Robert L. Winkler

James B. Duke Professor of Business Administration

External address: 
Fuqua Sch of Bus, Durham, NC 27708
Internal office address: 
Box 90120, Durham, NC 27708-0120
Phone: 
(919) 660-7729
Webpages: 

Overview

Robert L. Winkler is James B. Duke Professor in the Fuqua School of Business, Duke University and also holds an appointment in the Department of Statistical Science at Duke. He is a member of the decision sciences area at Fuqua, and he served as Senior Associate Dean for Faculty and Research from 1991 through 1997. Professor Winkler received his Ph.D. from the University of Chicago. Prior to joining the Duke faculty in 1984, he was Distinguished Professor of Quantitative Business Analysis at Indiana University, and he has held visiting positions at the University of Washington, the International Institute for Applied Systems Analysis (Laxenburg, Austria), Stanford University, and several times at INSEAD (Fontainebleau, France and Singapore).

Professor Winkler’s primary research areas include decision analysis, risk analysis, statistics, and forecasting. He has published more than 200 articles and several books, and has received support from the National Science Foundation and other sources. He was awarded the Frank P. Ramsey Medal for significant contributions to decision analysis and he has also been a recipient of the NCNB Faculty Award in the Fuqua School of Business. His research focuses on probability forecasting, the combination of forecasts, decision modeling, and Bayesian statistical models for inference and decision. He has held a number of editorial positions and has been an officer in several professional organizations.

Professor Winkler has taught courses in statistics and decision analysis in Fuqua’s MBA and EMBA programs. He taught the statistical models course in Fuqua’s Global Executive MBA Program from the program’s inception in 1996 until 2010, and he was the recipient of the Distinguished Teaching Award from the first GEMBA class. He also teaches a Ph.D. course in Bayesian inference and decision.

Education & Training

  • Ph.D., University of Chicago 1966

  • B.S., University of Illinois 1963

Evaluation of Probability Forecasts awarded by National Science Foundation (Principal Investigator). 1999 to 2002

(96-0158) Minority Business Consulting Program awarded by Small Business Administration (Principal Investigator). 1996 to 2001

(95-0036) Collaborative Research on Dependence Assessment for Risk and Decision Analysis awarded by National Science Foundation (Principal Investigator). 1995 to 1997

(96-0432) Collaborative Research on Dependence Assessment for Risk and Decision Analysis awarded by National Science Foundation (Principal Investigator). 1995 to 1997

(94-0084) Collaborative Research on Dependence Assessment for Decision and Risk Analysis awarded by National Science Foundation (Principal Investigator). 1994 to 1995

(93-0501) Collaborative Research on Flexible Modeling and Analysis for Information Aggregation awarded by National Science Foundation (Principal Investigator). 1991 to 1994

(92-0963) Collaborative Research on Flexible Modeling and Analysis for Information Aggregation awarded by National Science Foundation (Principal Investigator). 1991 to 1993

(91-0052) Collaborative Research in Decision, Risk, and Management Science: Flexible Information Aggregation awarded by National Science Foundation (Principal Investigator). 1991 to 1992

(92-0055) Collaborative Research: Foundations of Risk and Decision Analysis: Theoretical and Empirical Investigations awarded by National Science Foundation (Principal Investigator). 1990 to 1992

(90-0353) Foundation of Risk and Decision Analysis: Theoretical and Empirical Investigators awarded by National Science Foundation (Principal Investigator). 1990 to 1992

Pages

Winkler, RL. An Introduction to Bayesian Inference and Decision. Probabilistic Pub, January 1, 2003.

Winkler, RL, Maridakis, RL, and Deplas, M. PSI: Programmes de Statistique Interactif. Les Editions d'Organisation, 1988.

Winkler, RL, and Maridakis, S. ISP: Interactive Statistical Programs. St Paul, MN: West, 1986.

Winkler, RL. Statistical Methods. Ed. DL Harnett. 1975.

Hays, WL, and Winkler, RL. Statistics: probability, inference, and decision. Holt, Rinehart and Winston, 1970.

Winkler, RL, Makridakis, S, Andersen, A, Carbone, R, Fildes, R, Hibon, M, Lewandowski, R, Newton, J, and Parzen, E. The Forecasting Accuracy of Major Time Series Method. Chichester, UK: Wiley.

Clemen, RT, and Winkler, RL. "Aggregating probability distributions." Advances in Decision Analysis: From Foundations to Applications. January 1, 2007. 154-176. Full Text

DENUIT, M, EECKHOUDT, L, TSETLIN, I, and WINKLER, RL. Multivariate concave and convex stochastic dominance. July 1, 2010.

Grushka-Cockayne, Y, Lichtendahl, KC, Jose, VRR, and Winkler, RL. "Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs." Operations Research 65.3 (June 2017): 712-728. Full Text

Gaba, A, Tsetlin, I, and Winkler, RL. "Combining Interval Forecasts." Decision Analysis 14.1 (March 2017): 1-20. Full Text

Tsetlin, I, Winkler, RL, Huang, RJ, and Tzeng, LY. "Generalized Almost Stochastic Dominance." Operations Research 63.2 (April 2015): 363-377. Full Text

Winkler, RL. "The importance of communicating uncertainties in forecasts: overestimating the risks from winter storm Juno." Risk analysis : an official publication of the Society for Risk Analysis 35.3 (March 2015): 349-353. Full Text

Winkler, RL. "Equal versus differential weighting in combining forecasts." Risk analysis : an official publication of the Society for Risk Analysis 35.1 (January 2015): 16-18. Full Text

Winkler, RL. "Equal Versus Differential Weighting in Combining Forecasts." Risk Analysis 35.1 (January 1, 2015): 16-18. Full Text

Jr, LKC, Grushka-Cockayne, Y, and Winkler, RL. "Is It Better to Average Probabilities or Quantiles?." MANAGEMENT SCIENCE 59.7 (July 2013): 1594-1611. Full Text

Johnstone, DJ. "Log-optimal economic evaluation of probability forecasts." Journal of the Royal Statistical Society: Series A (Statistics in Society) 175.3 (July 2012): 661-689. Full Text

Tsetlin, I, and Winkler, RL. "Multiattribute one-switch utility." Management Science 58.3 (2012): 602-605. Full Text

Johnstone, DJ, Jose, VRR, and Winkler, RL. "Tailored scoring rules for probabilities." Decision Analysis 8.4 (2011): 256-268.

Pages