Biography

Completed a PhD in Statistics at the department of Statistics, Athens University of Economics and Business, in 2007 under the supervision of Professor Dimitris Karlis. His PhD dissertation was ranked as excellent by world leading experts including the professors Harry Joe (British Columbia), and Roger B. Nelsen (Lewis & Clark College). After completing his PhD had two postdoctoral positions at Canada. Worked with Professor Christian Genest until the end of 2007 at the Laval University and then moved to the University of British Columbia to work with Professor Harry Joe until July 2008. After completing the post-docs had a lecturer position at Athens University of Economics and Business, lasting from November 2009 until August 2009. Has been appointed as a Lecturer (equivalent to Assistant Professor) in Statistics at the University of East Anglia in 2009 and in 2013 was promoted to Senior Lecturer (equivalent to Associate Professor).

Career History

  • 08/2013-present: Senior Lecturer (equivalent to Associate Professor) in Statistics | School of Computing Sciences, University of East Anglia
  • 09/2009-07/2013: Lecturer (equivalent to Assistant Professor) in Statistics | School of Computing Sciences, University of East Anglia
  • 11/2008-08/2009: Lecturer in Statistics | Department of Statistics, Athens University of Economics and Business
  • 01/2009-03/2009: Specialized Scientist in Biostatistics | Medical School, Cyprus University of Technology
  • 01/2008-08/2008: Post-Doctoral Fellow in Statistics | Department of Statistics, University of British Columbia | Supervisor: Prof. Harry Joe
  • 09/2007-12/2007: Post-Doctoral Fellow in Statistics | Départment de mathématiques et de statistique, Université Laval | Supervisor: Prof. Christian Genest
  • 09/2003-01/2004: Research Associate in Biostatistics | Department of Hygiene and Epidemiology, Athens University Medical School

Academic Background

  • 12/2003-8/2007: Ph.D. in Statistics | Department of Statistics, Athens University of Economics and Business | Thesis: Application of Copula Functions in Statistics | Supervisor: Prof. Dimitris Karlis | External Examiners: Prof. Harry Joe and Prof. Roger B. Nelsen 

  • 10/2000-5/2003: M.Sc. in Biostatistics | Co-organized by Department of Mathematics and Medical School, University of Athens and Department of Mathematics, University of Ioannina | Thesis: Short term effects of air pollution in asthma admissions: a meta-analysis | Supervisor: Prof. Klea Katsouyanni | Grade: 8.79/10, with honors

  • 10/1996-6/2000: B.Sc. in Mathematics | Department of Mathematics, University of Ioannina | Specialism: Statistics and Operational Research | Grade: 7.27/10 (1st place)

All Publications

<- Page 1 of 2 ->

Nikoloulopoulos, A. K.

(2017)

A vine copula mixed effect model for trivariate meta-analysis of diagnostic test accuracy studies accounting for disease prevalence,

in Statistical Methods in Medical Research

26

(5)

pp. 2270-2286

Full Text UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K.

(2017)

On composite likelihood in bivariate meta-analysis of diagnostic test accuracy studies,

in AStA Advances in Statistical Analysis

Full Text UEA Repository

(Article)

(E-pub ahead of print)


Nikoloulopoulos, A. K., Mentzakis, E.

(2017)

A copula-based model for multivariate ordinal panel data: application to well-being composition,

in ArXiv e-prints

arXiv:1604.05643v2

UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K.

(2017)

Weighted scores method for longitudinal ordinal data,

in ArXiv e-prints

arXiv:1510.07376v3

UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K.

(2016)

Hybrid copula mixed models for combining case-control and cohort studies in meta-analysis of diagnostic tests,

in Statistical Methods in Medical Research

Full Text UEA Repository

(Article)

(E-pub ahead of print)


Nikoloulopoulos, A. K.

(2016)

Correlation structure and variable selection in generalized estimating equations via composite likelihood information criteria,

in Statistics in Medicine

35

(14)

pp. 2377-2390

Full Text UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K.

(2016)

Comment on ‘A vine copula mixed effect model for trivariate meta-analysis of diagnostic test accuracy studies accounting for disease prevalence’,

in Statistical Methods in Medical Research

25

(2)

pp. 988–991

Full Text

(Comment/debate)

(Published)


Nikoloulopoulos, A. K.

(2016)

Efficient estimation of high-dimensional multivariate normal copula models with discrete spatial responses,

in Stochastic Environmental Research and Risk Assessment

30

(2)

pp. 493-505

Full Text UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K., Moffatt, P.

(2016)

Coupling couples with copulas: analysis of assortative mating,

in ArXiv e-prints

UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K.

(2015)

A mixed effect model for bivariate meta-analysis of diagnostic test accuracy studies using a copula representation of the random effects distribution,

in Statistics in Medicine

34

(29)

pp. 3842-3865

Full Text UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K., Joe, H.

(2015)

weightedScores: Weighted Scores Method for Regression Models with Dependent Data,

(Software)

(Published)


Nikoloulopoulos, A. K.

