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Olha Bodnar

Position: Senior Lecturer School/office: Örebro University School of Business

Email: b2xoYS5ib2RuYXI7b3J1LnNl

Phone: +46 19 301487

Room: N4034

Research subject

Statistics

About Olha Bodnar

Curriculum Vitae

Education

Jun 2010 -- Habilitation, Econometrics and Statistics, European University Viadrina, Frankfurt (Oder), Germany
Jul 2005 -- Ph.D., Department of Statistics, European University Viadrina, Frankfurt (Oder), Germany. Ph.D. Thesis: CUSUM Control Charts for Multivariate Financial Time Series. Ph.D. Supervisor: Prof. Dr. Wolfgang Schmid
Jun 2001-- M.Sc., Department of Mathematics, Lviv National University, Ukraine.
M.Sc. Thesis: Portfolio Selection in the Transition Economy. M.Sc. Supervisor: Prof. Jaroslav Yelejko
Jun 1996 -- Diploma, Lviv Physics and Mathematics Lyceum, Lviv, Ukraine

Professional Experience

Since Aug 2019 -- Associate Professor, Unit of Statistics, School of Business, Örebro
University, Örebro, Sweden.
Mar 2018 – Jul 2019 -- Associate Professor, Division of Applied Mathematics,
School of Education, Culture, and Communication, Mälardalen University, Västerås, Sweden.
Oct 2010 – May 2018 -- Scientist (Permanent Position), Department of Mathematical Modeling and Data Analysis, Physikalisch-Technische Bundesanstalt (PTB, National Metrology Institute of Germany), Berlin, Germany.
Apr 2005 – Sep 2010 -- Research Assistant, Department of Statistics, European
University Viadrina, Frankfurt (Oder), Germany.
Aug 2002 – Dec 2004 -- Ph.D. Student, Department of Statistics, European University Viadrina, Frankfurt (Oder), Germany.
Oct 2001 – July 2002 Research Assistant, Department of Statistics, European
University Viadrina, Frankfurt (Oder)
Mar 2001 – Aug 2001 -- Specialist, Risk Department, Western Ukrainian Commercial Bank, Lviv, Ukraine.

Research Interests

Bayesian Statistics
Spatio-Temporal Models
Data Analysis in Measurement Science
Statistics in Economics and Finance
Statistical Process Control

