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S. T. Boris Choy
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2020 – today
- 2024
- [j8]Liqun Hu, Tonghui Wang
, David Trafimow
Extending the A Priori Procedure (APP) to Analysis of Variance Models under Normality. Axioms 13(1): 22 (2024) - [j7]Xiaonan Zhu, Zheng Wei, Tonghui Wang, S. T. Boris Choy, Ziwei Ma
An expectation conditional maximization algorithm for the skew-normal based stochastic frontier model. Comput. Stat. 39(3): 1539-1558 (2024) - 2023
- [j6]Shilin Yu, Xuan Li, S. T. Boris Choy
A New Inverse Extended Weibull Distribution for Modelling Insurance Loss Data. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 31(Supplement-2): 307-322 (2023) - [c6]Ruikun Li, Xuliang Li, Shiying Gao, S. T. Boris Choy, Junbin Gao:
Graph Convolution Recurrent Denoising Diffusion Model for Multivariate Probabilistic Temporal Forecasting. ADMA (1) 2023: 661-676 - [c5]Cong Wang, Tonghui Wang, Xiangfei Chen, David Trafimow, Tingting Tong, Liqun Hu, S. T. Boris Choy:
The a Priori Procedure for Estimating the Cohen's Effect Size Under Independent Skew Normal Settings. IUKM (1) 2023: 111-122 - 2021
- [j5]Dai Shi, Junbin Gao
Coupling matrix manifolds assisted optimization for optimal transport problems. Mach. Learn. 110(3): 533-558 (2021) - [i3]Mingyuan Bai, S. T. Boris Choy, Junping Zhang, Junbin Gao:
Neural Ordinary Differential Equation Model for Evolutionary Subspace Clustering and Its Applications. CoRR abs/2107.10484 (2021)
2010 – 2019
- 2019
- [c4]Mingyuan Bai, S. T. Boris Choy, Xin Song, Junbin Gao:
Tensor-Train Parameterization for Ultra Dimensionality Reduction. ICBK 2019: 17-24 - [i2]Mingyuan Bai, S. T. Boris Choy, Xin Song, Junbin Gao:
Tensor-Train Parameterization for Ultra Dimensionality Reduction. CoRR abs/1908.04924 (2019) - [i1]Dai Shi, Junbin Gao, Xia Hong, S. T. Boris Choy, Zhiyong Wang:
Coupling Matrix Manifolds and Their Applications in Optimal Transport. CoRR abs/1911.06905 (2019) - 2018
- [c3]Claudia Yeap, S. T. Boris Choy
The Skew-t Option Pricing Model. ECONVN 2018: 309-326 - [p4]Xiaonan Zhu, Tonghui Wang, S. T. Boris Choy
Measures of Mutually Complete Dependence for Discrete Random Vectors. Predictive Econometrics and Big Data 2018: 303-317 - 2017
- [p3]W. Y. Jessica Leung
Robustness in Forecasting Future Liabilities in Insurance. Robustness in Econometrics 2017: 187-200 - 2016
- [p2]Rasika P. Yatigammana, S. T. Boris Choy
Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution. Causal Inference in Econometrics 2016: 83-107 - 2015
- [p1]Nuttanan Wichitaksorn, S. T. Boris Choy
Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market. Econometrics of Risk 2015: 435-447 - 2014
- [c2]Jennifer So-Kuen Chan
An Innovative Financial Time Series Model: The Geometric Process Model. TES 2014: 81-99 - [c1]S. T. Boris Choy
Statistical Analysis of Political Cycles in Australian Stock Market Returns. TES 2014: 307-328 - 2012
- [j4]Jennifer So-Kuen Chan
A Bayesian conditional autoregressive geometric process model for range data. Comput. Stat. Data Anal. 56(11): 3006-3019 (2012) - 2011
- [j3]Joanna J. J. Wang, Jennifer So-Kuen Chan
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. Comput. Stat. Data Anal. 55(1): 852-862 (2011)
2000 – 2009
- 2009
- [j2]Jennifer So-Kuen Chan
Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output. Comput. Stat. Data Anal. 53(12): 4530-4545 (2009) - 2004
- [j1]Jianwei Chen, S. T. Boris Choy
Optimal Bayesian sampling acceptance plan with random censoring. Eur. J. Oper. Res. 155(3): 683-694 (2004)
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