D. L. McLeish

2.4k total citations
51 papers, 1.4k citations indexed

About

D. L. McLeish is a scholar working on Finance, Statistics and Probability and Management Science and Operations Research. According to data from OpenAlex, D. L. McLeish has authored 51 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 16 papers in Statistics and Probability and 14 papers in Management Science and Operations Research. Recurrent topics in D. L. McLeish's work include Stochastic processes and financial applications (13 papers), Financial Risk and Volatility Modeling (9 papers) and Bayesian Methods and Mixture Models (8 papers). D. L. McLeish is often cited by papers focused on Stochastic processes and financial applications (13 papers), Financial Risk and Volatility Modeling (9 papers) and Bayesian Methods and Mixture Models (8 papers). D. L. McLeish collaborates with scholars based in Canada, United States and Ghana. D. L. McLeish's co-authors include Christopher G. Small, Carole Bernard, Samprit Chatterjee, Bosco Leung, Zhenyu Cui, Jerald F. Lawless, G. L. O’Brien, H. Arsham, R.Y. Rubinstein and John W. Tukey and has published in prestigious journals such as Journal of the American Statistical Association, Biometrics and Biometrika.

In The Last Decade

D. L. McLeish

50 papers receiving 1.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
D. L. McLeish Canada 17 576 554 324 290 219 51 1.4k
Sidney I. Resnick United States 18 447 0.8× 773 1.4× 210 0.6× 385 1.3× 146 0.7× 42 1.5k
Ching-Zong Wei United States 20 822 1.4× 737 1.3× 340 1.0× 451 1.6× 515 2.4× 29 1.9k
Jordan Stoyanov United Kingdom 16 340 0.6× 558 1.0× 173 0.5× 317 1.1× 85 0.4× 63 1.3k
I. V. Basawa United States 27 1.2k 2.0× 933 1.7× 353 1.1× 363 1.3× 321 1.5× 89 2.0k
Elias Masry United States 21 1.0k 1.7× 594 1.1× 174 0.5× 289 1.0× 170 0.8× 64 1.7k
Michael H. Neumann Germany 23 784 1.4× 623 1.1× 148 0.5× 327 1.1× 177 0.8× 58 1.5k
Lanh Tat Tran United States 20 928 1.6× 503 0.9× 336 1.0× 317 1.1× 104 0.5× 51 1.4k
Ed McKenzie United Kingdom 16 797 1.4× 655 1.2× 643 2.0× 254 0.9× 162 0.7× 31 1.7k
Siegfried Hörmann United States 18 405 0.7× 494 0.9× 173 0.5× 388 1.3× 127 0.6× 42 1.1k
Paul Deheuvels France 23 1.1k 1.8× 995 1.8× 432 1.3× 205 0.7× 108 0.5× 87 1.9k

Countries citing papers authored by D. L. McLeish

Since Specialization
Citations

This map shows the geographic impact of D. L. McLeish's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by D. L. McLeish with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites D. L. McLeish more than expected).

Fields of papers citing papers by D. L. McLeish

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by D. L. McLeish. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by D. L. McLeish. The network helps show where D. L. McLeish may publish in the future.

Co-authorship network of co-authors of D. L. McLeish

This figure shows the co-authorship network connecting the top 25 collaborators of D. L. McLeish. A scholar is included among the top collaborators of D. L. McLeish based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with D. L. McLeish. D. L. McLeish is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
McLeish, D. L., et al.. (2020). Assessing the Impact of Longevity Risk for Countries with Limited Data. The Journal of Retirement. 8(3). 62–75. 1 indexed citations
2.
Lysy, Martin, et al.. (2020). Common‐factor stochastic volatility modelling with observable proxy. Canadian Journal of Statistics. 48(1). 36–61. 2 indexed citations
3.
McLeish, D. L., et al.. (2019). Mortality Modeling Using Covariates with Ghana Census Data. The Journal of Retirement. 7(1). 78–87. 1 indexed citations
4.
Boudreault, Mathieu, et al.. (2019). Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias. Journal of Economic Dynamics and Control. 100. 297–313. 4 indexed citations
5.
Bernard, Carole, Zhenyu Cui, & D. L. McLeish. (2014). Convergence of the discrete variance swap in time-homogeneous diffusion models. 2(1). 1–6. 7 indexed citations
6.
Bernard, Carole, Zhenyu Cui, & D. L. McLeish. (2013). On the Martingale Property in Stochastic Volatility Models Based on Time-Homogeneous Diffusions. SSRN Electronic Journal. 4 indexed citations
7.
Bernard, Carole, Zhenyu Cui, & D. L. McLeish. (2012). NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS. International Journal of Theoretical and Applied Finance. 15(7). 1250047–1250047. 10 indexed citations
8.
McLeish, D. L., et al.. (2011). A multiname first-passage model for credit risk. The Journal of Credit Risk. 7(1). 35–64. 1 indexed citations
9.
Leung, Bosco & D. L. McLeish. (2008). Phase Noise of a Class of Ring Oscillators Having Unsaturated Outputs With Focus on Cycle-to-Cycle Correlation. IEEE Transactions on Circuits and Systems I Regular Papers. 56(8). 1689–1707. 14 indexed citations
10.
McLeish, D. L., et al.. (2008). Simulation of jump diffusions and the pricing of options. Insurance Mathematics and Economics. 43(3). 316–326. 6 indexed citations
11.
Small, Christopher G. & D. L. McLeish. (1994). Hilbert Space Methods in Probability and Statistical Inference. Wiley series in probability and statistics. 44 indexed citations
12.
McLeish, D. L., et al.. (1990). Sequential Designs in Bioassay. Biometrics. 46(1). 103–103. 33 indexed citations
13.
Arsham, H., et al.. (1989). Sensitivity analysis and the “what if” problem in simulation analysis. Mathematical and Computer Modelling. 12(2). 193–219. 34 indexed citations
14.
McLeish, D. L.. (1988). In praise of Bayes. Computational Intelligence. 4(2). 92–93. 3 indexed citations
15.
Chatterjee, Samprit & D. L. McLeish. (1986). Fitting linear regression models to censored data by least squares and maximum likelihood methods. Communication in Statistics- Theory and Methods. 15(11). 3227–3243. 33 indexed citations
16.
McLeish, D. L. & Christopher G. Small. (1986). Likelihood methods for the discrimination problem. Biometrika. 73(2). 397–403. 5 indexed citations
17.
McLeish, D. L., et al.. (1983). The estimation of extreme quantiles in logit bioassay. Biometrika. 70(3). 625–632. 9 indexed citations
18.
McLeish, D. L.. (1977). On the Invariance Principle for Nonstationary Mixingales. The Annals of Probability. 5(4). 76 indexed citations
19.
Csörgő, Miklós & D. L. McLeish. (1977). On conditional medians and a law of iterated logarithm for strongly multiplicative systems. Acta Mathematica Academiae Scientiarum Hungaricae. 29(3-4). 309–311. 1 indexed citations
20.
McLeish, D. L.. (1975). A generalization of martingales and mixing sequences. Advances in Applied Probability. 7(2). 247–248. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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