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Past Research Reports
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[ALL]
[2015]
[2014]
[2013]
[2012]
[2011]
[2010]
[2009]
[2008]
[2007]
[2006]
[2005]
[2004]
[2003]
[2002]
[2001]
[2000]
[1999]
[1998]
[1997]
[1996]
[1995]
[1994]
[1993]
[1992]
[1991]
| Serial No. |
Date |
Research Report Title and Author(s) |
| 2015 |
|---|
| 520 |
Dec 15 |
The standardized residuals filter for inferential sampling in transformation models
M. Yuan and K.W. Ng
|
| 519 |
Dec 15 |
A sequential sampling plan for exponential distribution
Yeh Lam, Boris Choy and Philip Yu
|
| 518 |
Dec 15 |
Effects of small coefficients on distributional properties of lasso-type regression estimators
Wenlong Cai and S.M.S. Lee
|
| 517 |
Oct 15 |
Bootstrap confidence regions based on M-estimators under nonstandard conditions
S.M.S. Lee and Puyudi Yang
|
| 516 |
Oct 15 |
Distribution of likelihood-based p-values under the alternative hypothesis
S.M.S. Lee and G. Alastair Young
|
| 515 |
Sep 15 |
Tests for TAR models vs. STAR models - a separate family of hypotheses approach
Zhaoxing Gao, Shiqing Ling and Howell Tong
|
| 514 |
May 15 |
Resampling-based post-model-selection inference for linear regression models
Stephen M.S. Lee and Yilei Wu
|
| 2014 |
|---|
| 513 |
Nov 14 |
Optimal proportional reinsurance with common shock dependence
Kam Chuen Yuen, Zhibin Liang and Ming Zhou
|
| 512 |
Mar 14 |
On buffered threshold GARCH models
Pak Hang Lo, Wai Keung Li, Philip L.H. Yu and Guodong Li
|
| 511 |
Jan 14 |
New procedure for high dimensional classification of general populations
Zhaoyuan Li and Jianfeng Yao
|
| 2012 |
|---|
| 502 |
Nov 12 |
A note on multivariate CUSUM charts
Hualong Yang and Jianfeng Yao
|
| 501 |
Nov 12 |
On generalized expectation based estimation of a population spectral distribution from high-dimensional data
Weiming Li and Jianfeng Yao
|
| 500 |
Nov 12 |
On the sphericity test with large-dimensional observations
Qinwen Wang and Jianfeng Yao
|
| 499 |
Nov 12 |
On a rescaled fractionally integrated GARCH model
Muyi Li, Wai Keung Li and Guodong Li
|
| 498 |
Oct 12 |
Buffered threshold autoregressive time series models
Guodong Li, Bo Guan, Wai Keung Li and Philip L.H. Yu
|
| 497 |
Oct 12 |
Test for homogeneity in gamma mixture models using likelihood ratio
T.S.T. Wong and W.K. Li
|
| 496 |
Jul 12 |
A geometric process maintenance model and optimal policy
Yeh Lam
|
| 495 |
May 12 |
Sequential combination of weighted and nonparametric bagging for classification
Mehdi Soleymani and Stephen M.S. Lee
|
| 494 |
Feb 12 |
Discussion of 'An analysis of global warming in the Alpine
region based on nonlinear nonstationary time series
models' by Battaglia and Protopapa
Howell Tong
|
| 493 |
Feb 12 |
A hybrid procedure for density estimation amid model uncertainties
Mehdi Soleymani and Stephen M.S. Lee
|
| 2011 |
|---|
| 492 |
Dec 11 |
Threshold Poisson autoregression
Chao Wang, Jian-Feng Yao and Wai Keung Li
|
| 491 |
Nov 11 |
On uniform correctness of bootstrap confidence intervals under M-estimation
Zhuqing Yu and Stephen M.S. Lee
|
| 490 |
Sep 11 |
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
W.M. Li, J.Q. Chen, Y.L. Qin, J.F. Yao and Z.D. Bai
|
| 489 |
Sep 11 |
On the detection of the number of signals with possibly equal strengths in the high-dimensional case
Damien Passemier and Jian-Feng Yao
|
| 488 |
Sep 11 |
Least absolute deviation estimation for nonstationary vector autoregressive time series models with pure unit roots
Guodong Li, Jianhong Wu and Wai Keung Li
|
| 487 |
Aug 11 |
Moment-based tests for random effects in panel data models
Jianhong Wu and Guodong Li
|
| 486 |
Jul 11 |
On the quasi-likelihood estimation for random coefficient autoregressions
L. Truquet and J. Yao
|
| 485 |
Jul 11 |
On mixture memory GARCH models
Muyi Li, Wai Keung Li and Guodong Li
|
484
(Rev) |
Jul 11 |
On Conditionally Heteroscedastic AR Models with Thresholds
Kung-Sik Chan, Dong Li, Shiqing Ling and Howell Tong
|
| 483 |
Apr 11 |
Procedures for estimating optimal bootstrap sample size for the m out of n bootstrap
Bei Wei and Stephen M.S. Lee
|
| 482 |
Apr 11 |
A hybrid bootstrap approach to unit root tests
Guodong Li, Chenlei Leng and Chih-Ling Tsai
|
| 481 |
Apr 11 |
A note on a Marcenko-Pastur type theorem for time series
Jian-Feng Yao
|
| 480 |
Apr 11 |
On determining the number of spikes in a high-dimensional spiked population model
Damien Passemier and Jian-Feng Yao
|
| 479 |
Feb 11 |
Uniformly consistent bootstrap confidence intervals under smooth function models
Zhuqing Yu and Stephen M.S. Lee
|
| 2010 |
|---|
| 478 |
Nov 10 |
On the compound binomial risk model with delayed claims and dividend payments
Kam Chuen Yuen, Jinzhu Li and Rong Wu
|
| 477 |
Nov 10 |
Inversion of Bayes Formula and measures of Bayesian information gain and pairwise dependence
Kai Wang Ng and Howell Tong
|
| 476 |
Sep 10 |
Second-order accuracy of depth-based bootstrap confidence regions
Bei Wei and Stephen M.S. Lee
|
| 475 |
Aug 10 |
Some statistical properties of the autopersistence functions and autopersistence graphs of a binary autoregressive time series
Chao Wang and Wai Keung Li
|
| 474 |
Jun 10 |
Depth functions as measures of representativeness
Ye Dong and Stephen M.S. Lee
|
| 473 |
May 10 |
Hybrid confidence regions based on data depth
Stephen M.S. Lee
|
| 472 |
Apr 10 |
Feature matching in time series modelling
Yingcun Xia and Howell Tong
|
| 471 |
Apr 10 |
Threshold models in time series analysis-30 years on
Howell Tong
|
| 470 |
Feb 10 |
Optimal replacement policy for a general geometric process model with δ-shock
Xiaolin Liang, Yeh Lam and Zehui Li
|
| 469 |
Jan 10 |
Estimation and robustness of linear mixed models in credibility context
Xiao Chen Xu and Wing Kam Fung
|
| 468 |
Jan 10 |
Ensemble Kalman filter with nonlinear updating equation
Gilbert C.S. Lui, W.K. Li and Joseph H.W. Lee
|
| 467 |
Jan 10 |
Score tests for long memory in stochastic volatility
Muyi Li, Guodong Li and Wai Keung Li
|
| 2008 |
|---|
| 461 |
Dec 08 |
A geometric process δ-shock maintenance model
Yeh Lam
|
| 460 |
Dec 08 |
Uniqueness and extinction properties of interacting branching collision processes
Anyue Chen, Junping Li and Hanjun Zhang
|
| 459 |
Oct 08 |
Decay properties and quasi-stationary distributions for stopped Markovian bulk-arrival and bulk-service queues
Anyue Chen, Junping Li and Hanjun Zhang
|
| 458 |
Oct 08 |
Decay parameter and invariant measures for Markovian bulk-arrival queues with control at idle time
Junping Li and Anyue Chen
|
| 457 |
Mar 08 |
Robustness diagnosis for bootstrap inference
W.S. Lok and Stephen M.S. Lee
|
| 456 |
Mar 08 |
Statistical inference in partially-varying-coefficient single-index model
Qihua Wang and Liugen Xue
|
| 2007 |
|---|
| 455 |
Nov 07 |
On a dynamic mixture GARCH model
Xixin Cheng, Philip L.H. Yu and W.K. Li
|
| 454 |
Sep 07 |
A threshold approach for peaks-over-threshold modelling using maximum product of spacings
T.S.T. Wong and W.K. Li
|
| 453 |
Jul 07 |
