Publications

Our Faculty members are frequent contributors to world-renowned journals and serve on editorial boards of top IS, OR and Statistics academic journals.

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Business Statistics

A Note on Nonparametric Inference for Species Variety With Gibbs-type Priors

Favaro, Stefano ; James, Lancelot
Electronic Journal of Statistics, v. 9, (2), 2015, p. 2884-2902
Business Statistics

Statistical Inference for Conditional Quantiles in Nonlinear Time Series Models

So, Mike Ka Pui; Chung, Siu Wa
Journal of Econometrics, v. 189, (2), 2015, p. 457-472
Business Statistics

Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes

Asai, Manabu; So, Mike Ka Pui
Journal of Time Series Econometrics, v. 7, (1), 2015, p. 69-74
Business Statistics

A General Equilibrium Model of a Multifirm Moral-Hazard Economy with Financial Markets

Sung, Jaeyoung; Wan, Xuhu
Mathematical Finance, v. 25, (4), 2015, p. 827-868
Business Statistics

Quadro: A Supervised Dimension Reduction mMethod via Rayleigh Quotient Optimization

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy
Annals of Statistics, v. 43, (4), 2015, p. 1498-1534
Business Statistics

Developing a Typological Theory Using a Quantitative Approach: A Case of Information Security Deviant Behavior

Chu, Amanda M.Y.; Chau, Patrick Y.K.; So, Mike Ka Pui
Communications of the Association for Information Systems, v. 37, 2015, article number 25, p. 510-535
Business Statistics

Realized Volatility When Sampling Times are Possibly Endogenous

Li, Yingying; Mykland, Per A.; Renault, Eric; Zhang, Lan; Zheng, Xinghua
Econometric Theory, v. 30, (3), 2014, p. 580-605
Business Statistics

Bayesian Analysis of Tail Asymmetry Based on a Threshold Extreme Value Model

So, Mike Ka Pui; Chan, Raymond Ka Shing
Computational Statistics and Data Analysis, v. 71, 2014, p. 568-587
Business Statistics

Rejoinder

Devroye, Luc; James, Lancelot
Statistical Methods and Applications, v. 23, (3), 2014, p. 379-380
Business Statistics

Single-index Modulated Multiple Testing

Du, Lilun; Zhang, Chunming
The Annals of Statistics, v. 42, :(4), 2014, p. 1262-1311