


 
Research Reports

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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 lassotype regression estimators
Wenlong Cai and S.M.S. Lee

517 
Oct 15 
Bootstrap confidence regions based on Mestimators under nonstandard conditions
S.M.S. Lee and Puyudi Yang

516 
Oct 15 
Distribution of likelihoodbased pvalues 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 
Resamplingbased postmodelselection 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 highdimensional data
Weiming Li and Jianfeng Yao

500 
Nov 12 
On the sphericity test with largedimensional 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, JianFeng Yao and Wai Keung Li

491 
Nov 11 
On uniform correctness of bootstrap confidence intervals under Mestimation
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 highdimensional case
Damien Passemier and JianFeng 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 
Momentbased tests for random effects in panel data models
Jianhong Wu and Guodong Li

486 
Jul 11 
On the quasilikelihood 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
KungSik 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 ChihLing Tsai

481 
Apr 11 
A note on a MarcenkoPastur type theorem for time series
JianFeng Yao

480 
Apr 11 
On determining the number of spikes in a highdimensional spiked population model
Damien Passemier and JianFeng 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 
Secondorder accuracy of depthbased 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 analysis30 years on
Howell Tong

470 
Feb 10 
Optimal replacement policy for a general geometric process model with δshock
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 δshock 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 quasistationary distributions for stopped Markovian bulkarrival and bulkservice queues
Anyue Chen, Junping Li and Hanjun Zhang

458 
Oct 08 
Decay parameter and invariant measures for Markovian bulkarrival 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 partiallyvaryingcoefficient singleindex 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 peaksoverthreshold 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 twodimensional renewal risk model with heavytailed 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 YaYong Tang

450 
May 07 
A geometric process warranty modelgame theory approach
Yeh Lam

449 
May 07 
A threshold geometric process maintenance model
Yeh Lam

448 
Jan 07 
Modeling threshold conditional heteroscedasticity with regimedependent 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 causeofdeath data missing at random
Qihau Wang

2006 
445 
Nov 06 
Decay parameter and quasistationary distributions for stopped M^{X}/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 bulkarriving queues with negative arrivals and statedependent 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 bulkarriving queues with negative arrivals and statedependent 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, KamChuen 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 causeofdeath 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 biattribute 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 parentoforigin effects based on caseparents trios
JiYuan Zhou, YueQing Hu and Wing K. Fung

427 
Mar 06 
BerryEsseen type bounds for transformed chisquare variables and its statistical applications
Vladimir V. Ulyanov, Gerd Christoph and Yasunori Fujikoshi

426 
Feb 06 
Analysis of the GerberShiu 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 zeroinflated 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 productlimit 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 highdimensional 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 bootstrapt 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 LiXing Zhu

401 
Jan 05 
A monotone process maintenance model for a multistate system
Yeh Lam

400 
Jan 05 
A ksample test with interval censored data
KamChuen 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 likelihoodbased approach for estimating population size in continuoustime capturerecapture
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 reducedrank regression
K.S. Chan, MingChung Li and H. Tong

383 
Feb 04 
Extensions of sliced inverse regression based algorithms
LiXing Zhu and Megu Ohtaki

382 
Feb 04 
On pricing derivatives under GARCH models: a dynamic GerberShiu's approach
Tak Kuen Siu, Howell Tong and Hailiang Yang

381 
Feb 04 
Nonparametric checks for singleindex models
Winfried Stute and LiXing 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 L_{p} estimation under a general class of error densities
P.Y. Lai and Stephen M.S. Lee

377 
Jan 04 
On a delayedclaims 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 regimeswitching: discretetime 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 valueatrisk
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
qseries come to play
Phillip S.C. Yam and Hailiang Yang

370 
Oct 03 
L_{p} 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
KamChuen 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 
Statespace modeling of clustered grouped survival data
K.F. Lam and O.Y. Tang

358 
Jun 03 
A multivariate threshold GARCH model with timevarying correlations
C.K. Kwan, W.K. Li and K. Ng

357 
Jun 03 
Timevarying case fatality rate of severe acute respiratory syndrome (SARS) in Hong Kong
Paul S.F. Yip, K.F. Lam, Eric Lau, PuiHing Chau and K.W. Tsang

356 
Jun 03 
Informative dropout models for longitudinal binary data using likelihood and bayesian approaches
Jennifer S.K. Chan and Doris Y.P. Leung

355 
May 03 
On timereversibility of multivariate linear processes
Howell Tong and Zhiqiang Zhang

354 
May 03 
Asymptotics for a singleindex 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 backprojection 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 capturerecapture data with incomplete and measurement error covariates
Paul S.F. Yip, HuaZhen 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, WaiKeung and WingKam 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 Mestimation
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 heavytailed 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 noniterated 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 Mestimation with nuisance parameters
Stephen M.S. Lee and M.C. Pun