Semiparametric model based inference in the presence of missing responses
Qihua Wang and Pengjie Dai
|
| 452 |
Jun 07 |
Asymptotics for ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Yiqing Chen, Kam C. Yuen and Kai W. Ng
|
| 451 |
May 07 |
The analytic solution of an integral equation in geometric process
Yeh Lam and Ya-Yong Tang
|
| 450 |
May 07 |
A geometric process warranty model-game theory approach
Yeh Lam
|
| 449 |
May 07 |
A threshold geometric process maintenance model
Yeh Lam
|
| 448 |
Jan 07 |
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
Xuan Zhou and W.K. Li
|
| 447 |
Jan 07 |
A note on diagnostic checking of the double autoregressive model
Simon Sai Man Kwok and Wai Keung Li
|
| 446 |
Jan 07 |
Probability density estimation with cause-of-death data missing at random
Qihau Wang
|
| 2006 |
|---|
| 445 |
Nov 06 |
Decay parameter and quasi-stationary distributions for stopped MX/M/1 queueing models
Junping Li and Anyue Chen
|
| 444 |
Nov 06 |
Least absolute deviation estimation for unit root processes with GARCH errors
Guodong Li and Wai Keung Li
|
| 443 |
Oct 06 |
Probability density estimation with data missing at random when covariables are present
Qihua Wang
|
| 442 |
Sept 06 |
Markovian bulk-arriving queues with negative arrivals and state-dependent control (II): hitting time and busy
period distributions
Anyue Chen, Phil Pollett, Junping Li and Hanjun Zhang
|
| 441 |
Sept 06 |
Existence, uniqueness and ergodicity of Markov branching processes with immigration and instantaneous resurrection
Junping Li and Anyue Chen
|
| 440 |
Sept 06 |
Markovian bulk-arriving queues with negative arrivals and state-dependent control (I): construction and
equilibrium property
Anyue Chen, Phil Pollett, Junping Li and Hanjun Zhang
|
| 439 |
Sept 06 |
Partial linear models for longitudinal data based on quadratic inference functions
Yang Bai, Zhongyi Zhu and Wing K. Fung
|
| 438 |
Aug 06 |
Estimation and confidence bands of a conditional survival function with censoring indicators missing at
random
Qihua Wang and Junshan Shen
|
| 437 |
Aug 06 |
Confidence bands for lifetime distribution functions with interval censored data
Jian Shi, Kam-Chuen Yuen and Jianmin Xu
|
| 436 |
Jul 06 |
Bootstrap variance estimation for Nadaraya quantile estimator
K.Y. Cheung and Stephen M.S. Lee
|
| 435 |
Jul 06 |
Improving coverage accuracy of block bootstrap confidence intervals
Stephen M.S. Lee and P.Y. Lai
|
| 434 |
Jun 06 |
Uniqueness and extinction properties of weighted collision branching processes
Anyue Chen, Phil Pollett, Junping Li and Hanjun Zhang
|
| 433 |
Jun 06 |
Hitting times of general collision branching processes with beta function transition rates
Anyue Chen and Junping Li
|
| 432 |
May 06 |
Probability approach in weighted Markov branching processes
Anyue Chen and Junping Li
|
| 431 |
Apr 06 |
Hazard function estimation with cause-of-death data missing at random
Qihua Wang, Gregg E. Dinse and Chunling Liu
|
| 430 |
Apr 06 |
Testing for threshold moving average with conditional heteroscedasticity
Guodong Li and Wai Keung Li
|
| 429 |
Apr 06 |
Factor analysis for bi-attribute ranked data and model assessment using bootstrap predictive checks
Philip L.H. Yu and W.M. Wan
|
| 428 |
Mar 06 |
A simple method for detection of parent-of-origin effects based on case-parents trios
Ji-Yuan Zhou, Yue-Qing Hu and Wing K. Fung
|
| 427 |
Mar 06 |
Berry-Esseen type bounds for transformed chi-square variables and its statistical applications
Vladimir V. Ulyanov, Gerd Christoph and Yasunori Fujikoshi
|
| 426 |
Feb 06 |
Analysis of the Gerber-Shiu function for compound Poisson models with interest and a constant dividend
barrier
Kam C. Yuen, Guojing Wang and Wai K. Li
|
| 425 |
Feb 06 |
A note on the estimation of extreme value distributions using maximum product of spacings
S.T. Wong and W.K. Li
|
| 424 |
Jan 06 |
Semiparametric analysis of zero-inflated count data
K.F. Lam, Hongqi Xue and Yin Bun Cheung
|
| 2005 |
|---|
| 423 |
Nov 05 |
Inverse Bayes, information gain and a dependence index
Kai W. Ng and Howell Tong
|
| 422 |
Nov 05 |
The autoregressive conditional intensity model and its diagnostic checking
Simon Sai Man Kwok and Wai Keung Li
|
| 421 |
Nov 05 |
Asymptotically efficient product-limit estimators with censoring indicators missing at random
Qihua Wang and Kai W. Ng
|
| 420 |
Oct 05 |
The expected number of events in a geometric process
Yeh Lam
|
| 419 |
Sept 05 |
Population size estimation in proportional trapping removal and recapture models with known capture times
Paul S.F. Yip, Liqun Xi and Liping Liu
|
| 418 |
Sept 05 |
Bayesian approach to analysing longitudinal bivariate binary data with informative dropout
Jennifer S.K. Chan
|
| 417 |
Sept 05 |
Bayesian spatial analysis of ranking data via wandering ideal point models
Philip L.H. Yu, K.H. Chung and H.L. Leung
|
| 416 |
Aug 05 |
Dynamic and robust models for loss reserve problems in insurance industry
Jennifer S.K. Chan, S.T. Boris Choy, Udi Makov and M.Y. Lam
|
| 415 |
Jul 05 |
Least absolute deviation estimation for fractionally integrated autoregressive moving average time series
models with conditional heteroscedasticity
Guodong Li and Wai Keung Li
|
| 414 |
Jul 05 |
Bayesian analysis of constant elasticity of variance models
Jennifer S.K. Chan, S.T. Boris Choy and Anna B.W. Lee
|
| 413 |
Jul 05 |
Two new statistical depth functions for high-dimensional data
W.S. Lok and Stephen M.S. Lee
|
| 412 |
Jun 05 |
The growing triangle technique for choosing a model for loss reserves
Jennifer S.K. Chan, Boris S.T. Choy and Udi Makov
|
| 411 |
Jun 05 |
Modeling SARS data using threshold geometric process
Jennifer S.K. Chan, Philip L.H. Yu, Yeh Lam and Alvin P.K. Ho
|
| 410 |
Jun 05 |
A comparison of case fatality rates of Severe Acute Respiratory Syndrome (SARS) between Hong Kong and Beijing
Paul S.F. Yip, Eric H.Y. Lau, Gabriel M. Leung, Jing Xu, Wenhu Chang, Yingchun Peng, Zejun Liu and Xueqin Xie
|
| 409 |
Jun 05 |
The impact of population changes in Hong Kong
Paul S.F. Yip, Joseph Lee and C.K. Law
|
| 408 |
May 05 |
Modeling panel time series with mixture autoregression model
Shusong Jin and Wai Keung Li
|
| 407 |
May 05 |
The autoregressive conditional marked duration model: statistical inference to market microstructure
Simon Sai Man Kwok, Wai Keung Li and Philip Leung Ho Yu
|
| 406 |
May 05 |
Iterated bootstrap-t confidence intervals for density functions
Yvonne H.S. Ho and Stephen M.S. Lee
|
| 405 |
Apr 05 |
A critical analysis of population dynamics and their implications on the future compositions of households
in Hong Kong SAR
Paul S.F. Yip, C.K. Law, Sharon M.K. Choi and Karen S.L. Cheung
|
| 404 |
Mar 05 |
Modeling contemporaneously correlated panel data with partial linear regression
Shusong Jin and Wai Keung Li
|
| 403 |
Mar 05 |
Strong consistency and asymptotic normality of least absolute deviation estimates for GARCH models
Guodong Li, Jiazhu Pan, Wai Keung Li and Shiqing Ling
|
| 402 |
Jan 05 |
When is sliced average variance estimation convergent?
