Paul Shaman Faculty Profile

Paul Shaman
Professor of Statistics

PhD, Columbia University, 1966; MA, Columbia University, 1964; AB, Dartmouth College, 1961

Research Areas
Time series analysis; missing data problems; nonlinear modeling; Bayesian estimation; biostatistics; inversion of Toeplitz matrices

Recent Consulting
Expert witness, probability analysis, U.S. Postal Service and State of New Jersey, 1993-94; Expert witness, statistical analysis, Sprague and Sprague, Philadelphia, 1994; Expert witness, statistical analysis, Duane, Morris & Heckscher, Philadelphia, 1995-97

Current Projects
Current research deals with bias in time series estimation problems and higher-order spectral properties of nonlinear time series models, especially bilinear models.

Academic Positions Held
Wharton: 1977-present (Chairperson, Statistics Department, 1990-2002). Previous appointments: Carnegie Mellon University, Stanford University, New York University

Other Positions
Program Director for Statistics and Probability, National Science Foundation, 1984-85

Representative Publications
(with R.A. Stine)
"The Bias of Autoregressive Coefficient Estimators." Journal of the American Statistical Association 83.3 (September 1988).

(with R.A. Stine)
"A Fixed Point Characterization of Bias for Autoregressive Estimators." The Annals of Statistics 17.3 (September 1989).

(with P. Zhang)
"Assessing Prediction Error in Autoregressive Models." Transactions of the American Mathematical Society 347.2 (February 1995).