Wai-cheung Ip

Available identifiers

zbMath Open ip.wai-cheungWikidataQ102193661 ScholiaQ102193661MaRDI QIDQ511072

List of research outcomes

Publication	Date of Publication	Type
Model checking for a general linear model with nonignorable missing covariates	2017-02-14	Paper
Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models	2016-06-27	Paper
Bayesian Time Series Analysis of Structural Changes in Level and Trend	2013-11-26	Paper
An alternative GARCH-in-mean model: structure and estimation	2013-07-04	Paper
Fuzzy integral on credibility measure	2013-01-24	Paper
Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models	2013-01-01	Paper
A class of threshold autoregressive conditional heteroscedastic models	2011-12-01	Paper
On comparison of jump point detection for an exchange rate series	2011-07-21	Paper
Fuzzy integral on credibility measure	2010-05-31	Paper
Empirical likelihood based diagnostics for heteroscedasticity in partial linear models	2010-04-01	Paper
Testing coefficients of AR and bilinear time series models by a graphical approach	2009-12-07	Paper
On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates	2009-07-22	Paper
Varying-coefficient single-index model	2009-06-12	Paper
Predictive inference for singular multivariate elliptically contoured distributions	2009-06-09	Paper
Generalized likelihood ratio test for varying-coefficient models with different smoothing variables	2009-05-29	Paper
Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models	2009-03-20	Paper
Determination of embedded distributions	2008-11-26	Paper
Functional-coefficient partially linear regression model	2008-04-23	Paper
Testing heteroscedasticity by wavelets in a nonparametric regression model	2007-02-16	Paper
Estimation for parameters of interest in random effects growth curve models	2007-02-13	Paper
Inverse Wishart distributions based on singular elliptically contoured distributions	2007-01-09	Paper
Sequential variable sampling plan for normal distribution	2006-03-24	Paper
Sufficient and admissible estimators in general multivariate linear model	2005-11-22	Paper
Wavelets in probability and statistics -- a review on recent advances	2005-11-21	Paper
A GIC rule for assessing data transformation in regression	2005-04-07	Paper
Testing Normality for Linear AR(p) Models	2005-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4469697	2004-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q4467689	2004-06-10	Paper
Local median estimation of variance function	2004-05-27	Paper
Strong convergence rate of the least median absolute estimator in linear regression models	2003-08-31	Paper
A matrix version of the Wielandt inequality and its application to statistics	2003-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q4784097	2002-12-10	Paper
Wavelet estimation of thresholds and time delay for a double-threshold autoregressive heteroscedastic time series model	2002-12-04	Paper
Detection of jumps by wavelets in a heteroscedastic autoregressive model	2002-03-06	Paper
Threshold variable selection by wavelets in open-loop threshold autoregressive models	2001-01-03	Paper
https://portal.mardi4nfdi.de/entity/Q4485127	2000-11-16	Paper
A matrix version of the Wielandt inequality and its applications to statistics	1999-11-29	Paper
The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients	1999-01-12	Paper

Research outcomes over time

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