Kai Wang Ng

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Person:180297

Available identifiers

zbMath Open ng.kai-wangMaRDI QIDQ180297

List of research outcomes





PublicationDate of PublicationType
A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions2019-03-21Paper
Properties of the zero-and-one inflated Poisson distribution and likelihood-based inference methods2018-05-08Paper
\(G\) and related distributions with applications in reliability growth analysis2018-05-08Paper
A stochastic representation for the lp-norm symmetric distribution and its applications2018-04-30Paper
Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence2018-03-15Paper
ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS2017-09-19Paper
Asymptotic distributions of principal components based on robust dispersions2016-06-27Paper
Markov branching processes with killing and resurrection2016-06-17Paper
A method for generating uniformly scattered points on the \(L_p\)-norm unit sphere and its applications2015-10-14Paper
Second-order properties of tail probabilities of sums and randomly weighted sums2015-09-24Paper
Uniqueness and Decay Properties of Markov Branching Processes with Disasters2014-10-15Paper
A Unified Method for Checking Compatibility and Uniqueness for Finite Discrete Conditional Distributions2014-07-30Paper
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims2013-11-15Paper
A note on the binomial model with simplex constraints2013-03-14Paper
Precise large deviations of random sums in presence of negative dependence and consistent variation2012-06-20Paper
Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment2012-06-08Paper
The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance2012-02-19Paper
Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm2012-02-19Paper
Dirichlet and Related Distributions2011-10-05Paper
The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables2011-01-13Paper
Decay properties and quasi-stationary distributions for stopped Markovian bulk-arrival and bulk-service queues2010-11-22Paper
The probabilities of absolute ruin in the renewal risk model with constant force of interest2010-07-20Paper
Further properties and new applications of the nested Dirichlet distribution2010-04-06Paper
Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome2010-04-01Paper
Bayesian Missing Data Problems2009-11-25Paper
EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions2009-06-16Paper
On improved EM algorithm and confidence interval construction for incomplete \(r\times c\) tables2009-05-29Paper
https://portal.mardi4nfdi.de/entity/Q36007322009-02-05Paper
Hierarchical models for repeated binary data using the IBF sampler2008-12-11Paper
https://portal.mardi4nfdi.de/entity/Q35024802008-05-23Paper
https://portal.mardi4nfdi.de/entity/Q54574002008-04-14Paper
Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis2008-03-11Paper
https://portal.mardi4nfdi.de/entity/Q54418372008-02-15Paper
An exact non‐iterative sampling procedure for discrete missing data problems2007-09-13Paper
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims2007-05-23Paper
Tail behavior of negatively associated heavy-tailed sums2006-11-16Paper
OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION2006-09-12Paper
On the maximum of randomly weighted sums with regularly varying tails2006-06-16Paper
https://portal.mardi4nfdi.de/entity/Q33711392006-02-21Paper
Ruin probabilities for a~risk process with stochastic return on investments.2005-11-29Paper
M-estimation for linear models with spatially-correlated errors2005-09-29Paper
Weighted sums of subexponential random variables and their maxima2005-09-29Paper
The role of perturbation in compositional data analysis2005-09-01Paper
On Ultimate Ruin in a Delayed-Claims Risk Model2005-08-25Paper
Maxima of Sums of Heavy-Tailed Random Variables2005-03-30Paper
Some properties of a lack-of-fit test for a linear errors in variables model2005-01-25Paper
Estimation in mixed effects model with errors in variables2004-10-01Paper
Precise large deviations for sums of random variables with consistently varying tails2004-09-24Paper
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables2004-09-24Paper
RUIN PROBABILITY UNDER COMPOUND POISSON MODELS WITH RANDOM DISCOUNT FACTOR2004-03-29Paper
Characterization of distributional forms for compositional data and associated distributional tests2004-01-06Paper
https://portal.mardi4nfdi.de/entity/Q44380532003-12-09Paper
https://portal.mardi4nfdi.de/entity/Q44380612003-12-09Paper
Precise large deviations for the prospective-loss process2003-11-17Paper
https://portal.mardi4nfdi.de/entity/Q48017492003-09-02Paper
https://portal.mardi4nfdi.de/entity/Q47804922003-02-06Paper
Characteristic functions of \({\mathcal L}_1\)-spherical and \({\mathcal L}_1\)-norm symmetric distributions and their applications2002-03-25Paper
https://portal.mardi4nfdi.de/entity/Q43690471998-05-17Paper
M-type estimators of regression function with applications1996-06-06Paper
https://portal.mardi4nfdi.de/entity/Q48443881995-11-12Paper
https://portal.mardi4nfdi.de/entity/Q39961501992-09-17Paper
https://portal.mardi4nfdi.de/entity/Q37253121985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38686191980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41402081977-01-01Paper
Quasi-Invariant Measures in Groups of Second Category1973-01-01Paper

Research outcomes over time

This page was built for person: Kai Wang Ng