Yingxing Li and Li-Xing Zhu
|
| 401 |
Jan 05 |
A monotone process maintenance model for a multistate system
Yeh Lam
|
| 400 |
Jan 05 |
A k-sample test with interval censored data
Kam-Chuen Yuen, Jian Shi and Lixing Zhu
|
| 2004 |
|---|
| 399 |
Nov 04 |
A piecewise geometric process maintenance model for a system with bathtub shape failure rate
Yeh Lam
|
| 398 |
Nov 04 |
A unified likelihood-based approach for estimating population size in continuous-time capture-recapture
experiments with frailty
Liqun Xi, Paul S.F. Yip and Ray Watson
|
| 397 |
Nov 04 |
Modeling bivariate time series with Gaussian copula
Shusong Jin, Wai Keung Li and Philip L.H. Yu
|
| 396 |
Nov 04 |
On a mixture vector autoregressive model
P.W. Fong, W.K. Li, C.W. Yau and C.S. Wong
|
| 395 |
Oct 04 |
Nonparametric conditional inference for regression coefficients
Yvonne H.S. Ho and Stephen M.S. Lee
|
| 394 |
Oct 04 |
Semiparametric regression analysis of interval censored HIV/AIDS Data
Hongqi Xue, K.F. Lam, Benjamin J. Cowling and Frank de Wolf
|
| 393 |
Sept 04 |
Ordering optimal proportions in the asset allocation problem with dependent default risks
Ka Chun Cheung and Hailiang Yang
|
| 392 |
Sept 04 |
On tail behavior of mixture GARCH time series
Zhiqiang Zhang, Wai Keung Li and Kam Chuen Yuen
|
| 391 |
Aug 04 |
Minimum variance unbiased estimation based on bootstrap iterations
Kenny Y.F. Chan, Stephen M.S. Lee, Kai W. Ng
|
| 390 |
Jun 04 |
Analysis of data from a series of events by a geometric process model
Yeh Lam, Li Xing Zhu and Jennifer Chan
|
| 389 |
Jun 04 |
Monte Carlo approximation through Gibbs output in generalized linear mixed models
Jennifier S.K. Chan, Anthony Y.C. Kuk and Carrie H.K. Yam
|
| 388 |
Jun 04 |
A semiparametric regression cure model with current status data
K.F. Lam and Hongqi Xue
|
| 387 |
Jun 04 |
Estimation of central shapes of error distributions in linear regression problems
P.Y. Lai and Stephen M.S. Lee
|
| 386 |
May 04 |
Analysis of current status data based on the class of partly linear models
Hongqi Xue, K.F. Lam and Guoying Li
|
| 385 |
Apr 04 |
Diagnostic checking time series model with conditional heteroscedasticity estimated by the LAD approach
Guodong Li and W.K. Li
|
| 384 |
Feb 04 |
Partially linear reduced-rank regression
K.S. Chan, Ming-Chung Li and H. Tong
|
| 383 |
Feb 04 |
Extensions of sliced inverse regression based algorithms
Li-Xing Zhu and Megu Ohtaki
|
| 382 |
Feb 04 |
On pricing derivatives under GARCH models: a dynamic Gerber-Shiu's approach
Tak Kuen Siu, Howell Tong and Hailiang Yang
|
| 381 |
Feb 04 |
Nonparametric checks for single-index models
Winfried Stute and Li-Xing Zhu
|
| 380 |
Feb 04 |
On sliced inverse regression with large dimensional covariates
Lixing Zhu, Baiqi Miao and Heng Peng
|
| 379 |
Jan 04 |
Estimating reporting delay function of suicide in Hong Kong using aggregated data and correcting the observed number of suicide for reporting delay
P.H. Chau and Paul S.F. Yip
|
| 378 |
Jan 04 |
Adaptive Lp estimation under a general class of error densities
P.Y. Lai and Stephen M.S. Lee
|
| 377 |
Jan 04 |
On a delayed-claims risk model
Kam C. Yuen, Junyi Guo and Kai W. Ng
|
| 2003 |
|---|
| 376 |
Dec 03 |
Variance estimation for sample quantiles using the m out of n bootstrap
K.Y. Cheung and Stephen M.S. Lee
|
| 375 |
Dec 03 |
Asset allocation with regime-switching: discrete-time case
Ka Chun Cheung and Hailiang Yang
|
| 374 |
Dec 03 |
On Erlang(2) risk process perturbed by diffusion
Kam C. Yuen, Hailiang Yang and Rongming Wang
|
| 373 |
Dec 03 |
Optimal investment for an insurer to minimize its probability of ruin
Chi Sang Liu and Hailiang Yang
|
| 372 |
Nov 03 |
On some models for value-at-risk
S. Jin, W.K. Li and Philip L.H. Yu
|
| 371 |
Nov 03 |
Does the completeness of a large market depend on traders' views? How GL( p) and
q-series come to play
Phillip S.C. Yam and Hailiang Yang
|
| 370 |
Oct 03 |
Lp regression under general classes of error densities: an asymptotic overview
P.Y. Lai and Stephen M.S. Lee
|
| 369 |
Oct 03 |
Parametric bootstrapping with nuisance parameters
Stephen M.S. Lee and G. Alastair Young
|
| 368 |
Oct 03 |
Estimating value at risk using GARCH models: Can we do better if long memory exists?
Philip L.H. Yu and Mike K.P. So
|
| 367 |
Aug 03 |
Factor analysis for incomplete ranking data
Philip L.H. Yu, K.F. Lam and S.M. Lo
|
| 366 |
Aug 03 |
On a bivariate compound Poisson model
Kam-Chuen Yuen, Junyi Guo and Xueyuan Wu
|
| 365 |
Jul 03 |
Calibrated interpolated confidence intervals for population quantiles
Yvonne H.S. Ho and Stephen M.S. Lee
|
| 364 |
Jul 03 |
On a generalized form of risk measure
Robert J. Elliott, Tak Kuen Siu and Hailiang Yeung
|
| 363 |
Jun 03 |
On P.D.E. approach for measuring tail risk of portfolios containing derivatives
Tak Kuen Siu, Howell Tong and Hailiang Yang
|
| 362 |
Jun 03 |
Ruin theory in a discrete time risk model with interest income
L. Sun and H. Yang
|
| 361 |
Jun 03 |
On valuation of derivative securities: a Lie group analytical approach
Phillip S.C. Yam and Hailiang Yang
|
| 360 |
Jun 03 |
Ruin theory in a financial corporation model with credit risk
Hailiang Yang
|
| 359 |
Jun 03 |
State-space modeling of clustered grouped survival data
K.F. Lam and O.Y. Tang
|
| 358 |
Jun 03 |
A multivariate threshold GARCH model with time-varying correlations
C.K. Kwan, W.K. Li and K. Ng
|
| 357 |
Jun 03 |
Time-varying case fatality rate of severe acute respiratory syndrome (SARS) in Hong Kong
Paul S.F. Yip, K.F. Lam, Eric Lau, Pui-Hing Chau and K.W. Tsang
|
| 356 |
Jun 03 |
Informative drop-out models for longitudinal binary data using likelihood and bayesian approaches
Jennifer S.K. Chan and Doris Y.P. Leung
|
| 355 |
May 03 |
On time-reversibility of multivariate linear processes
Howell Tong and Zhiqiang Zhang
|
| 354 |
May 03 |
Asymptotics for a single-index model under random censorship
Yanhua Wang, Shuyuan He, Lixing Zhu and Kam C. Yuen
|
| 353 |
Apr 03 |
Reconstructing the severe acute respiratory syndrome incidence using back-projection in Hong Kong Special
Administrative Region
P.H. Chau and Paul S.F. Yip
|
| 352 |
Mar 03 |
Iterated smoothed bootstrap confidence intervals for population quantiles
Yvonne H.S. Ho and Stephen M.S. Lee
|
| 351 |
Mar 03 |
A semiparametric method for capture-recapture data with incomplete and measurement error covariates
Paul S.F. Yip, Hua-Zhen Lin and Liqun Xi
|
| 350 |
Feb 03 |
A simple Wald statistic for the number of components in a finite mixture model
S. Jin, W.K. Li and A.C.S. Wong
|
| 349 |
Jan 03 |
On contemporaneously correlated panel threshod models
Bo Fu, Wai-Keung and Wing-Kam Fung
|
| 348 |
Jan 03 |
On the interaction risk model with delayed claims
Xueyuan Wu and Kam C. Yuen
|
| 2002 |
|---|
| 318 |
Jan 02 |
Healthy life expectancy in Hong Kong
C.K. Law and Paul S.F. Yip
|
| 319 |
Jan 02 |
On m out of n bootstrap consistency in general M-estimation
Stephen M.S. Lee
|
| 320 |
Feb 02 |
On a common shock model with poisson and erlang risk processes
Kam C. Yuen, Junyi Guo and Xueyuan Wu
|
| 321 |
Feb 02 |
Kernel density estimation of linear processes with additive measurement error
Ming Yuan and S.T.B. Choy
|
| 322 |
Feb 02 |
Maxima of sums of heavy-tailed random varibles
K.W. Ng, Q.H. Tang and H. Yang
|
| 323 |
Mar 02 |
Estimating population sizes in a removal experiment with a known size ratio in continuous time
Liqun Xi and Paul S.F. Yip
|
| 324 |
Mar 02 |
Iterating the m out of n bootstrap in nonregular smooth function models
K.Y. Cheung, Stephen M.S. Lee and G. Alastair Young
|
| 325 |
Apr 02 |
A two level binomial tree for risk measurement
Phelim P. Boyle, Tak Kuen Siu and Hailiang Yang
|
| 326 |
Apr 02 |
Minimax Stein confidence sets based on non-iterated and iterated m out of n parametric bootstraps
K.Y. Cheung, Stephen M.S. Lee and G. Alastair Young
|
| 327 |
May 02 |
On the residual autocorrelation of the autoregressive conditional duration model
W.K. Li and Philip L.H. Yu
|
| 328 |
May 02 |
On tail behaviour of an ARCH(1) process with a mixture of normal noise
Zhiqiang Zhang and Howell Tong
|
| 329 |
May 02 |
Changes in the formation and structure of households in Hong Kong SAR
Joseph Lee, Paul S.F. Yip and C.K. Law
|
| 330 |
Jun 02 |
Statistical modelling of ranking data
Philip L.H. Yu
|
| 331 |
Jun 02 |
Model risk and risk premium
Tak Lun Cheung and Hailiang Yang
|
| 332 |
Jul 02 |
m out of n bootstrapping for nonstandard M-estimation with nuisance parameters
Stephen M.S. Lee and M.C. Pun
|
| 333 |
Jul 02 |
Factor analysis for ranking data using efficient EM-type algorithms
Philip L.H. Yu, C.F. Lee, K.F. Lam and S.M. Lo
|
| 334 |
Jul 02 |
On closure property for distributions in linear processes
Zhiqiang Zhang and Howell Tong
|
| 335 |
Jul 02 |
Analysis of covariance structures in longitudinal study
Jennifer S.K. Chan and S.T. Boris Choy
|
| 336 |
Jul 02 |
Asymptotic behavior of sums of subexponential random variables on the real line
Kai W. Ng and Qihe Tang
|
| 337 |
Aug 02 |
A discrete-time risk model with interaction between classes of business
