Philip L. H. Yu

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Person:280414

Available identifiers

zbMath Open yu.philip-leung-hoMaRDI QIDQ280414

List of research outcomes





PublicationDate of PublicationType
Comment2025-01-20Paper
The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility2024-10-09Paper
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates2024-10-09Paper
Analysis of ranking data2024-09-09Paper
Evaluation methods for portfolio management2024-07-25Paper
Detecting change points in the stress-strength reliability \(P(X < Y)\)2024-07-18Paper
Variable selection for high-dimensional incomplete data2024-06-12Paper
Sparse vector error correction models with application to cointegration‐based trading2023-10-05Paper
Buffered vector error-correction models: an application to the U.S. Treasury bond rates2023-04-27Paper
Social order statistics models for ranking data with analysis of preferences in social networks2023-02-24Paper
Joint latent space models for ranking data and social network2022-07-08Paper
Adjusting covariance matrix for risk management2020-12-07Paper
A generalized pivotal quantity approach to portfolio selection2020-12-04Paper
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors2020-10-28Paper
Separable Two-Dimensional Linear Discriminant Analysis2020-07-14Paper
Mixtures of Weighted Distance-Based Models for Ranking Data2020-07-14Paper
Smooth buffered autoregressive time series models2020-02-28Paper
Improved estimation of optimal portfolio with an application to the US stock market2020-02-24Paper
Rank aggregation using latent-scale distance-based models2019-10-18Paper
Shrinkage estimation of Kelly portfolios2019-09-26Paper
Parametric embedding of nonparametric inference problems2019-08-27Paper
Zero-inflated Poisson regression mixture model2018-11-08Paper
Angle-based models for ranking data2018-08-17Paper
High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood2018-08-14Paper
A parametric approach to nonparametric statistics2018-07-18Paper
On buffered threshold GARCH models2016-10-26Paper
Logit tree models for discrete choice data with application to advice-seeking preferences among Chinese Christians2016-08-04Paper
A note on variational Bayesian factor analysis2016-05-10Paper
Hysteretic autoregressive time series models2015-12-11Paper
Factor analysis for paired ranked data with application on parent-child value orientation preference data2015-02-27Paper
Statistical methods for ranking data2014-09-29Paper
Bayesian analysis of order-statistics models for ranking data2014-07-18Paper
Testing for the buffered autoregressive processes2014-04-29Paper
Distance-based tree models for ranking data2014-04-14Paper
Basket trading under co-integration with the logistic mixture autoregressive model2013-12-13Paper
A note on the binomial model with simplex constraints2013-03-14Paper
On the residual autocorrelation of the autoregressive conditional duration model2013-01-01Paper
A Bayesian conditional autoregressive geometric process model for range data2012-12-30Paper
Separable linear discriminant analysis2012-12-30Paper
Mixtures of weighted distance-based models for ranking data with applications in political studies2012-12-07Paper
On Some Models for Value-At-Risk2010-12-15Paper
Decision Tree Modeling for Ranking Data2010-12-14Paper
ICLUS: A robust and scalable clustering model for time series via independent component analysis2007-11-13Paper
Estimation of the common mean of a bivariate normal population2003-05-11Paper
Bayesian analysis of wandering vector models for displaying ranking data2002-03-06Paper
On exact confidence intervals for the common mean of several normal populations2001-02-27Paper
Sensitivity analysis of blue for the population mean based on a ranked set sample1999-08-17Paper
https://portal.mardi4nfdi.de/entity/Q38381071998-11-03Paper
Regression Estimator in Ranked Set Sampling1998-10-04Paper
https://portal.mardi4nfdi.de/entity/Q43734691998-02-17Paper
Restrictions on the saddle-point solution in the game of teamball1997-04-21Paper
Likelihood ratio test for the spacing between two adjacent location parameters1996-08-21Paper
A predictive approach for the selection of a fixed number of good treatments1995-08-17Paper
Tightness of some confidence and predictive intervals related to selection1992-06-25Paper

Research outcomes over time

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