Nadja Klein (Feodor-Lynen-Fellow, Humboldt Foundation)

Nadja Klein joined Melbourne Business School in 2016 as a Alexander von Humboldt Feodor-Lynen-Fellow.

In providing Feodor Lynen Research Fellowships for postdoctoral researchers, the Alexander von Humboldt Foundation enables highly-qualified scientists and scholars from Germany who are just embarking on their academic careers and who completed their doctorates less than four years ago to spend extended periods of research abroad. Scientists and scholars from all disciplines may apply.

Prior to Melbourne Business School, Nadja was a PhD candidate in Mathematical Sciences and Postdoc at the Chairs of Econometrics and Statistics, Georg-August-University, Goettingen, Germany.

Nadja’s research focuses on developing statistical and econometric methods for large and complex datasets to solve important and recurrent problems that arise economy, ecology and further applied areas. It has been published in leading journals, including the Journal of Applied Econometrics, Journal of the American Statistical Association, Annals of Applied Statistics, Bayesian Analysis and more.

MOST NOTABLE RESEARCH

Klein, N. and Kneib, T. (2016)
Scale-Dependent Priors for Variance Parameters in Structured Additive Distributional Regression.
Bayesian Analysis, 11, 1071-1106, doi:10.1214/15-BA983.
 
Klein, N. and Kneib, T. (2016)
Simultaneous Inference in Structured Additive Conditional Copula Regression Models: A Unifying Bayesian Approach.
Statistics and Computing, 26, 841--860, doi:10.1007/s11222-015-9573-6.
 
Klein, N., Kneib, T., Lang, S. and Sohn, A. (2015)
Bayesian Structured Additive Distributional Regression with an Application to Regional Income Inequality in Germany.
Annals of Applied Statistics, 9, 1024-1052.
 
Herwartz, H., Klein, N. and Strumann, C. (2016)
Modelling hospital admission and length of stay by means of generalised count data models.
Journal of Applied Econometrics, 6, 1159-1182, doi:10.1002/jae.2454.
 
Klein, N., Kneib, T. and Lang, S. (2015)
Bayesian Generalized Additive Models for Location, Scale and Shape for Zero-Inflated and Overdispersed Count Data.
Journal of the American Statistical Association, 110, 405-419, doi:10.1080/01621459.2014.912955.
 
Klein, N., Kneib, T., Klasen, S. and Lang, S. (2015)
Bayesian Structured Additive Distributional Regression for Multivariate Responses.
Journal of the Royal Statistical Society: Series C, 64, 569-591, doi:10.1111/rssc.12090.

Klein, N., Denuit, M., Lang, S. and Kneib, T. (2014)
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape.
Insurance: Mathematics and Economics, 55, 225-249.


MOST NOTABLE AWARDS

since 07/2016: Lifetime member of the Alexander von Humboldt Foundation
 
2015: Wolfgang-Wetzel-Price 2015 of the German Statistical Society for the paper Bayesian Generalized Additive Models for Location, Scale and Shape for Zero-Inflated and Overdispersed Count Data
 
2014: Award of the Universitaetsbund Goettingen for the dissertation Bayesian Structured Additive Distributional Regression

 
Nadja Klein
Feodor-Lynen-Fellow (Humboldt Foundation) QUALIFICATIONS PHD, Dr. rer. nat., Goerg-August-University, Germany AREAS OF EXPERTISE Distributional Regression, Semiparametric Predictors, Smoothing Methods, Bayesian Methods, Copula Modelling, Computational Statistical Methods, Model Choice and Variable Selection TOPICS Semi-parametric modelling and multivariate modelling using copulas, dependence measures, efficiency analysis, zero-inflated count data models, MCMC methods GEOGRAPHIES Australia, Germany, Europe Contact: