My research interests lie in the fields of Linear Regression, Variable Selection, Prediction Interval and Bootstraps, and Machine Learning.

The goal of my recent research work is to develop methods for inference after variable selection. The regression model uses several predictor variables to predict a response variable. Variable selection attempts to choose a subset of the predictor variables without any important loss of information. A prediction interval gives an interval of reasonable values for a future value of the response variable given fixed values of the predictor variables.

I am interested in Actuarial science as well.

Publications

Under review and Work in Progress

  • “Large Sample Bootstrap Prediction Intervals for Variable Selection or Shrinkage Estimators” submitted, with Hasthika Rupasinghe.

  • “Bootstrap Prediction Regions for Multivariate Regression” Work in progress with Hasthika Rupasinghe.

Grants

Professional Exams