Selected Publications

1. Wong, F., Carter, C.K. and Kohn, R. (2003) “Efficient estimation of covariance selection models.” Biometrika, 90, 809-830.
2. Yau, P. and Kohn, R. (2003) “ Estimation and Variable Selection in Nonparametric Heteroscedastic Regression.” Statistics and Computing, 13, 191-208.
3. Kohn, R., Wood, S and Yau, P. (2003) Bayesian variable selection and model averaging in high dimensional multinomial nonparametric regression. Journal of Computational and Graphical Statistics, 12, 23-54.
4. Kohn, R., Shively, T., Smith, M. and Yau, P. (2002) “Estimating long-term trends in tropospheric ozone levels”. International Statistical Review, 70, 99-124.
5. Wood, S., Kohn, R. Shively, T. and Jiang, W. (2002) “Model selection in spline nonparametric Regression”. Journal of the Royal Statistical Society B, 64, 119-139.
6. Smith, M. and Kohn, R. (2002) “Parsimonious covariance matrix estimation for longitudinal data”, Journal of the American Statistical Association, 97, 1141-1153.
7. Nott, D., Dunsmuir, W., Kohn, R. and Woodcock, F. (2001) Statistical correction of a deterministic numerical weather prediction model, Journal of the American Statistical Association, 96, 794-804, 2001.
8. Kohn, R., Smith, M and Chan, D. (2001) Nonparametric regression using linear combinations of basis functions, Statistics and Computing, 11, 301-301.
9. Smith, M., Mathur, S., and Kohn, R. (2000), "Bayesian nonparametric regression-an exposition and application to print advertising", Journal of
   Business Research, 49(3), 229-244.
10. Kohn, R, Marron, S., and Yau, P. (2000), "Basis selection and basis averaging using wavelets", Statistica Sinica, 10, 109-128.
11. Shively, T, Allenby, G., and Kohn, R. (2000), "Identifying latent relationships in marketing: nonparametric estimation of binary latent regression",
    Marketing Science, 19, 149-162.
12. Gerlach, G., Carter, C.K. and Kohn, R. (2000), "Bayesian inference for dynamic mixture models", Journal of the American Statistical Association, 95, 819-828.
13. Kohn, R., and Smith, M. (2000) "Nonparametric seemingly unrelated regression", Journal of Econometrics, 98, 257-281.
14. Kohn, R., Schimek, M. and Smith, M. (2000) Spline and kernel regression for dependent data, Chapter 6, 135-158, in Smoothing and Regression
    Approaches, Computation and Estimation. Edited by Michael G. Schimek, John Wiley and Sons.
15. Kohn, R., Smith, M., and Yau, P. (2000) Nonparametric Bayesian bivariate surface estimation. Chapter 19, 545-580, in Smoothing and Regression
    Approaches, Computation and Estimation. Edited by Michael G. Schimek, John Wiley and Sons.
16. Gerlach, G., Carter, C.K. and Kohn, R. (1999), "Diagnostics for time series Analysis", Journal of Time Series Analysis, 20, 309-330.
17. Shively, T., Kohn, R., and Wood, S. (1999), "Model selection for additive nonparametric regression using data-based priors” (with discussion), Journal
    of the American Statistical Association, 94, 777-805.
18. Smith, M., Wong, C. and Kohn, R. (1998), "Additive Nonparametric Regression with Autocorrelated Errors", Journal of the Royal Statistical Society, Series B, 311-313.
19. Wood, S. and Kohn, R. (1998), "A Bayesian approach to robust nonparametric binary Regression", Journal of the American Statistical Association, 93, 203-213.

Current Grants

1. Bayesian inference for multivariate hierarchical regression models. Large ARC grant for 2004-2006.
2. Bayesian inference for nonparametric regression estimation using mixtures. Large ARC grant for 2003-2005 Joint with Dr Sally Wood.