Research groups
Publications

Research groups

stat@oru

Publications

Articles in journals

Bodnar, O. & Bodnar, T. (2025). Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies. Journal of Multivariate Analysis, 205. [BibTeX]
Possolo, A. , Hibbert, D. B. , Stohner, J. , Bodnar, O. & Meija, J. (2024). A brief guide to measurement uncertainty (IUPAC Technical Report). Pure and Applied Chemistry, 96 (1), 113-134. [BibTeX]
Bodnar, O. , Bodnar, T. & Niklasson, V. (2024). Constructing Bayesian tangency portfolios under short-selling restrictions. Finance Research Letters, 62. [BibTeX]
Bodnar, O. & Bodnar, T. (2024). Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model. Computational Statistics & Data Analysis, 197. [BibTeX]
Bodnar, O. , Bodnar, T. & Niklasson, V. (2024). Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection. Journal of business & economic statistics. [BibTeX]
Touli, E. F. , Nguyen, H. & Bodnar, O. (2024). Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market. Computational Economics. [BibTeX]
Bodnar, O. & Bodnar, T. (2024). Objective Bayesian Meta-Analysis Based on Generalized Marginal Multivariate Random Effects Model. Bayesian Analysis, 19 (2), 531-564. [BibTeX]
Bodnar, O. & Bodnar, T. (2023). Bayesian estimation in multivariate inter-laboratory studies with unknown covariance matrices. Metrologia, 60 (5). [BibTeX]
Bodnar, O. & Eriksson, V. (2023). Bayesian model selection: Application to the adjustment of fundamental physical constants. Annals of Applied Statistics, 17 (3), 2118-2138. [BibTeX]
Bodnar, O. & Touli, E. F. (2023). Exact test theory in Gaussian graphical models. Journal of Multivariate Analysis, 196. [BibTeX]
Bodnar, O. & Bodnar, T. (2022). Practical aspects of Bayesian multivariate meta-analysis. Ukrainian metrological journal (4), 7-11. [BibTeX]
Bodnar, O. , Bodnar, T. & Parolya, N. (2022). Recent advances in shrinkage-based high-dimensional inference. Journal of Multivariate Analysis, 188. [BibTeX]
Possolo, A. & Bodnar, O. (2022). Redefining Standard Measurement Uncertainty. Ukrainian Metrological Journal (1), 34-37. [BibTeX]
Bodnar, O. (2021). Specification of Distribution for Measurement Results: Bayesian Approach. Ukrainian Metrological Journal (2), 10-14. [BibTeX]
Bodnar, O. , Muhumuza, R. N. & Possolo, A. (2020). Bayesian inference for heterogeneity in meta-analysis. Metrologia, 57 (6). [BibTeX]
Bodnar, O. (2020). Non-Informative Bayesian Inference for Heterogeneity in a Generalized Marginal Random Effects Meta-Analysis. Theory of Probability and Mathematical Statistics, 100, 7-23. [BibTeX]
Muhumuza, R. N. & Bodnar, O. (2020). On modeling the correlation as an additional parameter in random effects model. Theory of Probability and Mathematical Statistics, 103, 121-136. [BibTeX]
Possolo, A. , Merkatas, C. & Bodnar, O. (2019). Asymmetrical uncertainties. Metrologia, 56 (4). [BibTeX]
Possolo, A. & Bodnar, O. (2018). Approximate Bayesian evaluations of measurement uncertainty. Metrologia, 55 (2), 147-157. [BibTeX]
Wübbeler, G. , Bodnar, O. & Elster, C. (2018). Robust Bayesian Linear Regression with Application to an Analysis of the CODATA Values for the Planck Constant. Metrologia, 55 (1), 20-28. [BibTeX]
Possolo, A. , Bodnar, O. , Butler, T. A. , Molloy, J. L. & Winchester, M. R. (2018). Value assignment and uncertainty evaluation for single-element reference solutions. Metrologia, 55 (3), 404-413. [BibTeX]
Bodnar, O. , Link, A. , Arendacká, B. , Possolo, A. & Elster, C. (2017). Bayesian estimation in random effects meta‐analysis using a non‐informative prior. Statistics in Medicine, 36 (2), 378-399. [BibTeX]
Bodnar, O. , Behrens, R. & Elster, C. (2017). Bayesian inference for measurements of ionizing radiation under partial information. Metrologia, 54 (3), 29-33. [BibTeX]
Bodnar, O. & Elster, C. (2016). Assessment of Vague and Noninformative Priors for Bayesian Estimation of the Realized Random Effects in Random Effects Meta-Analysis. AStA Advances in Statistical Analysis, 102 (1), 1-20. [BibTeX]
Wübbeler, G. , Bodnar, O. & Elser, C. (2016). Bayesian hypothesis testing for key comparisons. Metrologia, 53 (4), 1131-1138. [BibTeX]
Bodnar, O. & Schmid, W. (2016). CUSUM control schemes for monitoring the covariance matrix of multivariate time series. Statistics (Berlin), 51 (4), 722-744. [BibTeX]
Bodnar, O. , Elster, C. , Fischer, J. , Possolo, A. & Toman, B. (2016). Evaluation of uncertainty in the adjustment of fundamental constants. Metrologia, 53 (1), 46-54. [BibTeX]
Bodnar, O. , Link, A. & Elster, C. (2016). Objective Bayesian Inference for a Generalized Marginal Random Effects Model. Bayesian Analysis, 11 (1), 25-45. [BibTeX]
Wright, J. , Toman, B. , Mickan, B. , Wübbeler, G. , Bodnar, O. & Elster, C. (2016). Transfer Standard Uncertainty Can Cause Inconclusive Inter-Laboratory Comparisons. Metrologia, 53 (6), 1243-1258. [BibTeX]
Wübbeler, G. , Bodnar, O. , Mickan, B. & Elster, C. (2015). Explanatory power of degrees of equivalence in the presence of a random instability of the common measurand. Metrologia, 52 (2), 400-405. [BibTeX]
Bodnar, O. & Elster, C. (2014). Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case. Journal of Statistical Planning and Inference, 147, 106-116. [BibTeX]
Spinelli, L. , Botwicz, M. , Zolek, N. , Kacprzak, M. , Milej, D. , Sawosz, P. , Liebert, A. , Weigel, U. & et al. (2014). Determination of reference values for optical properties of liquid phantoms based on Intralipid and India ink. Biomedical Optics Express, 5 (7), 2037-2053. [BibTeX]
Bodnar, O. & Elster, C. (2014). On the adjustment of inconsistent data using the Birge ratio. Metrologia, 51 (5), 516-521. [BibTeX]
Bodnar, O. , Link, A. , Klauenberg, K. , Jousten, K. & Elster, C. (2013). Application of Bayesian model averaging using a fixed effects model with linear drift for the analysis of key comparison CCM.P-K12. Measurement techniques, 56 (6), 584-590. [BibTeX]
Jousten, K. , Arai, K. , Becker, U. , Bodnar, O. , Boineau, F. , Fedchak, J. A. , Gorobey, V. , Jian, W. & et al. (2013). Final report of key comparison CCM.P-K12 for very low helium flow rates (leak rates). Metrologia, 50 (Suppl.). [BibTeX]
Bodnar, O. , Bodnar, T. & Okhrin, Y. (2013). Robust Surveillance of Covariance Matrices Using a Single Observation. Sankhya - The Indian Journal of Statistics, 76 (2), 219-256. [BibTeX]