Xueyuan Wu and Kam C. Yuen
|
| 338 |
Aug 02 |
Estimating the proportion of cured patients in a censored sample
K.F. Lam, Daniel Y.T. Fong and O.Y. Tang
|
| 339 |
Aug 02 |
Healthy life expectancy in Hong Kong
C.K. Law and Paul S.F. Yip
|
| 340 |
Sept 02 |
A note on a beta-binomial model for estimating the size of a heterogeneous population
Paul S.F. Yip and Liqun Xi
|
| 341 |
Oct 02 |
Automating technical analysis
Philip L.H. Yu, K. Lam and S.H. Ng
|
| 342 |
Nov 02 |
Checking the adequacy of a partially linear model
Li-Xing Zhu and Kai W. Ng
|
| 343 |
Nov 02 |
A note on the estimation of the initial number of susceptible individuals in the general epidemic model
Richard Huggins, Paul S.F. Yip and Eric H.Y. Lau
|
| 344 |
Nov 02 |
Robust analysis of salamander data, generalized linear model with random effects
S.T.B. Choy, J.S.K. Chan and H.K. Yam
|
| 345 |
Nov 02 |
Stochastic investment modelling: a multiple time-series approach
W.S. Chan
|
| 346 |
Nov 02 |
On selection of the discount rate for actuarial assessment of damages in personal injury litigation in Hong
Kong
Wai Sum Chan and Felix Wai Hon Chan
|
| 347 |
Nov 02 |
Multiple forecasts with autoregressive time series models: case studies
W.S. Chan, S.H. Cheung and K.H. Wu
|
| 2001 |
|---|
| 286 |
Jan 01 |
Bayesian risk measures for derivatives via random Esscher transform
Tak Kuen Siu, Howell Tong, Hailiang Yang |
| 287 |
Jan 01 |
A frailty model for detecting number of faults in a system
Yan Wang, Paul S.F. Yip and Y. Hayakawa |
| 288 |
Jan 01 |
The joint distribution of surplus immediately before ruin and the deficit at
ruin under interest force
Hailiang Yang and Lihong Zhang |
| 289 |
Feb 01 |
A semiparametric model for recapture experiments
Yan Wang and Paul S.F. Yip |
| 290 |
Feb 01 |
An integrated risk management method: VaR approach
Hailiang Yang |
| 291 |
Feb 01 |
The effects of the year of the dragon on reproductive behaviour among Chinese:
an experience of Hong Kong SAR
Paul S.F. Yip and Joseph Lee |
| 292 |
Mar 01 |
The first mandated social security pension scheme in Hong Kong
Wai-Sum Chan |
| 293 |
Mar 01 |
Some results on cointegration with random coefficients
in the error correction form : estimation and testing
P.W. Fong and W.K. Li |
| 294 |
Mar 01 |
Testing model adequacy for dynamic panel data with intercorrelation
Bo Fu, Wai Keung Li and Wing Kam Fung |
| 295 |
Apr 01 |
Estimation of population size for additive-multiplicative models
based on continuous-time recapture experiments
Yan Wang and Paul S.F. Yip |
| 296 |
Apr 01 |
Removal process estimation of population size for a population
with a known sex ratio
Liping Liu and Paul S.F. Yip |
| 297 |
May 01 |
Estimation and testing for unit root processes with
GARCH (1, 1) errors: Theory and Monte Carlo evidence
Shiqing Ling, W.K. Li and M. McAleer |
| 298 |
May 01 |
A sequential procedure for fixed accuracy estimation of the
population size with recapture sampling
Paul S.F. Yip, Xiangzhong Fang, Yong Zhou and Yan Wang
|
| 299 |
May 01 |
A maximum entropy approach to recovering information from ranking data
Philip L.H. Yu and S.B. Chui
|
| 300 |
May 01 |
Reconstructing HIV incidence in Hong Kong using data from HIV positive tests and
AIDS diagnoses
P.H. Chau, P.S.F. Yip and Jisheng Cui
|
| 301 |
May 01 |
REML and ML estimation for clustered grouped survival data
K.F. Lam and David Ip
|
| 302 |
May 01 |
Ranked set sampling in the presence of censored data
Philip L.H. Yu and Cannes Y.C. Tam
|
| 303 |
Jun 01 |
Threshold growth rates for sustainable healthcare with health protection account
Beda Chan and Kai W. Ng
|
| 304 |
Jun 01 |
Assessment of the future resources and needs for hospitalisation in Hong Kong SAR
Paul S.F. Yip and C.K. Law
|
| 305 |
Jul 01 |
Ruin probabilities for some risk processes with correlated aggregate claims
Kam C. Yuen and Junyi Guo
|
| 306 |
Jul 01 |
Comparing k cumulative incidence functions through resampling methods
Kam C. Yuen, Lixing Zhu and Dixin Zhang
|
| 307 |
Aug 01 |
Viability of the health protection account in Hong Kong SAR
C.K. Law and Paul S.F. Yip
|
| 308 |
Sept 01 |
A note on the randomized unit root model
H. Yang, W.K. Li and P.W. Fong
|
| 309 |
Sept 01 |
Scale mixtures distributions in insurance applications
S.T. Boris Choy and C.M. Chan
|
| 310 |
Sept 01 |
Bayesian student-t stochastic volatility models via two-stage scale mixtures representation
S.T. Boris Choy, C.M. Chan and H.K. Yam
|
| 311 |
Sept 01 |
On the distribution of surplus immediately before ruin under interest force
Hailiang Yang and Lihong Zhang
|
| 312 |
Oct 01 |
Estimating population size in proportional trapping-removal models
Liping Liu and Paul S.F. Yip
|
| 313 |
Nov 01 |
Estimation of reporting delay and suicide incidence in Hong Kong
Paul S.F. Yip, Jisheng Cui, P.H. Chau and John L. Hopper
|
| 314 |
Nov 01 |
The Impact of the changing marital structure on fertility of Hong Kong SAR
Paul S.F. Yip and Joseph Lee
|
| 315 |
Nov 01 |
Diagnostic checking for panels of short time series with intercorrelation
Bo Fu, Wai-Keung Li and Wing-Kam Fung
|
| 316 |
Dec 01 |
A note on stochastic difference equations and its application to GARCH models
Zhiqiang Zhang and Howell Tong
|
| 317 |
Dec 01 |
Statistical Inference for geometric processes with Gamma and Weibull distributions
Jennifer S.K. Chan and Yeh Lam
|
| 2000 |
|---|
| 249 |
Jan 00 |
On time series with randomized unit root and randomized seasonal unit root
P.W. Fong and W.K. Li |
| 250 |
Jan 00 |
A P.D.E. approach risk measures of derivatives
Tak Kuen Siu and Hailiang Yang |
| 251 |
Jan 00 |
The application of Lyapunov-like index on the initial value
sensitivity of meteorological time series
John Yin Kong Leung and Howell Tong |
| 252 |
Jan 00 |
Resampling methods for testing a semiparametric random censorship model
L.X. Zhu, K.C. Yuen and N.Y. Tang |
| 253 |
Jan 00 |
A unified approach for estimating population size in discrete time
Paul S.F. Yip, Emmy C.Y. Wan and K.S. Chan |
| 254 |
Jan 00 |
Actuarial assessment of damages in Hong Kong personal injury litigation:
past, present and future
Felix W.H. Chan and Wai-Sum Chan |
| 255 |
Jan 00 |
Some seasonal unit root tests with a maintained broken trend
Edmund T.M. Ng and W.S. Chan |
| 256 |
Jan 00 |
Initial stage problem in autoregressive binary regression
Jennifer S.K. Chan |
| 257 |
Jan 00 |
A unified parametric regression models for removal and recapture studies in continuous-time
Paul S.F. Yip and Yan Wang |
| 258 |
Mar 00 |
Prepivoting by weighted Bootstrap iterations
Stephen M.S. Lee and G. Alastair Young |
| 259 |
Mar 00 |
Dynamic random effects models for times between repeated events
Daniel Y.T. Fong, K.F. Lam, J.F. Lawless and Y.W. Lee |
| 260 |
Mar 00 |
Estimation of a common mean based on ranked set sampling with an environmental application
Philip L.H. Yu and Bimal K. Sinha |
| 261 |
Mar 00 |
Factor analysis for ranking data
Philip L.H. Yu, K.F. Lam and S.M. Lo |
| 262 |
Mar 00 |
Conditional ruin probability with stochastic interest rate
Hailiang Yang |
| 263 |
Mar 00 |
Retirement income benefits in Hong Kong
Wai-Sum Chan |
| 264 |
Apr 00 |
Model selection for prediction of hydrological time series
A.W. Jayawardena, W.K. Li and Penchang Yu |
| 265 |
Apr 00 |
On a circular distribution
M.K. Lai and W.K. Li |
| 266 |
May 00 |
Resampling methods for extension of Roy's tests of covariance matrices
Li-Xing Zhu, Kai W. Ng and Ping Jing |
| 267 |
May 00 |
Testing goodness of fit for partial linear models
Li-Xing Zhu and Kai W. Ng |
| 268 |
May 00 |
On some distributional properties of a first order non-negative bilinear time series model
Zhiqiang Zhang and Howell Tong |
| 269 |
May 00 |
Nonlinear autoregressive models with infinite variance: approximation and estimation
Yingcun Xia, Jinde Wang, Howell Tong and W.K. Li |
| 270 |
Jun 00 |
A study of demographic changes under sustained below-replacement fertility in Hong Kong SAR
Paul S.F. Yip, Joseph Lee and Beda Chan |
| 271 |
Jun 00 |
Generalised supremum tests for the equality of cause specific hazard rates
Subhash C. Kochar, K.F. Lam and Paul S.F. Yip |
| 272 |
Jun 00 |
Resampling tests for the mean residual life regression model
K.C. Yuen, L.X. Zhu and N.Y. Tang |
| 273 |
Aug 00 |
Ruin probabilities for time-correlated claims in the compound binomial model
K.C. Yuen and J.Y. Guo |
| 274 |
Sept 00 |
Kernel method for the estimation of the distribution function and the mean with auxiliary information in
ranked set sampling
K.F. Lam, Philip L.H. Yu and C.F. Lee |
| 275 |
Sept 00 |
A unified approach to dimension reduction
Yingcun Xia, Howell Tong, W.K. Li and Li-Xing Zhu |
| 276 |
Sept 00 |
Semiparametric regression model with errors in variables
Lixing Zhu and Hengjian Cui |
| 277 |
Sept 00 |
Inference for a multitype epidemic model using Markov chain Monte Carlo methods
Yu Hayakawa, Darren Upton, Paul S.F. Yip and Philip D. O'Neill |
| 278 |
Oct 00 |
Should actuarial tables be used for the assessment of damages in personal injury
litigation in Singapore?
