Optimal Bayesian sampling acceptance plan with random censoring. - Jianwei Chen; S. T. Boris Choy; Kim-Hung Li (Eur. J. Oper. Res., 2004)

Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output. - Jennifer So-Kuen Chan; Doris Y. P. Leung; S. T. Boris Choy; Wai-Yin Wan (Comput. Stat. Data Anal., 2009)

Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. - Joanna J. J. Wang; Jennifer So-Kuen Chan; S. T. Boris Choy (Comput. Stat. Data Anal., 2011)

A Bayesian conditional autoregressive geometric process model for range data. - Jennifer So-Kuen Chan; Connie P. Y. Lam; Philip L. H. Yu; S. T. Boris Choy; Cathy W. S. Chen (Comput. Stat. Data Anal., 2012)

An Innovative Financial Time Series Model: The Geometric Process Model. - Jennifer So-Kuen Chan; Connie P. Y. Lam; S. T. Boris Choy (TES, 2014)

Statistical Analysis of Political Cycles in Australian Stock Market Returns. - S. T. Boris Choy; Celestine M. Bond (TES, 2014)

Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market. - Nuttanan Wichitaksorn; S. T. Boris Choy (Econometrics of Risk, 2015)

Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution. - Rasika P. Yatigammana; S. T. Boris Choy; Jennifer So-Kuen Chan (Causal Inference in Econometrics, 2016)

Robustness in Forecasting Future Liabilities in Insurance. - W. Y. Jessica Leung; S. T. Boris Choy (Robustness in Econometrics, 2017)

The Skew-t Option Pricing Model. - Claudia Yeap; S. T. Boris Choy; S. Simon Kwok (ECONVN, 2018)

Measures of Mutually Complete Dependence for Discrete Random Vectors. - Xiaonan Zhu; Tonghui Wang; S. T. Boris Choy; Kittawit Autchariyapanitkul (Predictive Econometrics and Big Data, 2018)

Tensor-Train Parameterization for Ultra Dimensionality Reduction. - Mingyuan Bai; S. T. Boris Choy; Xin Song; Junbin Gao (ICBK, 2019)

Coupling Matrix Manifolds and Their Applications in Optimal Transport. - Dai Shi; Junbin Gao; Xia Hong 001; S. T. Boris Choy; Zhiyong Wang 001 (CoRR, 2019)

Neural Ordinary Differential Equation Model for Evolutionary Subspace Clustering and Its Applications. - Mingyuan Bai; S. T. Boris Choy; Junping Zhang; Junbin Gao (CoRR, 2021)

Coupling matrix manifolds assisted optimization for optimal transport problems. - Dai Shi; Junbin Gao; Xia Hong 001; S. T. Boris Choy; Zhiyong Wang 001 (Mach. Learn., 2021)

Graph Convolution Recurrent Denoising Diffusion Model for Multivariate Probabilistic Temporal Forecasting. - Ruikun Li 001; Xuliang Li 009; Shiying Gao; S. T. Boris Choy; Junbin Gao (ADMA (1), 2023)

The a Priori Procedure for Estimating the Cohen's Effect Size Under Independent Skew Normal Settings. - Cong Wang; Tonghui Wang; Xiangfei Chen; David Trafimow; Tingting Tong; Liqun Hu; S. T. Boris Choy (IUKM (1), 2023)

A New Inverse Extended Weibull Distribution for Modelling Insurance Loss Data. - Shilin Yu; Xuan Li; S. T. Boris Choy (Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2023)

Extending the A Priori Procedure (APP) to Analysis of Variance Models under Normality. - Liqun Hu; Tonghui Wang; David Trafimow; S. T. Boris Choy (Axioms, 2024)

An expectation conditional maximization algorithm for the skew-normal based stochastic frontier model. - Xiaonan Zhu; Zheng Wei 002; Tonghui Wang; S. T. Boris Choy; Ziwei Ma (Comput. Stat., 2024)