Thomas Severini

About

Thomas Severini is a Professor of Statistics and Data Science at Northwestern University. He earned his Ph.D. in 1987 from the University of Chicago. His research focuses on likelihood-based statistical methods, including maximum likelihood estimation, tests, and confidence regions based on the likelihood ratio statistic. He is particularly concerned with higher-order asymptotic approximations to the distributions of likelihood-based statistics and the development of statistical methodology for models with many parameters, with applications in finance and econometrics. Additionally, he is interested in applying statistical methods to the analysis of sports data.

Research topics

• Computer Science
• Artificial Intelligence
• Mathematics
• Statistics
• Econometrics
• Economics

Selected publications

• Analytic Methods in Sports

  Chapman and Hall/CRC eBooks · 2020 · 17 citations

  1st authorCorresponding

  One of the greatest changes in the sports world in the past 20 years has been the use of mathematical methods to analyze performances, recognize trends and patterns, and predict results. Analytic Methods in Sports: Using Mathematics and Statistics to Understand Data from Baseball, Football, Basketball, and Other Sports, Second Edition provides a concise yet thorough introduction to the analytic and statistical methods that are useful in studying sports. The book gives you all the tools necessary…

  PublisherDOI

• Integrated likelihood based inference for nonlinear panel data models with unobserved effects

  Journal of Econometrics · 2020 · 10 citations

  PublisherOA PDFDOI

• The role of score and information bias in panel data likelihoods

  Journal of Econometrics · 2022 · 4 citations

  PublisherOA PDFDOI

• Some properties of portfolios constructed from principal components of asset returns

  Annals of Finance · 2022-07-30 · 3 citations

  article1st authorCorresponding
  PublisherDOI

• Integrated likelihood inference in multinomial distributions

  METRON · 2022-11-08 · 1 citations

  article1st authorCorresponding
  PublisherDOI

Recent grants

• Statistical Inference Based on an Integrated Likelihood

  NSF · $100k · 2013–2016

• Integrated Likelihood Functions for Non-Bayesian Inference

  NSF · $118k · 2006–2009

• Likelihood Inference in Models with a High-Dimensional Nuisance Parameter

  NSF · $179k · 2009–2012

Frequent coauthors

• Gautam Tripathi

  Banaras Hindu University

  10 shared

• Joan G. Staniswalis

  The University of Texas at El Paso

  6 shared

• Joan E. Bailey‐Wilson

  5 shared

• Sinisa Pajevic

  National Institute of Mental Health

  5 shared

• Nicola Sartori

  5 shared

• Agnes Baffoe‐Bonnie

  4 shared

• R. Jufer

  National Institutes of Health

  3 shared

• Dana Behneman

  National Institutes of Health

  3 shared

Similar researchers at Northwestern University

• Elizabeth Tiptonh-33
• Kaize Dingh-22
• Miklos Z Raczh-21