Wai-Sum Chan and W.H. Chan |
| 279 |
Oct 00 |
Modelling corporate bond default risk: a multiple time series approach
Wai-Sum Chan |
| 280 |
Oct 00 |
A procedure for complete fault detection with a removal process
Xiangzhong Fang, Ray Watson, Yan Wang and Paul S.F. Yip |
| 281 |
Oct 00 |
Optimal Bayesian sampling acceptance plan with random censoring
Jianwei Chen, S.T. Boris Choy and Kim Hung Li |
| 282 |
Nov 00 |
Estimation of threshold parameter for a general epidemic model in a
heterogeneous population
Paul S.F. Yip, Qizhi Chen and Liqun Xi |
| 283 |
Dec 00 |
Spectrally negative Lévy processes with applications in risk theory
Hailiang Yang and Lianzeng Zhang |
| 284 |
Dec 00 |
Limiting distribution of LAD estimators for AR(p) models with infinite variance innovations
Jinde Wang, Howell Tong and Wai Keung Li |
| 285 |
Dec 00 |
The Canadian lynx data: From the nonparametric perspective
H. Tong |
| 1999 |
|---|
| 217 |
Jan 99 |
Forecasting Australian retail price inflation: a multiple time series approach
W.S. Chan |
| 218 |
Jan 99 |
Bayesian value at risk
Tak Kuen Siu and Hailiang Yang |
| 219 |
Jan 99 |
On simulation-based estimation methods for rank ordered probit models
Philip L.H. Yu and Shiu Bong Chui |
| 220 |
Feb 99 |
Estimation in the constant elasticity of variance model
K.C. Yuen, H. Yang and K.L. Chu |
| 221 |
Mar 99 |
An exact iterated bootstrap algorithm for small-sample bias reduction
Kenny Y.F. Chan and Stephen M.S. Lee |
| 222 |
Mar 99 |
A personal journey through time series in Biometrika
Howell Tong |
| 223 |
Mar 99 |
An approach of modelling subset multivariate ARCH model via the AIC principle
H.Z. An, P.W. Fong and W.K. Li |
| 224 |
Mar 99 |
The effects of migration on the population distribution in Hong Kong
Paul S.F. Yip and Joseph Lee |
| 225 |
Apr 99 |
On a mixture autoregressive conditional heteroscedastic model
Chun Shan Wong and Wai Keung Li |
| 226 |
May 99 |
Bootstrap calibration for tests based on estimated nuisance parameters
Qiwei Yao, Wenyang Zhang and Howell Tong |
| 227 |
May 99 |
Robust Bayesian linear models using multivariate scale mixture of normals
S.T. Boris Choy |
| 228 |
Jun 99 |
Suicide Mapping in Hong Kong
Paul S.F. Yip and Daniel Y.T. Fong |
| 229 |
Jul 99 |
A hybrid approach based on saddlepoint and importance
sampling methods for bootstrap tail probability estimation
Stephen M.S. Lee and Irene O.L. Wong |
| 230 |
Jul 99 |
Risk measures for derivative securities under multiplicative binomial model
Tak Kuen Siu and Hailiang Yang |
| 231 |
Jul 99 |
Proportional odds model for survival data
K.F. Lam and T.L. Leung |
| 232 |
Jul 99 |
Modeling multivariate survival data using proportional odds model
K.F. Lam and Y.W. Lee |
| 233 |
Jul 99 |
Diagnosing shocks in stock markets of Southeast Asia, Australia and New Zealand
W.S. Chan and W.N. Liu |
| 234 |
Sept 99 |
Statistical inference for population effectiveness of vaccination in a heterogeneous
mixing population
Qizhi Chen, Paul S.F. Yip and Richard Huggins |
| 235 |
Sept 99 |
A unified estimating procedure for continuous-time capture studies
Paul S.F. Yip and Yan Wang |
| 236 |
Sept 99 |
Premium calculation using ruin probability
K.C. Yuen, H. Yang and K.L. Chu |
| 237 |
Sept 99 |
Optimal asset allocation under GARCH model
W.C. Hui, H. Yang and K.C. Yuen |
| 238 |
Sept 99 |
Multivariate survival analysis using semiparametric proportional odds model
K.F. Lam, Y.W. Lee and T.L. Leung |
| 239 |
Oct 99 |
Detecting structural changes using genetic programming with an application
to the Greater-China stock markets
X.B. Zhang, Y.K. Tse and W.S. Chan |
| 240 |
Oct 99 |
A survey of recent theoretical results for time series models with GARCH errors
W.K. Li, Shiqing Ling and Michael McAleer |
| 241 |
Oct 99 |
Bayesian estimation of stochastic volatility model via scale mixtures distributions
S.T.B. Choy and C.M. Chan |
| 242 |
Oct 99 |
On a generalized mixture autoregressive model
C.S. Wong and W.K. Li |
| 243 |
Nov 99 |
Risk measures for derivatives under Black-Scholes economy
Hailiang Yang and Tak Kuen Siu |
| 244 |
Nov 99 |
Ruin theory with interest incomes
H. Yang and L. Zhang |
| 245 |
Nov 99 |
Teaching the concept of breakdown point in linear regression analysis
Wai-Sum Chan |
| 246 |
Nov 99 |
Stochastic investment modelling: a multiple time-series approach
W.S. Chan |
| 247 |
Dec 99 |
A simple multivariate ARCH model specified by random coefficients
P.W. Fong, W.K. Li and Hong-Zhi An |
| 248 |
Dec 99 |
A goodness-of-fit test for single-index models
Yingcun Xia, W.K. Li, Howell Tong and Dixin Zhang |
| 1998 |
|---|
| 172 |
Jan 98 |
A note on testing for multi-modality with dependent data
K.S. Chan and Howell Tong |
| 173 |
Jan 98 |
Nonparametric confidence intervals based on extreme
bootstrap percentiles
Stephen M.S. Lee |
| 174 |
Jan 98 |
Adaptive testing for additivity in additive stochastic
regression models
Jiti Gao, Howell Tong and Rodney C.L. Wolff |
| 175 |
Jan 98 |
Non-exponential bounds for ruin probability with interest
effect included
Hailiang Yang |
| 176 |
Jan 98 |
Controlled diffusion models of an insurance company
Phelim P. Boyle, Robert J. Elliott and Hailiang
Yang |
| 177 |
Feb 98 |
Absolute deviation estimation of volatility in nonpara-
metric models
Yingcun Xia, Howell Tong and W.K. Li |
| 178 |
Feb 98 |
A test for symmetries of multivariate probability distributions
Cees Diks and Howell Tong |
| 179 |
Feb 98 |
The effect of Monte Carlo approximation on coverage
error of double bootstrap confidence intervals
Stephen M.S. Lee and G. Alastair Young |
| 180 |
Mar 98 |
On a mixture autoregressive model
Chun Shan Wong and Wai Keung Li |
| 181 |
Mar 98 |
Upper bounds for ruin probability with correlated claims and constant interest rate
Hailiang Yang and Lihong Zhang |
| 182 |
Mar 98 |
On the exponential stability of stochastic Markovian jump systems
Boukas E.K. and H. Yang |
| 183 |
Apr 98 |
Interpreting forensic DNA mixtures: allowing for uncertainty, population substructure and relatedness
Wing K. Fung and Yue-Qing Hu |
| 184 |
Apr 98 |
The use of smoothed ROC curves to summarise and compare diagnostic systems
Chris J. Lloyd |
| 185 |
Apr 98 |
Kernel estimators of the ROC curve are better than empirical
Chris J. Lloyd and Yong Zhou |
| 186 |
Apr 98 |
A computable confidence upper limit from discrete data with good coverage properties
Paul Kabaila and Chris J. Lloyd |
| 187 |
Apr 98 |
Profile upper confidence limits from discrete data
Paul Kabaila and Chris J. Lloyd |
| 188 |
Apr 98 |
A Gibbs sampler approach to estimation of the number of faults in a system
using capture-recapture sampling
Yu Hayakawa and Paul Yip |
| 189 |
