovric, International Encyclopedia of Statistical Science, Springer-Verlag, Editor(s) - Miodrag Lovric, Part 15., vol. 1, 1025-1028.
4. Ahmed, S. E., Nkurunziza, S., and Liu, S. (2008). Improved Estimation Strategy in Multi-factor Vasicek Model. Statistical Inference, Econometric Analysis and Matrix Algebra:Festschrift in Honour of Götz Trenkler, Springer, 255-270.

Submitted and WORKING PAPERS
1. Faroushini,A., A., and Nkurunziza, S. (2023). Improved Gaussian Mean Matrix Estimators In High-Dimensional Data. Submitted; https://arxiv.org/abs/2311.14263
2. Lyu,Y., and Nkurunziza, S. (2023). Inference methods in time-varying linear diffusion processes. Submitted.
3. Lyu,Y., and Nkurunziza, S. (2023). Estimation and Testing in Generalized CIR Model. Submitted.

TECHNICAL REPORTS AND UNPUBLISHED PAPERS
1. Faroushani, A. A., and Nkurunziza, S. (2023). A Note on Improved Multivariate Normal Mean Estimation With Unknown Covariance When p Is Greater Than n https://arxiv.org/abs/2311.13140
2. Nkurunziza, S. (2023). A Note on Ridge-Type Pretest and Shrinkage Estimations in Partially Linear Models Completed.
3. Nkurunziza, S., and Wang, Y. (2017). On convergence of the sample correlation matrices in high-dimensional data. Completed.
4. Nkurunziza, S. (2014). A Note on Semiparametric Basis for Combining Estimation Problems under Quadratic Loss. Completed.

Related links and websites
Personnal website
Website of Mathematics and Statistics at The University of Windsor
Webstite of Faculty of Science at The University of Windsor



courriel: severien AT uwindsor DOT ca