A complete list with all types of publications can be found at DiVa - Linköping University.

## Article in journal (Refereed)

1. Ngaruye, I., von Rosen, D. and Singull, M. (2018). Small area estimation with missing data using a multivariate linear random effects model. Accepted for publication in Japanese Journal of Statistics and Data Science.
2. Ngaruye, I., von Rosen, D. and Singull, M. (2018). Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data. Accepted for publication in Communications in Statistics - Theory and Methods.
3. Evarest, E., Berntsson, F., Singull, M. and Yang, X. (2018). Weather Derivatives Pricing Using Regime Switching Model. Accepted for publication in Monte Carlo Methods and Applications.
4. John, M. A., Larsson, T., Singull, M. and Mushi, A. (2017). Projecting Tanzania Pension Fund System. African Journal of Applied Statistics 4(1):193-218.
5. Evarest, E., Berntsson, F., Singull, M. and Charles, W. (2017). Regime switching models on temperature dynamics. International Journal of Applied Mathematics and Statistics 56(2):19-36.
6. Habyarimana, C., Singull, M. and Nzabanita, J. (2017). Estimation of Parameters in the Growth Curve Model with a Linearly Structured Covariance Matrix - A Simulation Study. International Journal of Scientific Engineering and Technology 6(1):45-49.
7. Pielaszkiewicz, J. and von Rosen, D. and Singull, M. (2017). On $E\big[\prod_{i=0}^k tr\{W^{m_i}\} \big]$, where $W\sim\mathcal{W}_p(I,n)$. Communications in Statistics - Theory and Methods 46(6):2990-3005.
8. Srivastava, M. S. and Singull, M. (2017). Test for the mean matrix in a Growth Curve model for high dimensions. Communications in Statistics - Theory and Methods 46(13):6668-6683.
9. Srivastava, M. S. and Singull, M. (2017). Testing sphericity and intraclass covariance structures under a Growth Curve model in high dimension. Communications in Statistics - Simulation and Computation 46(7):5740-5751.
10. Ngaruye, I., von Rosen, D. and Singull, M. (2016). Crop yield estimation at district level for agricultural seasons 2014 in Rwanda. African Journal of Applied Statistics 3(1):69-90.
11. Ngaruye, I., Nzabanita, J., von Rosen, D. and Singull, M. (2016). Small Area Estimation under a multivariate linear model for repeated measures Data. Communications in Statistics - Theory and Methods 46(21):10835-10850.
12. Nzabanita, J., von Rosen, D. and Singull, M. (2015). Bilinear regression model with Kronecker and linear structures for the covariance matrix. Afrika Statistika 10(2):827-837.
13. Nzabanita, J. and von Rosen, D. and Singull, M. (2015). Extended GMANOVA model with a linearly structured covariance matrix. Mathematical Methods of Statistics 24(4):280-291.
14. Karlsson, E. and Singull, M. (2015). More on explicit estimators for a banded covariance matrix. Acta et Commentationes Universitatis Tartuensis de Mathematica 19(1):49-62.
15. Pielaszkiewicz, J., von Rosen, D. and Singull, M. (2014). Cumulant-moment relation in free probability theory. Acta et Commentationes Universitatis Tartuensis de Mathematica 18(2):265-278.
16. Ohlson, M., Ahmad, M. R. and von Rosen, D. (2013). The multilinear normal distribution: introduction and some basic properties. Journal of Multivariate Analysis 113:37-47.
17. Ahmad, M. R. and von Rosen, D. and Singull, M. (2013). A note on mean testing for high dimensional multivariate data under non-normality. Statistica Neerlandica 67(1):81-99.
18. Srivastava, M. S. and Singull, M. (2012). Profile analysis with random-effects covariance structure. Journal of the Japan Statistical Society 42(2):145-164.
19. Nzabanita, J., von Rosen, D. and Singull, M. (2012). Estimation of parameters in the extended Growth Curve model with linearly structured covariance matrix. Acta et Commentationes Universitatis Tartuensis de Mathematica 16(1):13 - 32.
20. Singull, M. and Koski, T. (2012). On the distribution of matrix quadratic forms. Communications in Statistics - Theory and Methods 41(18):3403 - 3415.
21. Singull, M., Ahmad, M. R. and von Rosen, D. (2012). More on the Kronecker structured covariance matrix. Communications in Statistics - Theory and Methods 41(13-14):2512 - 2523.
22. Ohlson, M., Andrushchenko, Z. and von Rosen, D. (2011). Explicit estimators under m-dependence for a multivariate normal distribution. Annals of the Institute of Statistical Mathematics 63(1):29-42.
23. Ohlson, M. and Srivastava, M. S. (2010). Profile analysis for a Growth Curve model. Journal of the Japan Statistical Society 40(1):1-21.
24. Ohlson, M. and von Rosen, D. (2010). Explicit Estimators of Parameters in the Growth Curve model with linearly structured covariance matrices. Journal of Multivariate Analysis 101(5):1284-1295.

## Conference Papers

#### Refereed

1. Pielaszkiewicz J., von Rosen D., and Singull M. (2017). Testing Independence via Spectral Moments. In: Bebiano N. (eds) Applied and Computational Matrix Analysis. MAT-TRIAD 2015. Springer Proceedings in Mathematics & Statistics, vol 192. Springer, Cham.

#### Non-refereed

1. Berntsson, F., and Singull, M. (2016). More on explicit estimators of covariance matrices with linear structure. Proceedings for 3rd EAUMP Conference - Advances in Mathematics and its Applications, Makerere University, Kampala, Uganda.

## Working manuscripts (pre-prints available upon request)

#### Submitted

• Pielaszkiewicz, J., von Rosen, D. and Singull, M. (2018). On n/p-asymptotic distribution of vector of weighted traces of powers of Wishart matrices. Submitted February 2018 to Special Issue of ELA - Electronic Journal of Linear Algebra.
• Coelho, C. A. and Singull, M. (2017). Testing for double complete symmetry. Submitted May 2017.

#### Working papers

• with Nzabanita, J. and von Rosen, D. (--). Maximum likelihood estimation in the tensor normal model with a structured mean.
• with Klein, D. and Zezula, I. (--). Estimators of serial covariance parameters in multivariate linear models.
• with Klein, D. (--). Block T^2-test for testing the mean in a multivariate normal distribution.
• with Fonseca, M. (--). Growth curve model with orthogonal covariance structure.

## Thesis

Page responsible: martin.singull@liu.se
Last updated: 2018-05-02