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S.T. Boris Choy

Personal Details

First Name:S.T. Boris
Middle Name:
Last Name:Choy
Suffix:
RePEc Short-ID:pch752
https://sydney.edu.au/business/about/our-people/academic-staff/boris-choy.html

Affiliation

Discipline of Business Analytics
Business School
University of Sydney

Sydney, Australia
http://sydney.edu.au/business/business_analytics
RePEc:edi:dxusyau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Yeap, Claudia & Kwok, Simon S. & Choy, S. T. Boris, 2016. "A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases," Working Papers 2016-14, University of Sydney, School of Economics.
  2. Jennifer Chan & Boris Choy & Udi Makov, 2007. "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series 196, Quantitative Finance Research Centre, University of Technology, Sydney.

Articles

  1. Nuttanan Wichitaksorn & Richard Gerlach & S.T. Boris Choy, 2019. "Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(3), pages 808-822, May.
  2. Claudia Yeap & Simon S Kwok & S T Boris Choy, 2018. "A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases," Journal of Financial Econometrics, Oxford University Press, vol. 16(3), pages 425-460.
  3. S.T. Boris Choy & Jennifer S.K. Chan & Udi E. Makov, 2016. "Robust Bayesian analysis of loss reserving data using scale mixtures distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(3), pages 396-411, March.
  4. Nuttanan Wichitaksorn & Joanna J. J. Wang & S. T. Boris Choy & Richard Gerlach, 2015. "Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 31(5), pages 584-608, September.
  5. S.T. Boris Choy & Cathy W.S. Chen & Edward M.H. Lin, 2014. "Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1297-1313, July.
  6. Wang, Joanna J.J. & Chan, Jennifer S.K. & Choy, S.T. Boris, 2011. "Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 852-862, January.
  7. Chan, Jennifer S.K. & Leung, Doris Y.P. & Boris Choy, S.T. & Wan, Wai Y., 2009. "Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4530-4545, October.
  8. Jennifer S. K. Chan & S. T. Boris Choy & Anna B. W. Lee, 2007. "Bayesian analysis of constant elasticity of variance models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 23(1), pages 83-96, January.
  9. Shir Shen & S. Choy, 2005. "The Pre- and Post-1997 Well-Being of Hong Kong Residents," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 71(1), pages 231-258, March.
  10. Choy, S.T. Boris & Chan, C.M., 2003. "Scale Mixtures Distributions in Insurance Applications," ASTIN Bulletin, Cambridge University Press, vol. 33(1), pages 93-104, May.
  11. Choy, S. T. Boris & Walker, Stephen G., 2003. "The extended exponential power distribution and Bayesian robustness," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 227-232, November.
  12. S. Choy & A. Smith, 1997. "Hierarchical models with scale mixtures of normal distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(1), pages 205-221, June.
  13. S. T. Boris Choy & Adrian F. M. Smith, 1997. "On Robust Analysis of a Normal Location Parameter," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(2), pages 463-474.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yeap, Claudia & Kwok, Simon S. & Choy, S. T. Boris, 2016. "A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases," Working Papers 2016-14, University of Sydney, School of Economics.

    Cited by:

    1. Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva, 2023. "Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants," Journal of Banking & Finance, Elsevier, vol. 148(C).
    2. Yuan Hu & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi, 2023. "Option pricing using a skew random walk pricing tree," Papers 2303.17014, arXiv.org.

  2. Jennifer Chan & Boris Choy & Udi Makov, 2007. "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series 196, Quantitative Finance Research Centre, University of Technology, Sydney.