May 98 |
A note on kernel estimation in integrated time series
Yingcun Xia, W.K. Li and Howell Tong |
| 190 |
May 98 |
On practical prediction of financial time series
Bing Cheng and Howell Tong |
| 191 |
May 98 |
Epidemiology of suicides in China
Paul S.F. Yip |
| 192 |
May 98 |
On critical values for certain likelihood ratio tests
W.K. Chiu and Daming Lin |
| 193 |
May 98 |
Three ways of implementing the EM algorithm when parameters are not identifiable
Anthony Y.C. Kuk and Jennifer S.K. Chan |
| 194 |
Jun 98 |
Nonparametric density estimation from biased data with unknown biasing function
Chris J. Lloyd and M.C. Jones |
| 195 |
Jun 98 |
On a class of m-out-of-n bootstrap confidence intervals
Stephen M.S. Lee |
| 196 |
Jun 98 |
Diagnostics in common principal components analysis:
a generalization of local influence to the restricted
likelihood
Hong Gu and Wing K. Fung |
| 197 |
Jun 98 |
On the distribution of surplus immediately after ruin
under interest force
Hailiang Yang and Lihong Zhang |
| 198 |
Jul 98 |
On smooth transition double threshold models
Y.N. Lee and W.K. Li |
| 199 |
Jul 98 |
A comparison of some of pattern identification methods for order
determination of mixed ARMA models
Wai-Sum Chan |
| 200 |
Jul 98 |
Return transmission among stock markets of the Greater China
W.S. Chan, Harry W.C. Lo, S.H. Cheung |
| 201 |
Aug 98 |
Sensitivity analysis and estimating number of faults in removal debugging
Paul S.F. Yip, Liqun Xi, Daniel Y.T. Fong and Y. Hayakawa |
| 202 |
Aug 98 |
Estimating vaccine efficacy from a general epidemic model
Paul S.F. Yip and Qizhi Chen |
| 203 |
Aug 98 |
On exact confidence intervals for the common mean of several normal populations
Philip L.H. Yu, Yijun Sun and Bimal K. Sinha |
| 204 |
Aug 98 |
Importance of interpolation when constructing double bootstrap confidence intervals
Peter Hall, Stephen M.S. Lee and G. Alastair Young |
| 205 |
Sept 98 |
Extention of Roy's tests and sample re-use methods
Ping Jing, Kai W. Ng and Li-Xing Zhu |
| 206 |
Sept 98 |
The extended exponential power distribution and Bayesian robustness
S.T. Boris Choy and Stephen G. Walker |
| 207 |
Sept 98 |
Estimating transformation of time series
Yingcun Xia, Howell Tong, W.K. Li and Li-Xing Zhu |
| 208 |
Sept 98 |
Permutation tests for multivariate location problems
Georg Neuhaus and Li-Xing Zhu |
| 209 |
Sept 98 |
Robust analysis of binomial and poisson data
S.T. Boris Choy |
| 210 |
Sept 98 |
Outlier analysis of annual retail price inflation: a cross-country study
Wai-Sum Chan |
| 211 |
Oct 98 |
An approach to mark-recapture and line transect surveys
Song Xi Chen and C.J. Lloyd |
| 212 |
Oct 98 |
On exact joint forecast regions for vector autoregressive models
Wai Sum Chan, Siu Hung Cheung and Ka Ho Wu |
| 213 |
Oct 98 |
Adaptive series estimation in additive stochastic regression models
Jiti Gao, Howell Tong and Rodney C.L. Wolff |
| 214 |
Nov 98 |
Estimation for partially nonstationary multivariate
autoregressive models with conditional heteroskedasticity
W.K. Li, Shiqing Ling and H. Wong |
| 215 |
Dec 98 |
Subjective risk measures: Bayesian predictive scenarios analysis
Tak Kuen Siu and Hailiang Yang |
| 216 |
Dec 98 |
Common dynamic structure of Canadian lynx populations within three geo-climatic zones
Nils Chr. Stenseth, Kung-Sik Chan, Howell Tong and et al. |
| 1997 |
|---|
| 134 |
Jan 97 |
Testing for the mean residual life regression model
K.C. Yuen |
| 135 |
Feb 97 |
Statistical inference for a multitype epidemic model
Paul S.F. Yip and Qizhi Chen |
| 136 |
Mar 97 |
Limiting discrete distributions in random triangulations
Richard Cowan |
| 137 |
Mar 97 |
Invariant distributions for shapes in sequences of randomly-divided rectangles
Francis K.C. Chen and Richard Cowan |
| 138 |
Mar 97 |
Cover times of asymmetric random walks and brownian motion
K.S. Chong and Richard Cowan |
| 139 |
Apr 97 |
Suicide trends in Hong Kong and Australia by age, gender and marital status: Describing the nature and
strength of statistical relationships through logistic regression models
Chris J. Lloyd and Paul S.F. Yip |
| 140 |
Apr 97 |
Estimation and testing for unit root processes with GARCH (1,1) errors
Shiqing Ling and W.K. Li |
| 141 |
Apr 97 |
Asymptotic properties of the conditional sum of squares estimator for nonstationary fractionally integrated auto-
regressive moving-average models
Shiqing Ling and W.K. Li |
| 142 |
Apr 97 |
Smoothed ROC curves
Chris J. Lloyd |
| 143 |
Apr 97 |
A survey of inference on ROC curves
Chris J. Lloyd |
| 144 |
May 97 |
A nonparametric test based on spearman rank correlation for missing and tied data
Philip L.H. Yu, K.F. Lam and F.K. Hui |
| 145 |
May 97 |
Bias corrected confidence bands in nonparametric regression of time series
Yingcun Xia |
| 146 |
May 97 |
A re-exmaination of seasonal variation in suicides in Australia and New Zealand
Paul S.F. Yip, Anne Chao and T.P. Ho |
| 147 |
May 97 |
Smooth Estimation of ROC curves based on logistic regression
Chris J. Lloyd |
| 148 |
May 97 |
A proof, based on stochastic ordering, for degenerate convergence of shapes
Huiling Le and Richard Cowan |
| 149 |
Jun 97 |
Parametric regression models for continuous-time removal and recapture studies
D.Y. Lin and Paul S.F. Yip |
| 150 |
Jul 97 |
Sensitivity analysis of BLUE for the population mean based
on a ranked set sample
Cannes Y.C. Tam, Philip L.H. Yu and Tony W.K. Fung |
| 151 |
Jul 97 |
Testing for double threshold autoregressive conditional heteroscedastic model
C.S. Wong and W.K. Li |
| 152 |
Jul 97 |
On the estimation and testing of functional-coefficient linear models
Yingcum Xia and W.K. Li |
| 153 |
Aug 97 |
Graphical representation of ranking data: a Bayesian approach
Philip L.H. Yu and Lucia K.Y. Chan |
| 154 |
Oct 97 |
Regression models for capture experiments
Paul S.F. Yip, K.S. Chan and D.Y. Lin |
| 155 |
Oct 97 |
Estimation for partially observed birth-death processes
Abraham M. Hasofer and Chris J. Lloyd
|
| 156 |
Nov 97 |
Bootstrap tests for common structure in a family of
stochastic regression models and their applications
Qiwei Yao, Howell Tong, Barbel Finkenstadt and Nils Chr. Stenseth |
| 157 |
Nov 97 |
Testing for common structures in a panel of threshold
models
K.S. Chan, Howell Tong and N.C. Stenseth |
| 158 |
Nov 97 |
Fitting ROC curves using non-linear binomial regression
Chris J. Lloyd |
| 159 |
Nov 97 |
Asymptotic behavior of bandwidth selected by
the cross-validation method for local polynomial fitting
Yingcun Xia and W.K. Li |
| 160 |
Nov 97 |
From patterns to processes: Phase- and density-
dependencies in the Canadian lynx cycle
N.C. Stenseth, W. Falck, O.N. Bjørnstad, M.
