| 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. (2024). Change-point Detection in a Tensor Regression Model. TEST, vol. 33, 609--630. |
| 51. Nkurunziza, S., and Li, Y. E. (2024). Improved Estimation in Multivariate Regression with Measurement Error. Journal of Statistical Computation and Simulation, vol. 94 (8), 1691--1714. |
| 50. Ghannam, M., and Nkurunziza, S. (2023). Tensor Stein-rules in a Generalized Tensor Regression Model. Journal of Multivariate Analysis, vol. 198, 1--20. |
| 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. |
| Editorial Work |
| Associate Editor: Journal of Multivariate Analysis Journal of Multivariate Analysis |
| 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 |
