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	Title	Author(s)	Issue Date
	Analysis of the Gerber-Shiu function for compound Poisson models with interest and a constant dividend barrier	Yuen, KC Wang, G Li, WK	2006
	Assessment of local influence in multivariate regression analysis	Fung, TWK Tang, MK	1995
	On singular value distribution of large-dimensional autocovariance matrices	Li, Z Pan, G Yao, JJ	2013
	On determining the number of spikes in a high-dimensional spiked population model	Passemier, D Yao, JJ	2011
	New procedure for high dimensional classification of general populations	Li, Z Yao, JJ	2014
	The standardized residuals filter for inferential sampling in transformation models	Yuan, M Ng, KW	2015
	Exact distribution of spurious correlations, Minimax Sample Size and direct selection of predictors	Ng, KW	2013
	Semiparametric analysis of zero-inflated count data	Lam, KF Xue, HQ Cheung, YB	2006
	On the use of the predictive least squares criterion in time series with changing conditional variance	Wong, CS Li, WK	1996
	Inverse Bayes, information gain and a dependence index	Ng, KW Tong, H	2005
	A note on a Marčenko-Pastur type theorem for time series	Yao, JJ	2011
	A simple method for detection of parent-of-origin effects based on case-parents trios	Zhou, J Hu, Y Fung, TWK	2006
	On the compound binomial risk model with delayed claims and dividend payments	Yuen, KC Li, J Wu, R	2010
	On generalized expectation based estimation of a population spectral distribution from high-dimensional data	Li, W Yao, JJ	2012
	Buffered threshold autoregressive time series models	Li, G Guan, B Li, WK Yu, PLH	2012
	Testing for threshold moving average with conditional heteroscedasticity	Li, G Li, WK	2006
	Optimal proportional reinsurance with common shock dependence	Yuen, KC Liang, Z Zhou, M	2014
	Test for homogeneity in gamma mixture models using likelihood ratio	Wong, ST Li, WK	2012
	Ensemble Kalman filter with nonlinear updating equation	Lui, GCS Li, WK Lee, JHW	2010
	Some statistical properties of the autopersistence functions and autopersistence graphs of a binary autoregressive time series	Wang, C Li, WK	2010
	Asymptotically efficient product-limit estimators with censoring indicators missing at random	Wang, Q Ng, KW	2005
	A note on the estimation of extreme value distributions using maximum product of spacings	Wong, ST Li, WK	2006
	The autoregressive conditional intensity model and its diagnostic checking	Kwok, SSM Li, WK	2005
	On a rescaled fractionally integrated GARCH model	Li, M Li, WK Li, G	2012
	Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity	Li, G Li, WK	2005