S. T. Boris Choy

Available identifiers

zbMath Open choy.s-t-borisMaRDI QIDQ452701

List of research outcomes

Publication	Date of Publication	Type
Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals	2024-07-18	Paper
Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures	2024-07-18	Paper
An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model	2024-07-05	Paper
A new inverse extended Weibull distribution for modelling insurance loss data	2024-03-13	Paper
Robust Bayesian analysis of loss reserving data using scale mixtures distributions	2020-12-03	Paper
Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market	2018-11-30	Paper
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION	2018-06-06	Paper
An Application of Bayesian Seemingly Unrelated Regression Models with Flexible Tails	2017-06-13	Paper
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations	2015-04-08	Paper
A generalized class of skew distributions and associated robust quantile regression models	2015-02-25	Paper
Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model	2014-08-18	Paper
Modelling stochastic volatility using generalizedtdistribution	2013-06-03	Paper
A Bayesian conditional autoregressive geometric process model for range data	2012-12-30	Paper
Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures	2012-09-15	Paper
Bayesian student-t stochastic volatility models via scale mixtures	2010-06-30	Paper
Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output	2010-04-01	Paper
Estimation and inference for exponential smooth transition nonlinear volatility models	2009-12-10	Paper
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution	2009-09-13	Paper
SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING	2008-10-15	Paper
Bayesian analysis of constant elasticity of variance models	2007-12-16	Paper
Scale Mixtures Distributions in Insurance Applications	2005-03-30	Paper
Optimal Bayesian sampling acceptance plan with random censoring.	2004-03-14	Paper
The extended exponential power distribution and Bayesian robustness.	2004-02-14	Paper
Hierarchical models with scale mixtures of normal distributions	1998-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q4363949	1997-11-13	Paper

Research outcomes over time

This page was built for person: S. T. Boris Choy