Publications

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

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Business Statistics

Quasi-maximum Likelihood Estimation of Conditional Autoregressive Wishart Models

Asai, Manabu; So, Mike Ka Pui
Journal of Time Series Analysis, v. 42, (3), 2021, p. 271-294
Business Statistics

Regularization of Bayesian Quasi-Likelihoods Constructed From Complex Estimating Functions

Chung, Siu Wa; So, Mike Ka Pui; Chu, Amanda M. Y.; Chan, Wing Chun
Computational Statistics & Data Analysis, v. 150, 2020, article number 106977
Business Statistics

A Projection-Based Conditional Dependence Measure With Applications to High-Dimensional Undirected Graphical Models

Fan, Jianqing; Feng, Yang; Xia, Lucy
Journal of Econometrics, v. 218, (1), 2020, p. 119-139
Business Statistics

Intentional Control of Type I Error over Unconscious Data Distortion: a Neyman-Pearson Approach to Text Classification

Xia, Lucy; Zhao, Richard; Wu, Yanhui; Tong, Xin
Journal of the American Statistical Association, v. 116, (533), Mrch 2021, p. 68-81
Business Statistics

Neyman-Pearson classification: parametrics and sample size requirement

Tong, Xin; Xia, Lucy; Wang, Jiacheng; Feng, Yang
Journal of Machine Learning Research, v. 21, 2020, article number 12
Business Statistics

High-Dimensional Minimum Variance Portfolio Estimation Based on High-Frequency Data

Cai, Tianwen Tony; Hu, Jianchang; Li, Yingying; Zheng, Xinghua
Journal of Econometrics, v. 214, (2), 2020, p. 482-494
Business Statistics

Organizational Information Security Management for Sustainable Information Systems: An Unethical Employee Information Security Behavior Perspective

Chu, Amanda M. Y.; v
Sustainability, v. 12, (8), 2020, article number 3163, p. 1-25
Business Statistics

A Factor-Adjusted Multiple Testing Procedure with Application to Mutual Fund Selection

Lan, Wei; Du, Lilun
Journal of Business & Economic Statistics, v. 37, (1), 2019, p. 147-157
Business Statistics

Quantile Forecasting based on a Bivariate Hysteretic Autoregressive Model with GARCH Errors and Time -varying Correlations

Chen, Cathy W.S.; Than-Thi, Hong; So, Mike Ka Pui; Sriboochitta, Songsak
Applied Stochastic Models in Business and Industry, v. 35, (6), 2019, p. 1301-1321
Business Statistics

An Empirical Study of Applying Statistical Disclosure Control Methods to Public Health Research

Chu, Amanda M. Y.; Lam, Benson S. Y.; Tiwari, Agnes; So, Mike Ka Pui
International Journal of Environmental Research and Public Health, v. 16, (22), 2019, article number 4519