333 
Jul 02 
Factor analysis for ranking data using efficient EMtype 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 discretetime 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 betabinomial 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
LiXing 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 timeseries 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
WaiSum 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 additivemultiplicative models
based on continuoustime 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 studentt stochastic volatility models via twostage 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 trappingremoval 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, WaiKeung Li and WingKam 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 Lyapunovlike 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 WaiSum 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 continuoustime
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
WaiSum 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
LiXing Zhu, Kai W. Ng and Ping Jing 
267 
May 00 
Testing goodness of fit for partial linear models
LiXing Zhu and Kai W. Ng 
268 
May 00 
On some distributional properties of a first order nonnegative 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 belowreplacement 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 timecorrelated 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 LiXing 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?
WaiSum Chan and W.H. Chan 
279 
Oct 00 
Modelling corporate bond default risk: a multiple time series approach
WaiSum 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 simulationbased 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 smallsample 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 continuoustime 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 GreaterChina 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 BlackScholes 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
WaiSum Chan 
246 
Nov 99 
Stochastic investment modelling: a multiple timeseries approach
W.S. Chan 
247 
Dec 99 
A simple multivariate ARCH model specified by random coefficients
P.W. Fong, W.K. Li and HongZhi An 
248 
Dec 99 
A goodnessoffit test for singleindex models
Yingcun Xia, W.K. Li, Howell Tong and Dixin Zhang 
1998 
172 
Jan 98 
A note on testing for multimodality 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 
Nonexponential 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 YueQing 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 capturerecapture 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 moutofn 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
WaiSum 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 reuse methods
Ping Jing, Kai W. Ng and LiXing 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 LiXing Zhu 
208 
Sept 98 
Permutation tests for multivariate location problems
Georg Neuhaus and LiXing 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 crosscountry study
WaiSum Chan 
211 
Oct 98 
An approach to markrecapture 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 geoclimatic zones
Nils Chr. Stenseth, KungSik 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 randomlydivided 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 movingaverage 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 reexmaination 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 continuoustime 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 functionalcoefficient 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 birthdeath 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 nonlinear binomial regression
Chris J. Lloyd 
159 
Nov 97 
Asymptotic behavior of bandwidth selected by
the crossvalidation 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 machinegenerated
AR(1) model
JeanPierre Stockis and Howell Tong 
164 
Nov 97 
Phaseand densitydependent 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 singleindex coefficient regression models
Yingcun Xia and W.K. Li 
166 
Dec 97 
Proofs of invariant distributions for shapes in sequences
of randomlydivided rectangles
Francis K.C. Chen and Richard Cowan 
167 
Dec 97 
On extended partially linear singleindex 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 NRCII recommendations
Wing K. Fung and YueQing 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 capturerecapture 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 
Semiparametric estimation of covariate effects under the twoparameter 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 orderstatistics 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 markrecapture 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 capturerecapture data using weighted martingale methods
Richard M. Huggins and Paul S.F. Yip 
129 
Nov 96 
Movetofront rule for accessing several records
K.S. Chong 
130 
Dec 96 
Estimation of population size based on additive hazards models for continuoustime recapture experiments
Paul S.F. Yip, Yong Zhou and D.Y. Lin 
131 
Dec 96 
A strong representation of TJW productlimit 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 capturerecapture models via a martingale estimation function
Anne Chao, Paul Yip, Shenming 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 
Kummergamma and Kummerbeta univariate and multivariate distributions
Kai W. Ng and S. Kotz 
85 
Jun 95 
Estimating population size from capturerecapture 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 selforganizing 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 19811994
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 reexamined: no sex difference in Hong Kong and Taiwan
TingPong 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 ARIMAGARCH 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 
Doptimal 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 builtin asymmetric relationship
K. Lam and P.S. Wong 
62 
Apr 94 
An Inference procedure for capturerecapture 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 highorder 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 breakpoint (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 
Birthdeath 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 
FType tests for seasonal differencing with a breakpoint
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 Fallingleaves 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 breakpoint
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 HueyShyan Lin 
44 
Jun 93 
Teenage suicide in Hong Kong 19811992: 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 EMAlgorithm for an illnessdeath model
K.F. Lam and Paul Yip 
49 
Sep 93 
Asymptotics of sliced inverse regression
LiXing Zhu and Kai W. Ng 
50 
Sep 93 
The General correlated random walk
A. Chen and Eric Renshaw 
51 
Sep 93 
Goodnessoffit 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 errorsinvariables
P.K. Tang and J. BaconShone 
30 
Oct 92 
A Nonparametric inference procedure for an illnessdeath model
Paul Yip and K.F. Lam 
29 
Oct 92 
Nonlinear regression diagnostics using meanshift 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 NPChart
V.S.Y. Lo 
26 
Aug 92 
The Dependence of voter shares under a twovote 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 cooktype 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. BaconShone and K. Busche 
17 
Jun 92 
A Comparison between two models for predicting ordering probabilities in multientry competitions
V.S.Y. Lo and J. BaconShone 
16 
Jun 92 
An Approximation to ordering probabilities of multientry competitions
V.S.Y. Lo and J. BaconShone 
15 
Jun 92 
Multivariate discrete density estimation using kernel densities
J. BaconShone and John Aitchison 
14 
Jun 92 
The Difference in vote shares for multiple vote systems
J. BaconShone 
13 
Jun 92 
The Selection of Olympic Athletes
J. BaconShone 
12 
May 92 
Bayesian analysis of errorsinvariables in binary regression models
P.K. Tang and J. BaconShone 
11 
May 92 
Logistic analyses for complicated bets
J. BaconShone, V.S.Y. Lo and K. Busche 
10 
May 92 
Modelling the winning probabilities
J. BaconShone, 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 L1Norm 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 crosscorrelations of squaredresiduals in ARIMA models with applications to AmericanCanadian 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 selforganizing systems
K. Lam and Richard Cowan 
 




