Data Mining, Financial Engineering, Statistics

Office: 225 Rhodes

Phone: 607.255.9136

Website: click here

Fax: 607.255.9129

David Ruppert received his B.A. from Cornell in 1970 and his M.A from the University of Vermont in 1973. He earned his Ph.D. from Michigan State in 1977 after which he served on the Faculty of the University of North Carolina. Professor Ruppert joined the School of Operations Research and Industrial Engineering in 1987. He is the Andrew Schultz, Jr. Professor of Engineering. Ruppert’s research has concentrated on several areas of regression analysis, especially nonparametric estimation, data transformation, weighting, and errors in variables. He currently pursues research on (1) the calibration of models used by environmental engineers, (2) fitting statistical models when variables have been measured with error, (3) the use of splines in statistical modeling, and (4) Bayesian computations. He has worked on a variety of applications including estimation of the term structure of interest rates, estimation of the concentrations of pathogens in drinking water supplies, biostatistics, and the meta-modeling of cluster tools used in semiconductor manufacturing. Ruppert also works on the spline regression, dimension-reduction, index-index models, generalized additive models, random-effects models. Recently he has started to work on high-dimensional models in genomics. Professor Ruppert also does a variety of statistical research, including regression, splines, MCMC, modeling of term structure, measurement error models, and semi parametric modeling.   Select Publications "Likelihood ratio tests in linear mixed models with one variance component". JRSS-B, 66, 165-185. (2004). (with C. Crainiceanu)

"Local Polynomial regression and SIMEX". JRSS-B, 66, 17-30. (2004). (With J. Staudenmayer)

"Estimating the term structure of corporate debt with a semiparametric penalized spline model". JASA, 99, 57-66. (2004). (With R. Jarrow and Yan Yu) “Statistics and Finance: An Introduction”. Springer (2004).   “Measurement Error in Nonlinear Models, 2nd edition”. CRC Press (To appear 2006). (With R. J. Carroll, C. M. Crainiceanu, and L. A. Stefanski) “Semiparametric Regression”. Cambridge University Press (2003). (With M.P. Wand and R.J. Carroll)

"Modeling the U. S. National Distribution of Waterborne Pathogen Concentrations with Application to Cryptosporidium parvum Water Resources Research, 39, no. 9, 1235-1249 (2003). (With C. Crainiceanu, J. Stedinger and D. Behr)

“Simple incorporation of interactions into additive models”. Biometrics, 57, 539 - 545 (2001). (With B. Coull and M. Wand)

“Incorporation of historical controls using semiparametric mixed models”. Applied Statistics, 50, 31-42 (2001). (With H. Parise, L. Ryan and M. Wand)

“Spatially-adaptive penalties for spline fitting”. Australian and New Zealand Journal of Statistics 42, 205 -253 (2000). (With R.J. Carroll)

Lectures “Measurement Error in Health Studies”, a series of six lectures given at Harvard University in March 2005 and at Johns Hopkins University in November 2005. Professional Activities Former Associate Editor, American Statistician Former Associate Editor, Journal of the American Statistical Association Former Associate Editor, Annals of Statistics Former Editor, Institute of Mathematical Statistics' Lecture Notes--Monographs Series. Awards and Recognition American Society for Quality Control's Frank Wilcoxon Prize, 1985 Institute of Mathematical Statistics and the American Statistical Association, Fellow Invited paper in the ``Best of JCGS Session'' at Interface 1999 Named ``Highly cited'' researcher by ISIHighlyCited.com