The following pages link to Jennifer So-Kuen Chan (Q452661):
Displaying 37 items.
- Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions (Q452662) (← links)
- Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
- (Q650700) (redirect page) (← links)
- Binary geometric process model for the modeling of longitudinal binary data with trend (Q650702) (← links)
- Analysis of data from a series of events by a geometric process model (Q705081) (← links)
- Classification in segmented regression problems (Q901624) (← links)
- Statistical inference for geometric processes with gamma distributions (Q957035) (← links)
- Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output (Q961962) (← links)
- (Q1927085) (redirect page) (← links)
- A Bayesian conditional autoregressive geometric process model for range data (Q1927087) (← links)
- A comparison of estimators for regression models with change points (Q1927289) (← links)
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
- Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions (Q2443255) (← links)
- Monte Carlo approximation through Gibbs output in generalized linear mixed models (Q2485993) (← links)
- Bayesian approach to analysing longitudinal bivariate binary data with informative dropout (Q2513335) (← links)
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution (Q2513593) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
- Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553) (← links)
- Three Ways of Implementing the EM Algorithm when Parameters are not Identifiable (Q2748401) (← links)
- Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches (Q2806842) (← links)
- Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model (Q2876225) (← links)
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-<i>t</i> Distribution (Q3395771) (← links)
- SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING (Q3530175) (← links)
- Maximum Likelihood Estimation for Probit-Linear Mixed Models with Correlated Random Effects (Q4350003) (← links)
- MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION (Q4562958) (← links)
- RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748) (← links)
- Modelling stochastic volatility using generalized<i>t</i>distribution (Q4922633) (← links)
- NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES (Q5045342) (← links)
- Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)
- A New Approach for Handling Longitudinal Count Data with Zero‐Inflation and Overdispersion: Poisson Geometric Process Model (Q5123230) (← links)
- A Poisson geometric process approach for predicting drop-out and committed first-time blood donors (Q5128658) (← links)
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions (Q5138002) (← links)
- MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS (Q5213446) (← links)
- Bayesian analysis of Cannabis offences using generalized Poisson geometric process model with flexible dispersion (Q5221532) (← links)
- Bayesian analysis of constant elasticity of variance models (Q5430339) (← links)
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)
