Home page

Journal Articles

  1. Fisher, Thomas J., Sun, Xiaoqian, Gallagher, Colin M.,
    A New Test for Sphericity of the Covariance Matrix for High Dimensional Data,
    Journal of Multivariate Analysis, Vol. 101, No. 10, Nov. 2010, 2554-2570.
  2. Fisher, Thomas J., Sun, Xiaoqian,
    Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix,
    Computational Statistics and Data Analysis, Vol. 55, No. 5., May 2011, 1909-1918.
  3. Piccirillo, Sarah, Wang, Hsiao-Lin, Fisher, Thomas J. and Honigberg, Saul M.,
    GAL1-SceI directed site-specific genomic (gsSSG) mutagenesis: a method for precisely targeting point mutations in S. cerevisiae,
    BMC Biotechnology, 11:120, Dec. 2011.
  4. Fisher, Thomas J.,
    On Testing for an Identity Covariance Matrix when the Dimensionality Equals or Exceeds the Sample Size,
    Journal of Statistical Planning and Inference, Vol. 142, Issue 1, Jan. 2012, Pages 312–326.
  5. Fisher, Thomas J., Gallagher, Colin M.,
    New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing,
    Journal of the American Statistical Association, Vol. 107, Issue 498, 2012, Pages 777-787.
  6. Cui, Yunwei, Fisher, Thomas J., Wu, Rongning,
    Diagnostic tests for non-causal time series with infinite variance,
    Journal of Statistical Planning and Inference, Vol. 147, April 2014, Pages 117-131.
  7. Gallagher, Colin M., Fisher, Thomas J.
    On Weighted Portmanteau Tests for Time Series Goodness-of-fit
    Journal of Time Series Analysis, Vol. 36, Issue 1, January 2015, Pages 67-83.
  8. Gallagher, Colin M., Fisher, Thomas J., Shen, Jie,
    A Cauchy estimator test for autocorrelation,
    Journal of Statistical Computation and Simulation, Vol. 85, Issue 6, April 2015, Pages 1264-1276.
  9. Robbins, Michael W., Fisher, Thomas J.
    Cross-Correlation Matrices for Tests of Independence and Causality between Two Multivariate Time Series
    Journal of Business and Economic Statistics, Vol. 33, Issue 4, October 2015, Pages 459-473.
  10. Fisher, Thomas J., Bailer A. John
    Who, what when and how: Changing the Undergraduate Statistics Curriculum; A discussion on 'Mere Renovation is too little too late' by George Cobb
    The American Statistician, Vol. 69, Issue 4, November 2015.
  11. Fisher, Thomas J., Robbins, Michael W.
    An improved measure for lack of fit in time series models,
    Statistica Sinica, Preprint May 2017.

Other Publications

  1. Fisher, Thomas J.,
    Testing Adequacy of ARMA Models using a Weighted Portmanteau Test on the Residual Autocorrelations,
    Contributed Paper to SAS Global Forum 2011, 327-2011, 5 April 2011.
  2. Fisher, Thomas J.,
    Weighted Portmanteau Tests Revisited: Detecting Heteroscedasticity, Fitting Nonlinear and Multivariate Time Series,
    Invited Paper to SAS Global Forum 2012, 338-2012, 24 April 2012.
  3. Fisher, Thomas J.,
    WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-fit
    R Package based on Fisher and Gallagher (2012)
  4. Fisher, Thomas J.,
    A Review of: “Practical Multivariate Analysis, Fifth Edition, by A. Afifi, S. May, and V. A. Clark”,
    Journal of Biopharmaceutical Statistics, Vol. 22, Issue 6, 2012, Pages 1280-1283.
  5. Gallagher, Colin M., Fisher, Thomas J.,
    A Comparison of Various Weighted Portmanteau Tests for Time Series Goodness-of-fit,
    Technical Report, Clemson University Technical Reports, 2013.

Major Thesis Work

Home page