    Cited by:

    1. Boratyńska Agata, 2021. "Robust Bayesian insurance premium in a collective risk model with distorted priors under the generalised Bregman loss," Statistics in Transition New Series, Statistics Poland, vol. 22(3), pages 123-140, September.
    2. Boratyńska, Agata, 2017. "Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 135-140.
    3. Wan, Wai-Yin & Chan, Jennifer So-Kuen, 2011. "Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 687-702, January.
    4. Dong, A.X.D. & Chan, J.S.K., 2013. "Bayesian analysis of loss reserving using dynamic models with generalized beta distribution," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 355-365.
    5. Alice X. D. Dong & Jennifer S. K. Chan & Gareth W. Peters, 2014. "Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression," Papers 1402.2492, arXiv.org.
    6. Gareth W. Peters & Wilson Ye Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments," Risks, MDPI, vol. 4(2), pages 1-41, May.
    7. Benjamin Avanzi & Mark Lavender & Greg Taylor & Bernard Wong, 2022. "Detection and treatment of outliers for multivariate robust loss reserving," Papers 2203.03874, arXiv.org, revised Jun 2023.
    8. Gareth W. Peters & Wilson Y. Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments," Papers 1603.01041, arXiv.org.
    9. Chan Jennifer So Kuen & Ng Kok-Haur & Nitithumbundit Thanakorn & Peiris Shelton, 2019. "Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-22, April.
    10. Sánchez-Sánchez, M. & Sordo, M.A. & Suárez-Llorens, A. & Gómez-Déniz, E., 2019. "Deriving Robust Bayesian Premiums Under Bands Of Prior Distributions With Applications," ASTIN Bulletin, Cambridge University Press, vol. 49(1), pages 147-168, January.

Articles

  1. Claudia Yeap & Simon S Kwok & S T Boris Choy, 2018. "A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases," Journal of Financial Econometrics, Oxford University Press, vol. 16(3), pages 425-460.
    See citations under working paper version above.
  2. Nuttanan Wichitaksorn & Joanna J. J. Wang & S. T. Boris Choy & Richard Gerlach, 2015. "Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 31(5), pages 584-608, September.

    Cited by:

    1. Liyuan Chen & Paola Zerilli & Christopher F Baum, 2018. "Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications," Boston College Working Papers in Economics 953, Boston College Department of Economics.
    2. Francisco J. Rubio & Keming Yu, 2017. "Flexible objective Bayesian linear regression with applications in survival analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 798-810, April.
    3. Shiyi Tu & Min Wang & Xiaoqian Sun, 2017. "Bayesian variable selection and estimation in maximum entropy quantile regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(2), pages 253-269, January.

  3. S.T. Boris Choy & Cathy W.S. Chen & Edward M.H. Lin, 2014. "Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1297-1313, July.

    Cited by:

    1. Chang, Carolyn W. & Li, Xiaodan & Lin, Edward M.H. & Yu, Min-Teh, 2018. "Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 273-284.
    2. Cathy W. S. Chen & Hong Than-Thi & Manabu Asai, 2021. "On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 413-433, August.
    3. Thanakorn Nitithumbundit & Jennifer S. K. Chan, 2020. "ECM Algorithm for Auto-Regressive Multivariate Skewed Variance Gamma Model with Unbounded Density," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 1169-1191, September.
    4. Nitithumbundit, Thanakorn & Chan, Jennifer S.K., 2022. "Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 365-375.
    5. Do, A. & Powell, R. & Yong, J. & Singh, A., 2020. "Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).

  4. Wang, Joanna J.J. & Chan, Jennifer S.K. & Choy, S.T. Boris, 2011. "Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 852-862, January.

    Cited by:

