Yu, Kai Fun

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Conditional Maximum Likelihood Estimation Following a Group Sequential Test	2020-09-23	Paper
Estimation of Sample Size for Reference Interval Studies	2020-09-22	Paper
A Rank-Based Test for Comparison of Multidimensional Outcomes	2015-06-15	Paper
Estimating Secondary Parameters after Termination of a Multivariate Group Sequential Test	2013-06-21	Paper
Simultaneous optimal estimation in linear mixed models	2012-09-27	Paper
A weighted rank-sum procedure for comparing samples with multiple endpoints	2012-08-18	Paper
Optimal hypothesis testing: From semi to fully Bayes factors	2010-03-08	Paper
Estimation of variance components in the mixed effects models: a comparison between analysis of variance and spectral decomposition	2009-10-01	Paper
Exact inference on contrasts in means of intraclass correlation models with missing responses	2009-01-22	Paper
Remarks on between estimator in the intraclass correlation model with missing data	2008-11-27	Paper
Simultaneous optimality of LSE and ANOVA estimate in general mixed models	2008-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q3511591	2008-07-11	Paper
Completeness and unbiased estimation of mean vector in the multivariate group sequential case	2007-03-29	Paper
Randomized Play-the-Leader Rules for Sequential Sampling from Two Populations	2007-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q5468809	2006-05-12	Paper
Nonparametric Varying-Coefficient Models for the Analysis of Longitudinal Data	2005-01-03	Paper
A two-step smoothing method for varying-coefficient models with repeated measurements	2001-05-03	Paper
Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable	2000-01-01	Paper
Conditional estimation following a group sequential clinical trial	1999-01-01	Paper
On estimating subpopulation means	1998-05-27	Paper
A simple comparison of two sequences of probabilities	1996-11-03	Paper
Sequential testing with interval censored data^∗	1996-03-26	Paper
https://portal.mardi4nfdi.de/entity/Q4851485	1995-11-28	Paper
A necessary and sufficient condition for the strong consistency of a family of estimators of the common odds ratio	1995-11-09	Paper
Truncating sample weights reduces variance	1994-05-24	Paper
ON EXISTENCE AND STRONG CONSISTENCY OF A CLASS OF FUZZYC-MEANS CLUSTERING PROCEDURES	1993-04-01	Paper
ON STOCHASTIC CONVERGENCE THEOREMS FOR THE FUZZYC-MEANS CLUSTERING PROCEDURE∗	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3479298	1990-01-01	Paper
On fixed-width confidence intervals associated with maximum likelihood estimation	1989-01-01	Paper
On a problem of counting by weighing	1989-01-01	Paper
A linear regression with unobserved dependent variables	1988-01-01	Paper
On the asymptotic properties of a kernel type quantile estimator from censored samples	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3028051	1986-01-01	Paper
On the bounded regret of empirical bayes estimators	1986-01-01	Paper
On the asymptotic expectation and variance of the number of boundary crossings	1985-01-01	Paper
Some limit theorems for a subcritical branching process by immigration	1984-01-01	Paper
Adaptive choice of mean or median in estimating the center of a symmetric distribution	1983-01-01	Paper
A renewal theorem and its applications to some sequential procedures	1983-01-01	Paper
The performance of a sequential procedure for the estimation of the mean	1981-01-01	Paper
Note on a theorem of Woodroofe's	1981-01-01	Paper
Iterated logarithm laws with random subsequences	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3883263	1980-01-01	Paper

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