Donald Lien

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
Change point detection using Bayesian adaptive LASSO quantile regression Computational Statistics	2026-04-14	Paper
Some results on multiple regression analysis with data cleaned by trimming and winsorization Communications in Statistics. Simulation and Computation	2024-01-23	Paper
Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach Quantitative Finance	2019-01-14	Paper
A note on using ratio variables in regression analysis Economics Letters	2018-09-11	Paper
Missing measurements in discrete response models Economics Letters	2017-11-09	Paper
Comparing VaR Approximation Methods that Use the First Four Moments as Inputs Communications in Statistics. Simulation and Computation	2016-05-30	Paper
Missing measurements in limited dependent variable models Economics Letters	2016-01-01	Paper
Alternative approximations to value-at-risk: a comparison Communications in Statistics. Simulation and Computation	2014-08-18	Paper
A linear model test of sufficiency for non orthogonality of matrices	2011-11-18	Paper
scientific article; zbMATH DE number 5866292 (Why is no real title available?)	2011-03-15	Paper
scientific article; zbMATH DE number 5054859 (Why is no real title available?)	2006-09-18	Paper
Moments and properties of multiplicatively constrained bivariate lognormal distributions with applications to futures hedging Journal of Statistical Planning and Inference	2006-05-29	Paper
On the minimum and maximum of bivariate lognormal random variables Extremes	2006-05-24	Paper
On Regression Analysis with Data Cleaning via Trimming, Winsorization, and Dichotomization Communications in Statistics. Simulation and Computation	2006-01-18	Paper
Tracking error decision rules and accumulated wealth Applied Mathematical Finance	2004-03-21	Paper
Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market. Statistics & Probability Letters	2004-02-14	Paper
scientific article; zbMATH DE number 1786006 (Why is no real title available?)	2002-09-26	Paper
The effects of covariate adjustment in generalized linear models Communications in Statistics: Theory and Methods	1999-11-28	Paper
Cross moments of extreme observai ions from a multtvariate lognormal distribution Communications in Statistics: Theory and Methods	1998-04-26	Paper
A property of coefficients of variation for ordered bivariate log-normal variables Communications in Statistics: Theory and Methods	1997-05-19	Paper
Selecting the best linear regression model. A classical approach Journal of Econometrics	1987-01-01	Paper

Research outcomes over time

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