    1. Tsiotas, Georgios, 2012. "On generalised asymmetric stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 151-172, January.
    2. Jerzy P. Rydlewski & Ma{l}gorzata Snarska, 2012. "On Geometric Ergodicity of Skewed - SVCHARME models," Papers 1209.1544, arXiv.org.
    3. Gregor Kastner & Sylvia Fruhwirth-Schnatter, 2017. "Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models," Papers 1706.05280, arXiv.org.
    4. Joshua C C Chan & Cody Y L Hsiao, 2013. "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence," CAMA Working Papers 2013-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Mao, Xiuping & Czellar, Veronika & Ruiz, Esther & Veiga, Helena, 2020. "Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation," Econometrics and Statistics, Elsevier, vol. 13(C), pages 84-105.
    6. Shinichiro Shirota & Takayuki Hizu & Yasuhiro Omori, 2013. "Realized Stochastic Volatility with Leverage and Long Memory," CIRJE F-Series CIRJE-F-880, CIRJE, Faculty of Economics, University of Tokyo.
    7. Nakajima Jouchi, 2013. "Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 499-520, December.
    8. Wang, Joanna J.J., 2012. "On asymmetric generalised t stochastic volatility models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(11), pages 2079-2095.
    9. Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos & Touche, Nassim, 2019. "Integer-valued stochastic volatility," MPRA Paper 91962, University Library of Munich, Germany, revised 04 Feb 2019.
    10. Sujay Mukhoti & Pritam Ranjan, 2016. "Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors," Papers 1605.02418, arXiv.org.
    11. Yanhui Xi & Hui Peng & Yemei Qin, 2016. "Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect," Discrete Dynamics in Nature and Society, Hindawi, vol. 2016, pages 1-15, February.
    12. Yong Li & Tao Zeng & Jun Yu, 2012. "Robust Deviance Information Criterion for Latent Variable Models," Working Papers 30-2012, Singapore Management University, School of Economics.
    13. Phillip, Andrew & Chan, Jennifer & Peiris, Shelton, 2020. "On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin," Econometrics and Statistics, Elsevier, vol. 16(C), pages 69-90.
    14. Ying Wang & Sai Tsang Boris Choy & Hoi Ying Wong, 2016. "Bayesian Option Pricing Framework with Stochastic Volatility for FX Data," Risks, MDPI, vol. 4(4), pages 1-12, December.
    15. Stojanović, Vladica S. & Popović, Biljana Č. & Milovanović, Gradimir V., 2016. "The Split-SV model," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 560-581.
    16. Patricia Lengua Lafosse & Cristian Bayes & Gabriel Rodríguez, 2015. "A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns," Documentos de Trabajo / Working Papers 2015-405, Departamento de Economía - Pontificia Universidad Católica del Perú.
    17. Tang, Qihe & Tong, Zhiwei & Yang, Yang, 2021. "Large portfolio losses in a turbulent market," European Journal of Operational Research, Elsevier, vol. 292(2), pages 755-769.
    18. Lengua Lafosse, Patricia & Rodríguez, Gabriel, 2018. "An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 155-173.

  5. Shir Shen & S. Choy, 2005. "The Pre- and Post-1997 Well-Being of Hong Kong Residents," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 71(1), pages 231-258, March.

    Cited by:

    1. Bill Merrilees & Dale Miller & Gloria L. Ge & Charles Chin Chiu Tam, 2018. "Asian city brand meaning: a Hong Kong perspective," Journal of Brand Management, Palgrave Macmillan, vol. 25(1), pages 14-26, January.

  6. Choy, S.T. Boris & Chan, C.M., 2003. "Scale Mixtures Distributions in Insurance Applications," ASTIN Bulletin, Cambridge University Press, vol. 33(1), pages 93-104, May.

    Cited by:

    1. Wan, Wai-Yin & Chan, Jennifer So-Kuen, 2011. "Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 687-702, January.
    2. Victor Korolev & Alexander Zeifman, 2023. "Mixture Representations for Generalized Burr, Snedecor–Fisher and Generalized Student Distributions with Related Results," Mathematics, MDPI, vol. 11(18), pages 1-25, September.
    3. Benjamin Avanzi & Mark Lavender & Greg Taylor & Bernard Wong, 2022. "Detection and treatment of outliers for multivariate robust loss reserving," Papers 2203.03874, arXiv.org, revised Jun 2023.
    4. Klaus Müller & Wolf-Dieter Richter, 2019. "On p-generalized elliptical random processes," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-37, December.
    5. M. Arendarczyk & T. J. Kozubowski & A. K. Panorska, 2023. "Slash distributions, generalized convolutions, and extremes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(4), pages 593-617, August.

  7. Choy, S. T. Boris & Walker, Stephen G., 2003. "The extended exponential power distribution and Bayesian robustness," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 227-232, November.

