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Browsing "Department of Statistics & Actuarial Science" by Issue Date
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Showing results 1105 to 1124 of 3050
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Title
Author(s)
Issue Date
A method of estimating the noise level in a chaotic time series
Journal:
Chaos
Jayawardena, AW
Xu, P
Li, WK
2008
Use of antibiotics by primary care doctors in Hong Kong
Proceeding/Conference:
WONCA Asia Pacific Regional Conference
Lam, TP
Ho, PL
Lam, KF
Choi, K
Yung, R
2008
Reconstruction of the infection curve for SARS epidemic in Beijing, China using a back-projection method
Journal:
Communications in Statistics: Simulation and Computation
Yip, PSF
Lam, KF
Xu, Y
Chau, PH
Xu, J
Chang, W
Peng, Y
Liu, Z
Xie, X
Lau, HY
2008
Ruin Theory Under a Generalized Jump-Diffusion Model with Regime Switching
Journal:
Applied Mathematical Sciences
Siu, T.K.
Lau, J.
Yang, H
2008
Iterated bootstrap-t confidence intervals for density functions
Journal:
Scandinavian Journal of Statistics
Ho, YHS
Lee, SMS
2008
Upper gastrointestinal bleeding in patients with aspirin and clopidogrel co-therapy
Journal:
Digestion
Ng, FH
Lam, KF
Wong, SY
Chang, CM
Lau, YK
Yuen, WC
Chu, WM
Wong, BCY
2008
Some Recent Developments in Actuarial Science
Book:
Asymptotic Theory in Probability and Statistics with Applications
Yang, H
2008
Analyzing ranking data using decision tree
Proceeding/Conference:
Proceedings of ECML PKDD 2008
Yu, PLH
Wan, WM
Lee, H
2008
Asset pricing: a structural theory and its applications
Cheng, B
Tong, H
2008
Screening experiments and the use of fractional factorial designs in behavioral intervention research
Journal:
American Journal of Public Health
Nair, Vijay
Strecher, Victor
Fagerlin, Angela
Ubel, Peter
Resnicow, Kenneth
Murphy, Susan
Little, Roderick
Chakraborty, Bibhas
Zhang, Aijun
2008
Testing linkage disequilibrium from pooled DNA: A contingency table perspective
Journal:
Statistics in Medicine
Xu, J
Yang, Y
Ying, Z
Ott, J
2008
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
Journal:
Insurance: Mathematics and Economics
Zhu, J
Yang, H
2008
Improved convex upper bound via conditional comonotonicity
Journal:
Insurance: Mathematics and Economics
Cheung, KC
2008
Ordering of optimal portfolio allocations in a model with a mixture of fundamental risks
Journal:
Journal of Applied Probability
Cheung, KAC
Yang, H
2008
Stochastic orders of scalar products with applications
Journal:
Insurance: Mathematics and Economics
Hua, L
Cheung, KC
2008
A method for generating uniformly scattered points on the L(p)-norm unit sphere and its applications
Journal:
Metrika
Liang, J
Ng, KW
2008
Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity
Journal:
Biometrika
Li, G
Li, WK
2008
Multiperiod optimal investment consumption strategies with mortality risk and environment uncertainty
Journal:
North American Actuarial Journal
Li, Z
Tan, KS
Yang, H
2008
Local polynomial estimation of Poisson intensities in the presence of reporting delays
Journal:
Journal of the Royal Statistical Society. Series C: Applied Statistics
Chen, F
Huggins, RM
Yip, PSF
Lam, KF
2008
On the distributions of two classes of multiple dependent aggregate claims
Journal:
Acta Mathematicae Applicatae Sinica
Wang, RM
Yuen, KC
Zhu, LX
2008