Articles, reviews/surveys

Meija, J. , Bodnar, O. & Possolo, A. (2023). Ode to Bayesian methods in metrology. Metrologia, 60 (5). [BibTeX]

Chapters in books

Nalule Muhumuza, R. , Bodnar, O. , Nzabanita, J. & Nsubuga, R. N. (2020). Determining Influential Factors in Spatio-temporal Models. In: Christos H. Skiadas , Charilaos Skiadas, Demography of Population Health, Aging and Health Expenditures (pp. 347-357). . Springer International Publishing. [BibTeX]
Bodnar, O. & Elster, C. (2018). Analysis of Key Comparisons with Two Reference Standards: Extended Random Effects Meta-Analysis. In: A. B. Forbes, N.-F. Zhang, A. Chunovkina, S. Eichstädt, F. Pavese, Advanced Mathematical and Computational Tools in Metrology and Testing XI (pp. 1-8). Singapore: World Scientific. [BibTeX]

Conference papers

Bodnar, O. & Elster, C. (2019). Assessing laboratory effects in key comparisons with two transfer standards measured in two petals: A Bayesian approach. In: Kwok Tsui, Sven Knoth, Wolfgang Schmid, International Workshop on Intelligent Statistical Quality Control ISQC 2019. Paper presented at XIIIth International Workshop on Intelligent Statistical Quality Control 2019, Hongkong, August 12-14, 2019. (pp. 359-376). Springer. [BibTeX]
Bodnar, O. (2019). Bayes Model Selection in Random Effects Meta-Analysis. Paper presented at JCGM Working Group 1 Workshop on Type A Evaluation of Measurement Uncertainty for a Small Set of Observations, BIPM Sevres, France, December 2, 2019. [BibTeX]
Muhmuza, R. N. , Bodnar, O. , Nzabanita, J. & Nsubuga, R. (2019). Determining influential factors in spatio-temporal models. In: Christos H. Skiadas, Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019. Paper presented at 18th conference of the Applied Stochastic Models and Data Analysis (ASMDA2019), Florence, Italy, June 11-14, 2019. (pp. 547-558). ISAST: International Society for the Advancement of Science and Technology. [BibTeX]
Bodnar, O. (2019). Non-informative Bayesian Inference for Heterogeneity in a Generalized Marginal Random Effects Meta-Analysis. Paper presented at MathMet2019 International Workshop, Lisbon, Portugal, November 20-22, 2019. [BibTeX]
Bodnar, O. (2019). Non-Informative Bayesian Inference for Heterogeneity in a Generalized Marginal Random Effects Meta-Analysis. Paper presented at Statistical Week 2019, Trier, Germany, September 10-13, 2019. [BibTeX]
Bodnar, O. & Possolo, A. (2018). Approximate Bayesian Evaluations of Measurement Uncertainty. Paper presented at XV International Scientific and Technical Seminar "Measurement Uncertainty: Scientific, Normative, Applied and Methodical Aspects". (pp. 4-4). [BibTeX]
Fan, I. , Knappe-Grüneberg, S. , Voigt, J. , Kilian, W. , Burghoff, M. , Stollfuss, D. , Schnabel, A. , Wübbeler, G. & et al. (2016). Direct measurement of the γHe / γXe ratio at ultralow magnetic field. In: Riehle, F., 8TH SYMPOSIUM ON FREQUENCY STANDARDS AND METROLOGY 2015. Paper presented at 8th Symposium on Frequency Standards and Metrology 2015, Potsdam, Germany, 12-16 October, 2015. (pp. 1-7). IOP Publishing Ltd. [BibTeX]

Other

Bodnar, O. , Bodnar, T. & Thorsén, E. (2022). R-Package ‘BayesMultMeta’: Bayesian Multivariate Meta-Analysis. [BibTeX]