Publications
Peer-reviewed Journal Papers Published
- Christou, E. 2023, Dimension reduction techniques for conditional expectiles. Statistics 57(4), pp. 960-985. https://doi.org/10.1080/02331888.2023.2236745
- Christou, E., and Grabchak, M. 2022, Risk Estimation with Composite Quantile Regression. Econometrics and Statistics. doi.org/10.1016/j.ecosta.2022.04.004
- Christou, E., and Grabchak, M. 2021, Estimation of Expected Shortfall using Quantile Regression: A Comparison Study. Computational Economics 60, pp. 725-753. https://doi.org/10.1007/s10614-021-10164-z
- Christou, E. 2022, Sufficient Dimension Reduction for Conditional Quantiles with Alternative Types of data. Journal of Statistical Computation and Simulation 92(2), pp. 300-317. https://doi.org/10.1080/00949655.2021.1958811
- Christou, E. 2021, Transformed Central Quantile Subspace. Statistics 55(2), pp. 350-366, https://doi.org/10.1080/02331888.2021.1897984
- Christou, E., Settle, A. and Artemiou, A. 2021, Nonlinear Dimension Reduction for Conditional Quantiles. Advances in Data analysis and Classification 15, pp. 937-956. doi.org/10.1007/s11634-021-00439-6
- Grabchak, M. and Christou, E. 2021, A Note on Calculating Expected Shortfall for Discrete Time Stochastic Volatility Models. Financial Innovation 7(43). https://doi.org/10.1186/s40854-021-00254-0
- Christou, E. 2020, Central Quantile Subspace. Statistics and Computing 30, pp. 677-695. https://doi.org/10.1007/s11222-019-09915-8
- Christou, E. 2020, Robust Dimension Reduction using Sliced Inverse Median Regression. Statistical Papers 61, pp. 1799-1818. https://doi.org/10.1007/s00362-018-1007-z
- Khouja, M., Christou, E. and Stylianou, A. 2020, A Heuristic Approach to In-Season Capacity Allocation in a Multi-product Newsvendor Model. Omega 95, 102252. doi.org/10.1016/j.omega.2020.102252
- Christou, E. and M. Grabchak 2019, Estimation of Value-at-Risk Using Single Index Quantile Regression. Journal of Applied Statistics 46(13), pp. 2418-2433. doi.org/10.1080/02664763.2019.1597028
- Christou, E. and M.G. Akritas 2019, Single index quantile regression for censored data. Statistical Methods & Applications 28(4), pp. 655-678. doi.org/10.1007/s10260-019-00450-4
- Christou, E. and M.G. Akritas 2018, Variable Selection in Heteroscedastic Single Index Quantile Regression. Communication in Statistics - Theory and Methods 47(24), pp. 6019-6033, https://doi.org/10.1080/03610926.2017.1405271
- Christou, E. and M.G. Akritas 2016, Single Index Quantile Regression for Heteroscedastic Data. Journal of Multivariate Analysis 150, pp. 169-182. doi.org/10.1016/j.jmva.2016.05.010 Supplementary Material File
Peer-reviewed Conference Proceedings
- Al-Shaer, R., Spring, J. and Christou, E. 2020, Learning the Associations of MITRE ATT&CK Adversarial Techniques, IEEE Conference on Communication and Network Security (CNS), Virtual Conference, June 29 - July 1, 2020.
- Tymvios, N., Miskioglu, E., Christou, E. and Wheatley, B. 2020, Pre and Post Tenure: Perceptions of Requirements and Impediments for Faculty in Civil Engineering, Architectural Engineering, Construction Disciplines, 127th ASEE Annual Conference, Montréal, Canada, June 21-24, 2020.
- Wheatley, B., Miskioglu, E., Christou, E. and Tymvios, N. 2020, Pre and Post Tenure: Perceptions of Requirements and Impediments for Mechanical Engineering and Mechanical Engineering Technology Faculty, 127th ASEE Annual Conference, Montréal, Canada, June 21-24, 2020.