O'Donoghue, H. Tong, et al. |
| 161 |
Nov 97 |
Nonparametric estimation of ratios of noise to signal in
stochastic regression
Qiwei Yao and Howell Tong |
| 162 |
Nov 97 |
Analyzing short time series data from periodically
fluctuating rodent populations by threshold models:
a nearest block bootstrap approach
K.S. Chan, H. Tong and N.C. Stenseth |
| 163 |
Nov 97 |
On the statistical inference of a machine-generated
AR(1) model
Jean-Pierre Stockis and Howell Tong |
| 164 |
Nov 97 |
Phase-and density-dependent population dynamics in
norwegian lemmings: interaction between deterministic
and stochastic processes
N.C. Stenseth, K.S. Chan, E. Framstad and H. Tong
|
| 165 |
Nov 97 |
On single-index coefficient regression models
Yingcun Xia and W.K. Li |
| 166 |
Dec 97 |
Proofs of invariant distributions for shapes in sequences
of randomly-divided rectangles
Francis K.C. Chen and Richard Cowan |
| 167 |
Dec 97 |
On extended partially linear single-index models
Yingcun Xia, Howell Tong and W.K. Li |
| 168 |
Dec 97 |
A new family of regression models for ROC curves
Chris J. Lloyd |
| 169 |
Dec 97 |
The use of years of potential life lost (YPLL) to measure
the leading causes of death in Hong Kong
Paul S.F. Yip and Anna Louie |
| 170 |
Dec 97 |
A unified approach in interpreting DNA mixtures based
on NRC-II recommendations
Wing K. Fung and Yue-Qing Hu |
| 171 |
Dec 97 |
A random effects model for heterogeneity in capture-
recapture experiments
Richard M. Huggins and Paul S.F. Yip |
| 1996 |
|---|
| 105 |
Jan 96 |
Estimating attributable response as a function of a continuous risk factor
C.J. Lloyd |
| 106 |
Feb 96 |
Estimating the number of errors in a system: the relative efficiency of removal, recapture and seeded errors methods
Chris J. Lloyd, Paul S.F. Yip and K.S. Chan |
| 107 |
Feb 96 |
Tight upper confidence limits from discrete data
Paul Kabaila and Chris J. Lloyd |
| 92 |
Feb 96 |
Shapes of rectangular prisms after repeated random division (Revised ed., Oct 95)
Richard Cowan |
| 108 |
Mar 96 |
Inference for capture-recapture experiments in continuous time with variable capture rates
Paul F.F. Yip, R. M. Huggins and D.Y. Lin |
| 109 |
Mar 96 |
From quality control to technical trading
Kin Lam and H.C. Yam |
| 110 |
Apr 96 |
Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares
T.K. Mak, H. Wong and W.K. Li |
| 111 |
Apr 96 |
Diagnostic checking nonlinear multivariate time series with multivariate arch errors
Shiqing Ling and W.K. Li |
| 112 |
May 96 |
Estimation of mean based on an unbalanced ranked set sample
Philip L.H. Yu, Kin Lam and Bimal K. Sinha |
| 113 |
May 96 |
On a threshold autoregression with conditional heteroscedastic variances
J. Liu,W.K. Li and C.W. Li |
| 114 |
May 96 |
Applying pos(i) rules to communication problem
K. Lam and K.S. Chong |
| 115 |
Jun 96 |
Semi-parametric estimation of covariate effects under the two-parameter family of frailty distributions
K.F. Lam and Anthony Y.C. Kuk |
| 116 |
Jun 96 |
Estimating population size: the relative efficiency of resighting, removal and recapture methods
C.J. Lloyd, P.S.F. Yip and K.S. Chan |
| 106 |
Jun 96 |
Estimating the number of errors in a system: the relative efficiency of removal, recapture and seeded errors methods (Revised ed.)
C.J. Lloyd, P.S.F. Yip and K.S. Chan |
| 117 |
Jul 96 |
On the use of the predictive least squares criterion in time series with changing conditional variance
C.S. Wong and W.K. Li |
| 118 |
Aug 96 |
Does Hong Kong stock market exhibit mean reversion behaviour
M.C.M. Wong and K. Lam |
| 119 |
Aug 96 |
Bayesian unit root testing in stochastic volatility model
Mike K.P. So and W.K. Li |
| 120 |
Sept 96 |
Bayesian analysis of order-statistics models for ranking data
Philip L.H. Yu |
| 121 |
Sept 96 |
Estimation of variance based on balanced and unbalanced ranked set samples
Philip L.Y. Yu, K. Lam and Bimal K. Sinha |
| 122 |
Sept 96 |
Combining kernel smoothing and mark-recapture to estimate a frequency distribution from biased data
Chris J. Lloyd |
| 123 |
Sept 96 |
Cover times and the range of a brownian motion
K.S. Chong and Richard Cowan |
| 124 |
Sept 96 |
Limiting distributions of Maximum likelihood estimators for unstable arma time series with garch errors
Shiqing Ling and W.K. Li |
| 80 |
Sept 96 |
A test of fit for a semiparametric additive risk model (Revised ed.)
K.C. Yuen and M.D. Burke |
| 125 |
Sept 96 |
Asymptotic representations for kernel density and hazard function estimator with left truncating
Yong Zhou |
| 126 |
Sept 96 |
Forecast regions for parametric time series models by regression quantiles
Yingcun Xia, W.K. Li and H. Tong |
| 127 |
Oct 96 |
Optimal Bootstrap Sample Size in Construction of Percentile Confidence Intervals
K.H. Chung and Stephen M.S. Lee |
| 128 |
Nov 96 |
Estimation of the size of an open population from capture-recapture data using weighted martingale methods
Richard M. Huggins and Paul S.F. Yip |
| 129 |
Nov 96 |
Move-to-front rule for accessing several records
K.S. Chong |
| 130 |
Dec 96 |
Estimation of population size based on additive hazards models for continuous-time recapture experiments
Paul S.F. Yip, Yong Zhou and D.Y. Lin |
| 131 |
Dec 96 |
A strong representation of TJW product-limit estimator for left truncated and right censored data
Yong Zhou and Paul S.F. Yip |
| 132 |
Dec 96 |
On the theory of hypotheses testing for nonparametric regression models under dependence
Yingcun Xia and W.K. Li |
| 133 |
Dec 96 |
Estimation procedures for binary survey data with nonignorable nonresponse
A.Y.C. Kuk, T.K. Mak and W.K. Li |
| 1995 |
|---|
| 75 |
Jan 95 |
A Unified approach to population size estimation for closed capture-recapture models via a martingale estimation function
Anne Chao, Paul Yip, Shen-ming Lee and Wenten Chu |
| 76 |
Jan 95 |
The Random division of faces in a planar graph
Richard Cowan and Simone Chen |
| 77 |
Feb 95 |
Testing for threshold autoregression with conditional heteroscedasticity
C.S. Wong and W.K. Li |
| 78 |
Feb 95 |
Statistical analysis of removal experiments with the use of auxillary variables
Richard Huggins and Paul Yip |
| 79 |
Feb 95 |
An Empirical study of volatility in seven Southeast Asian stock markets using ARV models
Mike So, K. Lam and W.K. Li |
| 80 |
Feb 95 |
Tests of fit for the semiparametric additive risk model
M.D. Burke and K.C. Yuen |
| 81 |
Feb 95 |
Tests of fit for the accelerated life model
M.D. Burke and K.C. Yuen |
| 82 |
Mar 95 |
Explicit formulas for unconditional PDF (Rev.)
Kai W. Ng |
| 83 |
Apr 95 |
Diagnostic checking multivariate conditional heteroscedasticity models
H. Wong and W. K. Li |
| 84 |
Apr 95 |
Kummer-gamma and Kummer-beta univariate and multivariate distributions
Kai W. Ng and S. Kotz |
| 85 |
Jun 95 |
Estimating population size from capture-recapture studies via sample coverage and estimating functions
Paul Yip and Anne Chao |
| 86 |
Jul 95 |
Autoregressive random variance model with Markov switching
Mike K.P. So, K. Lam and W.K. Li |
| 87 |
Aug 95 |
Diagnostic checking nonlinear multivariate time series with multivariate ARCH errors
S.Q. Ling andW.K. Li |
| 88 |
Sept 95 |
Estimation of the population mean using ranked set sampling
Philip L.H. Yu and K. Lam |
| 89 |
Sept 95 |
Random mosaics with cells of general topology
Richard Cowan and Albert K.L. Tsang |
| 90 |
Sept 95 |
Ancillary statistics and their use in statistical inference
C.J. Lloyd, E.J. Williams and P.S.F. Yip |
| 91 |
Sept 95 |
Cost comparison of a spectrum of self-organizing rules
K.S. Chong and K. Lam |
| 92 |
Oct 95 |
Shapes of prisms after repeated random division
Richard Cowan |
| 93 |
Nov 95 |
A Note on the corrected Akaike information criterion for the threshold autoregressive models
C.S. Wong and W.K. Li |
| 94 |
Nov 95 |
Suicides in Hong Kong 1981-1994
Paul S.F. Yip |
| 95 |
Nov 95 |
Assessment of local influence in multivariate regression analysis
Wing K. Fung and M.K. Tang |
| 96 |
Nov 95 |
Seasonal variation in suicides re-examined: no sex difference in Hong Kong and Taiwan
Ting-Pong Ho, Anne Chao and Paul Yip |
| 97 |
Nov 95 |
Modelling asymmetries in returns and volatility by the threshold autoregressive random variance model
Mike K.P. So, W.K. Li and K. Lam |
| 98 |
Nov 95 |
Fractional ARIMA-GARCH time series models
S.Q. Ling and W.K. Li |
| 99 |
Nov 95 |
Regression estimator in ranked set sampling
Philip L.H. Yu and K. Lam |
| 100 |
Nov 95 |
Statistical analysis on the retraining course evaluation for primary school teachers
Billy Y.G. Li and Samuel H.K. Leung |
| 101 |
Nov 95 |
