Tony Sit

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On interquantile smoothness of censored quantile regression with induced smoothing Biometrics	2024-08-19	Paper
Censored Interquantile Regression Model with Time-Dependent Covariates Journal of the American Statistical Association	2024-07-05	Paper
Distributed Censored Quantile Regression Journal of Computational and Graphical Statistics	2024-01-22	Paper
Efficient Estimation for Censored Quantile Regression Journal of the American Statistical Association	2024-01-08	Paper
Censored quantile regression model with time‐varying covariates under length‐biased sampling Biometrics	2023-10-09	Paper
Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty Applied Mathematics and Optimization	2022-07-08	Paper
Variance reduction for risk measures with importance sampling in nested simulation Quantitative Finance	2022-05-27	Paper
On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models Electronic Journal of Statistics	2021-08-09	Paper
Transformed dynamic quantile regression on censored data Journal of the American Statistical Association	2021-07-06	Paper
Event history analysis of dynamic networks Biometrika	2021-04-08	Paper
Event history analysis of dynamic networks Biometrika	2021-04-08	Paper
Simulation-based Value-at-Risk for nonlinear portfolios Quantitative Finance	2019-10-11	Paper
Estimation of a monotone density in \(s\)-sample biased sampling models The Annals of Statistics	2018-10-24	Paper
From boundary crossing of non-random functions to boundary crossing of stochastic processes Probability in the Engineering and Informational Sciences	2017-09-19	Paper
On an approach to boundary crossing by stochastic processes Stochastic Processes and their Applications	2016-11-02	Paper
Artifactual unit root behavior of value at risk (VaR) Statistics & Probability Letters	2016-06-24	Paper
A Unified Approach to Semiparametric Transformation Models Under General Biased Sampling Schemes Journal of the American Statistical Association	2013-04-26	Paper

Research outcomes over time

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