(2015)

CopulaREMADA: Copula Mixed Effect Models for Bivariate and Trivariate Meta-Analysis of Diagnostic Test Accuracy Studies,

(Software)

(Published)


Nikoloulopoulos, A. K., Joe, H.

(2015)

Factor copula models for item response data,

in Psychometrika

80

(1)

pp. 126-150

Full Text UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K.

(2013)

On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood,

in Journal of Statistical Planning and Inference

143

(11)

pp. 1923-1937

Full Text UEA Repository

(Article)

(Published)


Genest, C., Nikoloulopoulos, A. K., Rivest, L., Fortin, M.

(2013)

Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas,

in Brazilian Journal of Probability and Statistics

27

(3)

pp. 265-284

Full Text UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K.

(2013)

Copula-based models for multivariate discrete response data,

in Copulae in Mathematical and Quantitative Finance, Lecture Notes in Statistics : Proceedings of the Workshop Held in Cracow, 10-11 July 2012.

Springer-Verlag Berlin Heidelberg

pp. 231-249

Full Text UEA Repository

(Chapter)

(Published)


Nikoloulopoulos, A. K., Joe, H., Li, H.

(2012)

Vine copulas with asymmetric tail dependence and applications to financial return data,

in Computational Statistics and Data Analysis

56

(11)

pp. 3659-3673

Full Text UEA Repository

(Article)

(Published)


Nikoloulopoulos, A. K.

(2012)

Comment on "Two-dimensional toxic dose and multivariate logistic regression, with application to decompression sickness" by Li, J. and Wong, W.K.,

in Biostatistics

13

(1)

pp. 1-3

Full Text

(Letter)

(Published)


Nikoloulopoulos, A. K., Joe, H., Chaganty, N.

(2011)

Weighted scores method for regression models with dependent data,

in Biostatistics

12

(4)

pp. 653-665

Full Text UEA Repository

(Article)

(Published)


Joe, H., Li, H., Nikoloulopoulos, A. K.

(2010)

Tail dependence functions and vine copulas,

in Journal of Multivariate Analysis

101

(1)

pp. 252-270

Full Text UEA Repository

(Article)

(Published)


<- Page 1 of 2 ->

Key Research Interests

Dependence modeling, development of copula models and methods for non-normal multivariate/longitudinal response data, multivariate extreme value theory with tail dependence functions, composite likelihood, applications to biostatistics, psychometrics and quantitative risk management. 

Works/Citations/Reports

CRAN Packages by name

News 

  • His work on composite likelihood in bivariate meta-analysis of diagnostic test accuracy has appeared in the AStA Advances in Statistical Analysis. The paper is also available at ArXiv e-prints arXiv:1611.05344.
  • He will be giving his 3-day short-course on Dependence Modelling Using Multivariate Copulas with Applications @ UEA, 28 - 30 June 2017.
  • His work on hybrid copula mixed models for combining case-control and cohort studies in meta-analysis of diagnostic tests has appeared in Statistical Methods in Medical Research. The paper is also available at ArXiv e-prints arXiv:1604.05456.
  • His work  on the weighted scores method and CL1 information criteria as an intermediate step for variable and correlation structure selection for regression models with dependent binary and count data has appeared in the Statistics in Medicine. The paper is also available at ArXiv e-prints arXiv:1510.06852.
  • His work on trivariate meta-analysis of diagnostic test accuarcy studies via vine copula mixed models has appearred in Statistical Methods in Medical Research. The paper is also available at ArXiv e-prints arXiv:1506.03920.
  • His work on bivariate meta-analysis of diagnostic test accuaracy studies via copula mixed models has appeared in the Statistics in Medicine. The paper is also available at ArXiv e-prints arXiv:1502.07505.
  • His work on estimation of high-dimensional multivariate normal copula models has appeared in the Stochastic Environmental Research and Risk Assessment. The paper is also available at ArXiv e-prints arXiv:1411.1869.

 

 

 

Teaching Interests

Statistical modeling, Dependence modeling, Programming with R, Mathematical Statistics 

Teaching

 

Spring Semester 2017 

Autumn semester 2016

  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2016

  • Dependence modelling using multivariate copulas with applications (3-day short-course,  29 Feb - 2 Mar 2016)
  • CMP5017B-5019B: Applied Statistics (UG, shared)
  • CMPSMC28: Applied Statistics (PG, shared)

Autumn semester 2015

  • Statistical Inference in R (short-course, Technical University of Timisoara)
  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2015

  • Dependence modelling using multivariate copulas with applications (3-day short-course, 23-25/02/2015)
  • CMP5017B-5019B: Applied Statistics (UG, shared)
  • CMPSMC28: Applied Statistics (PG, shared)

Autumn semester 2014

  • Statistical Inference in R (short-course, Technical University of Timisoara)
  • CMP5034A: Mathematical Statistics (UG)

Spring Semester 2014

  • CMPC2S10-S12: Applied Statistics (UG)
  • CMPSMC28: Applied Statistics (PG)

Autumn semester 2013

  • Dependence modeling using multivariate copulas with applications (short-course) 
  • Statistical Inference in R (short-course, Technical University of Timisoara)
  • CMPC2S11: Statistical Methods (UG)
  • CMPSMA19: Statistical Inference (PG)
  • CMPSMA17: Computational Statistics (PG, shared) 