A Study of the effect of the intensive English course on use of English marks
Billy Y.G. Li and Paul Yip |
| 102 |
Nov 95 |
The Impact of futures and options tradings on the Hang Seng Index volatility
Mike K.P. So and Philip L.H. YU |
| 103 |
Dec 95 |
D-optimal axial design for an additive cubic mixture model
J.H. Meng, L.Y. Chan and K.W. Ng |
| 104 |
Dec 95 |
Accurate pivotals from recapture experiments with time variation
C.J. Lloyd |
| 1994 |
|---|
| 59 |
Jan 94 |
Permutation model for duplicate bridge tournament data
Philip L.H. Yu and K. Lam |
| 60 |
Jan 94 |
Some aspects of inference for chain binomial models
Paul Yip and Richard Huggins |
| 61 |
Feb 94 |
Mixture models for the joint distribution of stocks' return and trading volume with a built-in asymmetric relationship
K. Lam and P.S. Wong |
| 62 |
Apr 94 |
An Inference procedure for capture-recapture experiment in continuous time with variable capture rates
Paul S.F. Yip and Richard M. Huggins |
| 63 |
Apr 94 |
A Marginal likelihood approach to estimation in in frailty models
K.F. Lam and Anthony Y.C. Kuk |
| 64 |
May 94 |
Semiparametric modelling of a double threshold autoregressive heteroskedastic time series model
C.W. Li and W.K. Li |
| 65 |
May 94 |
Asymptotic iterated bootstrap confidence intervals
Stephen M.S. Lee and G. Alastair Young |
| 66 |
May 94 |
Criteria for high-order smoothing in bootstrap estimation of linear functionals
Stephen M.S. Lee |
| 67 |
May 94 |
A Note on information lost in analyzing a mixture model of count data
Daniel Y.T. Fong and Paul Yip |
| 32 |
May 94 |
F tests for seasonal differencing with a break-point (revised ed., May 1994)
T.M. Ng and W.K. Li |
| 68 |
May 94 |
Trend models for price movements in financial markets
Josephine W.C. Kwan and K. Lam |
| 69 |
Aug 94 |
Likelihood ratio test for the spacing between two adjacent location parameters
Philip L.H. Yu and K. Lam |
| 70 |
Sept 94 |
Poisson sampling estimation for Markov models for a single ion channel, incorporating interval ommission time
Frank G. Ball and Anyue Chen |
| 71 |
Sept 94 |
Local asymptotic minimax estimation of sampling distribution functionals
Stephen M.S. Lee |
| 72 |
Oct 94 |
Birth-death processes with mass annihilation and immigration
Eric Renshaw and Anyue Chen |
| 73 |
Nov 94 |
M/M/1 queue with instigator and reflux
Anyue Chen |
| 74 |
Dec 94 |
Multivariate modelling of volatility by the autoregressive random variance process
Mike K.P. So, W.K. Li and K. Lam |
| 1993 |
|---|
| 32 |
Jan 93 |
F-Type tests for seasonal differencing with a break-point
T.M. Ng and W.K. Li |
| 33 |
Jan 93 |
Testing for seasonal differencing with a level/trend shift
T.M. Ng and W.K. Li |
| 34 |
Jan 93 |
The Falling-leaves mosaic and its equilibrium properties
R. Cowan and A.K.L. Tsang |
| 35 |
Feb 93 |
A Statistical model for duplicate tournaments in games of luck and skill
P.L.H. Yu and R. Cowan |
| 36 |
Feb 93 |
In search of chaos in some Hong Kong stocks prices
Mike K.P. So, K. Lam and W.K. Li |
| 37 |
Feb 93 |
How to predict election winners from a poll
P.L.H. Yu and K. Lam |
| 38 |
Mar 93 |
Tests for seasonal differencing with an unknown break-point
T.M. Ng and W.K. Li |
| 39 |
Apr 93 |
Markov branching processes regulated by large immigration and emigration
A. Chen and Eric Renshaw |
| 40 |
May 93 |
Testing procedures for a competing risks model in the presence of censoring
D.Y.T. Fong and Paul S.F. Yip |
| 41 |
May 93 |
The Bootstrapped Cox regression parameter
Kam C. Yuen |
| 42 |
May 93 |
Family groupings on performance of portfolio selection in the Hong Kong Stock Market
Kin Lam, Henry M.K. Mok, Iris Cheung and H.C. Yam |
| 43 |
May 93 |
Estimating the number of species via a martingale estimating function
Anne Chao, Paul Yip and Huey-Shyan Lin |
| 44 |
Jun 93 |
Teenage suicide in Hong Kong 1981-1992: age trend, time and geographical distribution
Paul Yip and Angela Yu |
| 45 |
Jun 93 |
A Simple statistical project: image reconstruction
P.L.H. Yu |
| 46 |
Jul 93 |
A Limit theorem for the replication time of a DNA molecule
R. Cowan, S.N. Chiu and Lars Holst |
| 47 |
Jul 93 |
Internally scaled influence measures in factor analysis
W.K. Fung and C.W. Kwan |
| 48 |
Aug 93 |
An EM-Algorithm for an illness-death model
K.F. Lam and Paul Yip |
| 49 |
Sep 93 |
Asymptotics of sliced inverse regression
Li-Xing Zhu and Kai W. Ng |
| 50 |
Sep 93 |
The General correlated random walk
A. Chen and Eric Renshaw |
| 51 |
Sep 93 |
Goodness-of-fit tests for the Cox model via bootstrap method
Murray D. Burke and Kam C. Yuen |
| 52 |
Nov 93 |
The Autoregressive random variance model for changing volatility: an alternative to garch model
Mike Ka Pui So, Kin Lam and Wai Keung Li |
| 53 |
Nov 93 |
On a double threshold autoregressive heteroskedastic time series model
C.W. Li and W.K. Li |
| 54 |
Nov 93 |
Cusum techniques for the testing of market efficiency
K. Lam and H.C. Yam |
| 55 |
Nov 93 |
A Predictive approach for the selection of a fixed number of good treatments
K. Lam and P.L.H. Yu |
| 56 |
Dec 93 |
Multivariate conditional heteroscedastic models
H. Wong and W.K. Li |
| 57 |
Dec 93 |
Sensitivity analysis in factor analysis: difference between using covariance and correlation matrices
W.K. Fung and C.W. Kwan |
| 58 |
Dec 93 |
On segmented multivariate regressions
J. Liu, S. Wu and J.V. Zidek |
| 1992 |
|---|
| 31 |
Dec 92 |
Bayesian optimal designs for probit regression with errors-in-variables
P.K. Tang and J. Bacon-Shone |
| 30 |
Oct 92 |
A Nonparametric inference procedure for an illness-death model
Paul Yip and K.F. Lam |
| 29 |
Oct 92 |
Nonlinear regression diagnostics using mean-shift outlier models
B.C. Wei and Kai W. Ng |
| 28 |
Oct 92 |
Mathematics of DNA replicating forks
R. Cowan and S.N. Chiu |
| 27 |
Aug 92 |
On the estimation methods of input parameters for economic NP-Chart
V.S.Y. Lo |
| 26 |
Aug 92 |
The Dependence of voter shares under a two-vote system
W.K. Fung |
| 25 |
Jul 92 |
Hedging performance of the Hang Seng Index futures contract
K. Lam and P.L.H. Yu |
| 24 |
Jul 92 |
A Multivariate nonparametric test for the equality of failure rates in a competing risks model
Paul Yip and K.F. Lam |
| 23 |
Jun 92 |
Statistical diagnosis from imprecise composition data using logistic discriminant form
S.M. Shen |
| 22 |
Jun 92 |
Family groupings on performance of portfolio selection in the Hong Kong stock markets
K. Lam, H.M.K. Mok, Iris Cheung and H.C. Yam |
| 21 |
Jun 92 |
A Note on the use of multiple deletion cook-type measures
W.K. Fung |
| 20 |
Jun 92 |
An EM algorithm for a mixture model of count data
D.Y.T. Fong and Paul Yip |
| 19 |
Jun 92 |
Discrimination of time series using sample autorcovariances
T.F. Cox and H.T. Chan |
| 18 |
Jun 92 |
A Modified racetrack betting system
V.S.Y. Lo, J. Bacon-Shone and K. Busche |
| 17 |
Jun 92 |
A Comparison between two models for predicting ordering probabilities in multi-entry competitions
V.S.Y. Lo and J. Bacon-Shone |
| 16 |
Jun 92 |
An Approximation to ordering probabilities of multi-entry competitions
V.S.Y. Lo and J. Bacon-Shone |
| 15 |
Jun 92 |
Multivariate discrete density estimation using kernel densities
J. Bacon-Shone and John Aitchison |
| 14 |
Jun 92 |
The Difference in vote shares for multiple vote systems
J. Bacon-Shone |
| 13 |
Jun 92 |
The Selection of Olympic Athletes
J. Bacon-Shone |
| 12 |
May 92 |
Bayesian analysis of errors-in-variables in binary regression models
P.K. Tang and J. Bacon-Shone |
| 11 |
May 92 |
Logistic analyses for complicated bets
J. Bacon-Shone, V.S.Y. Lo and K. Busche |
| 10 |
May 92 |
Modelling the winning probabilities
J. Bacon-Shone, V.S.Y. Lo and K. Busche |
| 9 |
May 92 |
Reliability assessment through life tests in a Bayesian situation
W.K. Chiu and Daming Lin |
| 8 |
Apr 92 |
A Brief review of L1-Norm distributions
K.T. Fang, S. Kotz and K.W. Ng |
| 7 |
Mar 92 |
Unmasking outliers and leverage points: a confirmation
W.K. Fung |
| 6 |
Mar 92 |
Distribution of the cross-correlations of squared-residuals in ARIMA models with applications to American-Canadian stock index
H. Wong and W.K. Li |
| 5 |
Jan 92 |
Departmental publications from 1987 to 1991 |
| 1991 |
|---|
| 4 |
Dec 91 |
Discrimination of autoregressive time series models
H.T. Chan and T.F. Cox |
| 3 |
Nov 91 |
A Constraint on the random packing of disks
Richard Cowan |
| 2 |
Mar 91 |
Range tests for the dispersion of several location parameters
H.J. Chen, K. Lam, and M. Xiong |
| 1 |
Jan 91 |
Stochastic reversibility in self-organizing systems
K. Lam and Richard Cowan |
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