- Miskioglu, E., Tymvios, N., Christou, E. and Wheatley, B. 2020, Pre and Post Tenure: Perceptions of Requirements and Impediments for Chemical Engineering Faculty, 127th ASEE Annual Conference, Montréal, Canada, June 21-24, 2020.
- Tymvios, N. and Christou, E. 2019, Tenure: Perceptions of Requirements and Impediments for Civil Engineering & Construction Disciplines, 126th ASEE Annual Conference and Exposition, Tampa, FL, June 15-19, 2019.
Software
- Christou, E. 2020, quantdr: Dimension Reduction Techniques for Conditional Quantiles, R package, Version 1.2.2, cran.r-project.org/package=quantdr
Work In Progress
- Christou, E., Solea, E., Wang, S., and Song, J. 2023+, Sufficient Dimension Reduction for Conditional Quantiles for Functional Data. Under review
- Solea, E., Christou, E., and Song, J. 2023+, Robust Inverse Regression for Multivariate Elliptical Functional Data. Under review
- Mays, K. and Christou, E. 2022+, March Madness prediction using quantile regression. Under review
- Sufficient Dimension Reduction for Conditional Quantiles for Functional Data with Categorical Predictors (with Shanshan Wang and Drs. Eftychia Solea and Jun Song, in progress)
Presentations
- Sufficient Dimension Reduction for Conditional Quantiles for Functional Data. Presented at the
- Central Quantile Subspace and Its Extensions. Presented at the
2. Statistics seminar, Sapienza Universita Di Roma, Italy, March 2023.
3. 15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), King's College London, London, UK, December 2022 (invited session).
4. Statistics seminar, Miami University, Oxford, OH, USA, March 2022.
- Nonlinear Dimension Reduction for Conditional Quantiles. Presented at the
2. 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021), King's College London, London, UK, December 2021 (invited session).
3. Statistics seminar, Miami University, Oxford, Ohio, USA, March 2022.
- Christou, E., Central Quantile Subspace. Presented at the
- Statistics seminar, University of Kentucky, Kentucky, USA, November 2020.
- Statistics seminar, University of North Carolina at Charlotte, Charlotte, USA, February 2020.
- Statistics Seminar, Cardiff University, Cardiff, Wales, UK, December 2019.
- 12th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2019), University of London, London, UK, December 2019 (invited session).
- 2018 AISC conference, University of North Carolina at Greensboro, Greensboro, USA, October 2018 (invited session).
- 2018 International Society for Nonparametric Statistics (ISNPS) conference, Salerno, Italy, June 2018.
- 50th Statistics department anniversary conference, Pennsylvania State University, Pennsylvania, USA, May 2018 (invited session).
- 2017 International Chinese Statistical Association (ICSA) conference, Chicago, USA, June 2017 (invited session).
- Christou, E., Robust Dimension Reduction using Sliced Inverse Median Regression. Presented at the
- Statistics seminar, University of North Carolina at Charlotte, Charlotte, USA, January 2017.
- Christou, E. and M.G. Akritas, Variable Selection in Single Index Quantile Regression for Heteroscedastic Data. Presented at the
- 30th Greek Statistical Conference, organized by the Greek Statistical Institute, Cyprus, April 2017 (invited session - part of the Eleneio Doctoral Thesis Award - couldn’t attend)
- International Society for Non-Parametric Statistics (ISNPS) conference, Avignon, June 2016 (invited session).
- Stochastic Modeling and Computing (SMAC) seminar, Pennsylvania State University, November 2015.
- Christou, E. and M.G. Akritas, Single Index Quantile Regression for Heteroscedastic Data. Presented at the
- 2015 JSM conference, Seattle, August 2015.
- 2015 Rao Prize Conference, Pennsylvania State University, May 2015; poster session.
- 30th Annual Graduate Exhibition, Pennsylvania State University, March 2015; poster session.