Research
My general research focus falls under the umbrella of mathematical statistics with applications to ecology and finance. Specifically I tend to work on problems in time series and multivariate analysis but I have dabbled in the development machine learning and Bayesian methods. I routinely collaborate with colleagues in the biological and physical sciences, and am part of an Long term Research in Environmental Biology (LTREB) project studying Acton Lake, sponsored by the National Science Foundation.
Selected Publications
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Fisher, Thomas J., Sun, Xiaoqian, Gallagher, Colin M., A New Test for Sphericity of the Covariance Matrix for High Dimensional Data, Journal of Multivariate Analysis, Vol. 101, No. 10, Nov. 2010, 2554-2570.
Fisher, Thomas J., Sun, Xiaoqian, Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix, Computational Statistics and Data Analysis, Vol. 55, No. 5., May 2011, 1909-1918.
Fisher, Thomas J., Gallagher, Colin M., New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing, Journal of the American Statistical Association, Vol. 107, Issue 498, 2012, Pages 777-787.
Gallagher, Colin M., Fisher, Thomas J. On Weighted Portmanteau Tests for Time Series Goodness-of-fit Journal of Time Series Analysis, Vol. 36, Issue 1, January 2015, Pages 67-83.
Robbins, Michael W., Fisher, Thomas J. Cross-Correlation Matrices for Tests of Independence and Causality between Two Multivariate Time Series Journal of Business and Economic Statistics, Vol. 33, Issue 4, 2015, Pages 459-473.
Fisher, Thomas J., Robbins, Michael W. An Improved Measure for Lack of Fit in Time Series Models, Statistica Sinica, Vol 28, 2018, Pages 1285-1305.
Fisher, Thomas J., Robbins, Michael W. A Cheap Trick to Improve the Power of a Conservative Hypothesis Test, The American Statistician, Vol. 73, Issue 3, 2019, Pages 232-242.
Sun, Zequn, Fisher, Thomas J. Testing for correlation between two time series using a parametric bootstrap, Journal of Applied Statistics, Vol. 48, Issue 11, 2021, Pages 2042-2063.
Cirkovic, Daniel, Fisher, Thomas J. On testing for the equality of autocovariance in time series, Environmetrics, Vol. 32, Issue 7, 2021.
Fisher, Thomas J., Zhang, Jing, Colegate, Stephen P., Vanni, Michael J. Detecting and Modeling Changes in a Time Series of Proportions, Annals of Applied Statistics, Vol. 16 Number 1, 477-494, 2022.
Lund, R., Fisher, T.J., Diawara, N. and Wehner, M., Multiple Changepoint Detection for Non-Gaussian Time Series, J. Time Ser. Anal., 2025.
Selected Presentations
A Cheap Trick to Improve the Power of a Conservative Hypothesis Test, Invited Presentation to Joint Statistics Meetings, August 2020. (3.4MB pdf)
On Testing for the Equality of Autocovariance Between Time Series, Contributed Talk to Joint Statistics Meetings, August 2021 (1 MB pdf)
Detecting and Modeling Changes in a Time Series of Continuous Proportions, Invited Presentation to the World Statistics Congress, July 2023. (21.8MB pdf)
Detecting and Modeling Changes in Stream Nutrient Dynamics, Contributed Talk to Joint Statistics Meetings, August 2024 (5.5 MB pdf)
Changepoints in non-Gaussian autocorrelated time series, Contributed session to Joint Statistics Meetings, August 2025 (8.4 MB pdf)
Other Publications
Fisher, Thomas J. Testing Adequacy of ARMA Models using a Weighted Portmanteau Test on the Residual Autocorrelations, Contributed Paper to SAS Global Forum 2011, 327-2011, 5 April 2011.
Fisher, Thomas J. Weighted Portmanteau Tests Revisited: Detecting Heteroscedasticity, Fitting Nonlinear and Multivariate Time Series, Invited Paper to SAS Global Forum 2012, 338-2012, 24 April 2012.
Fisher, Thomas J. WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-fit R Package based on Fisher and Gallagher (2012).
Fisher, Thomas J. A Review of: “Practical Multivariate Analysis, Fifth Edition, by A. Afifi, S. May, and V. A. Clark”,
Journal of Biopharmaceutical Statistics, Vol. 22, Issue 6, 2012, Pages 1280-1283.Gallagher, Colin M., Fisher, Thomas J. A Comparison of Various Weighted Portmanteau Tests for Time Series Goodness-of-fit, Technical Report, Clemson University Technical Reports, 2013.
Garrett, Robert C., Nar, Austin, Fisher, Thomas J., Maurer, Karsten ggvoronoi: Voronoi Diagrams and Heatmaps with ‘ggplot2’ R packages associated with Garrett, Nar, Fisher and Maurer (2018).
Major Thesis Work
Dissertation: On the Testing and Estimation of High-dimensional Covariance Matrices, Department of Mathematical Sciences, Clemson University, December 2009. (766KB pdf)
Masters Project Simulation Study for Single-Index Models, Department of Mathematical Sciences, Clemson University, April 2006. (707KB pdf)
Senior Project Simulating the Pick-up Stones game: A dynamic approach, Department of Computer Science and Electrical Engineering, University of Maryland Baltimore County., December 2003. (282KB pdf)