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

On the Inference about the Spectral Distribution of High-Dimensional Covariance Matrix Based on High-Frequency Noisy Observations

Xia, Ningning; Zheng, Xinghua
Annals of Statistics, v. 46, (2), 2018, p. 500-525
Business Statistics

Bayesian Randomized Response Technique with Multiple Sensitive Attributes: The Case of Information Systems Resource Misuse

Chung, Siu Wa ENVR; Chu, Amanda M.Y.; So, Mike Ka Pui
Annals of Applied Statistics, v. 12, (3), 2018, p. 1969-1992
Business Statistics

Bayesian Spatial–temporal Modeling of Air Pollution Data With Dynamic Variance and Leptokurtosis

Chu, A.M.Y. ; Li, Raymond W.M.; So, Mike Ka Pui
Spatial Statistics, v. 26, Agust 2018, p. 1-20
Business Statistics

Multivariate Modelling of Spatial Extremes Based on Copulas

Chan, Raymond K. S. ISOM; So, Mike Ka Pui
Journal of Statistical Computation and Simulation, v. 88, (12), 2018, p. 2404-2424
Business Statistics

On the Performance of the Bayesian Composite Likelihood Estimation of Max-stable Processes

Chan, Raymond K.S.; So, Mike Ka Pui
Journal of statistical computation and simulation, v. 87, (15), 2017, p. 2869-2881
Business Statistics

A Bayesian hierarchical model for spatial extremes with multiple durations

Wang, Yixin; So, Mike Ka Pui
Computational Statistics and Data Analysis, v. 95, 2016, p. 39-56
Business Statistics

Generalized Predictive Information Criteria for the Analysis of Feature Events

So, Mike Ka Pui .; Ando, Tomohiro
Electronic Journal of Statistics, v. 7, (1), 2013, p. 742-762
Business Statistics

On the Estimation of Integrated Covariance Matrices of High Dimensional Diffusion Processes

Zheng, Xinghua; LI, Yingying
Annals of Statistics, v. 39 (6), 2011, p. 3121 - 3151