Autumn semester 2012

  • Statistical Inference in R (short-course, Technical University of Timisoara)
  • Dependence modeling using multivariate copulas with applications (short-course)
  • CMPC2S11: Statistical Methods (UG)
  • CMPSMA19: Statistical Inference (PG)
  • CMPSMA17: Computational Statistics (PG, shared)

Spring Semester 2012

  • CMPC2S10-S12: Applied Statistics (UG, shared)
  • CMPSMC28: Applied Statistics (PG, shared)

Autumn semester 2011

  • CMPC2S11: Statistical Methods (UG, shared)
  • CMPSMA19: Statistical Inference (PG, shared)
  • CMPSMA17: Computational Statistics (PG, shared)

Spring semester 2011

  • CMPC2S10-S12: Applied Statistics (UG, shared)
  • CMPSMC28: Applied Statistics (PG, shared)
  • CMPC3C12: Advanced Statistics (UG, shared)

Autumn semester 2010

  • CMPC2S11: Statistical Methods (UG, shared)

Spring semester 2010

  • CMPC2S10-S12: Applied Statistics (UG, shared)
  • CMPSMC28: Applied Statistics (PG, shared) 

Autumn semester 2009

  • CMPC2S11: Statistical Methods (UG, shared)
  • CMPCF107: Mathematics for Actuaries (UG, shared)

External Activities and Indicators of Esteem

  • Highly cited papers, According to the database "Essential Science Indicators" by Thomson Reuters, two of his papers belong to the 1% of the most cited papers in the mathematical disciplines of the last ten years: Nikoloulopoulos, Joe and Li (2012, Computational Statistics and Data Analysis) and Joe, Li and Nikoloulopoulos (2010, Journal of Multivariate Analysis).
  • PhD external examiner, Department of Applied Mathematics, Faculty Electrical Engineering, Mathematics and Computer Science, Delft University of Technology, 30 January 2017. [Photo]
  • Highly cited paper, his work with Joe and Li features as the 5th most cited Computational Statistics and Data Analysis article published since 2012.
  • Invited Talk, RSS 2015 Annual Conference, Exeter University, 7-10 September 2015, Exeter, UK. 
  • Invited Seminar, Royal Statistical Society South West Group, School of Computing and Mathematics, Plymouth University, Plymouth UK, 29 April 2015.
  • Highly cited paper, his work with Joe and Li features as the 2nd most cited Journal of Multivariate Analysis article published since 2010.
  • Invited short-course, 25th Actuarial Summer School, Faculty of Economic Sciences and the Polish Society of Actuaries, University of Warsaw, 8-10 September 2014. 
  • Invited Seminar, ISER-Institute for Social and Economic Research, University of Essex, UK, 12 May 2014.
  • Invited Talk, International Workshop on High-Dimensional Dependence and Copulas:Theory, Modeling, and Applications, China Institute for Actuarial Science (CIAS), Central University of Finance & Economics (CUFE), Beijing, China, January 4-5, 2014.
  • Invited Seminar, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore, 13 June 2013.
  • Invited Talk, Workshop Non-Gaussian Multivariate Statistical Models and their Applications, Banff International Research Station, Canada, May 19-24, 2013. [Video][Slides]
  • Invited Seminar, Department of Statistical Science, University College London, London, UK, 2 October 2012.
  • PhD external examiner, Centre for Computational Finance and Economic Agents, University of Essex, 13 June 2012.
  • Invited Seminar, Department of Mathematical Sciences, University of Liverpool, Liverpool, UK, 24 February 2012.
  • Invited Talk, 4th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'11), Senate House, University of London, UK, 17-19 December 2011.
  • Invited Talk, 4th Workshop on Vine Copula Distributions and Applications, Munich, Germany, 10-12 May, 2011.
  • PhD external examiner, Centre for Computational Finance and Economic Agents, University of Essex, 16 March 2011.
  • Invited Talk, Fifth Brazilian Conference on Statistical Modelling in Insurance and Finance. Maresias, Brazil, 10-15 April, 2011.
  • Invited Short Course, Department of Mathematics and Statistics, University of Sao Paulo, Brazil, April, 2011.
  • Invited Talk, The 7th Conference on Multivariate Distributions with Applications, Maresias, Brazil, 8-13 August, 2010.
  • Invited Seminar, Center for Mathematical Sciences, Technical University of Munich, Germany, 15 April 2010.
  • Invited Talk, 3rd Vine copula workshop, Oslo, Norway, 15-16 December, 2009.
  • Invited Talk, 3rd International Computational Financial Econometrics conference, Limassol, Cyprus, 29-31 October, 2009.
  • Invited Seminar, Department of Statistics, London School of Economics, UK, 19 June 2009.
  • Invited Seminar, Statistical Society of Montreal, Montreal, Canada, 2 November 2007.

 

Key Responsibilities

  • Deputy Research Director
  • Director of Business Statistics (Extensions all years)
  • Plagiarism Officer (UG)