    Cited by:

    1. Tumlinson, Samuel E., 2015. "On the non-existence of maximum likelihood estimates for the extended exponential power distribution and its generalizations," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 111-114.
    2. Sandro Sapio, 2012. "Modeling the distribution of day-ahead electricity returns: a comparison," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1935-1949, December.
    3. Wan, Wai-Yin & Chan, Jennifer So-Kuen, 2011. "Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 687-702, January.
    4. Fung, Thomas & Seneta, Eugene, 2008. "A characterisation of scale mixtures of the uniform distribution," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2883-2888, December.
    5. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Posterior moments and quantiles for the normal location model with Laplace prior," EIEF Working Papers Series 1911, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2019.
    6. Saralees Nadarajah, 2006. "Acknowledgement of Priority: the Generalized Normal Distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(9), pages 1031-1032.
    7. Mao, Xiuping & Czellar, Veronika & Ruiz, Esther & Veiga, Helena, 2020. "Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation," Econometrics and Statistics, Elsevier, vol. 13(C), pages 84-105.
    8. Karol I. Santoro & Héctor J. Gómez & Inmaculada Barranco-Chamorro & Héctor W. Gómez, 2022. "Extended Half-Power Exponential Distribution with Applications to COVID-19 Data," Mathematics, MDPI, vol. 10(6), pages 1-16, March.
    9. Bernardi, Mauro & Bottone, Marco & Petrella, Lea, 2018. "Bayesian quantile regression using the skew exponential power distribution," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 92-111.

  8. S. Choy & A. Smith, 1997. "Hierarchical models with scale mixtures of normal distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(1), pages 205-221, June.

    Cited by:

    1. Chan, Jennifer S.K. & Leung, Doris Y.P. & Boris Choy, S.T. & Wan, Wai Y., 2009. "Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4530-4545, October.
    2. Baisen Liu & Liangliang Wang & Yunlong Nie & Jiguo Cao, 2021. "Semiparametric Mixed-Effects Ordinary Differential Equation Models with Heavy-Tailed Distributions," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 428-445, September.
    3. Wang, Joanna J.J. & Chan, Jennifer S.K. & Choy, S.T. Boris, 2011. "Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 852-862, January.
    4. Wan, Wai-Yin & Chan, Jennifer So-Kuen, 2011. "Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 687-702, January.
    5. Victor Korolev, 2020. "Some Properties of Univariate and Multivariate Exponential Power Distributions and Related Topics," Mathematics, MDPI, vol. 8(11), pages 1-27, November.
    6. Chan, Jennifer So Kuen & Wan, Wai Yin, 2014. "Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 72-87.
    7. Rodríguez Bernal, M. T., 2010. "Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis," DES - Working Papers. Statistics and Econometrics. WS ws104427, Universidad Carlos III de Madrid. Departamento de Estadística.
    8. Aldo M. Garay & Heleno Bolfarine & Victor H. Lachos & Celso R.B. Cabral, 2015. "Bayesian analysis of censored linear regression models with scale mixtures of normal distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(12), pages 2694-2714, December.
    9. Choy, S. T. Boris & Walker, Stephen G., 2003. "The extended exponential power distribution and Bayesian robustness," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 227-232, November.
    10. S.T. Boris Choy & Cathy W.S. Chen & Edward M.H. Lin, 2014. "Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1297-1313, July.
    11. Marín, J.M. & Rodríguez-Bernal, M.T., 2012. "Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1898-1907.
    12. Chan, Jennifer S.K. & Kuk, Anthony Y.C. & Yam, Carrie H.K., 2005. "Monte Carlo approximation through Gibbs output in generalized linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 300-312, June.
    13. Liu, Baisen & Wang, Liangliang & Nie, Yunlong & Cao, Jiguo, 2019. "Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions," Computational Statistics & Data Analysis, Elsevier, vol. 137(C), pages 233-246.
    14. Chan, J.S.K. & Lam, C.P.Y. & Yu, P.L.H. & Choy, S.T.B. & Chen, C.W.S., 2012. "A Bayesian conditional autoregressive geometric process model for range data," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3006-3019.

  9. S. T. Boris Choy & Adrian F. M. Smith, 1997. "On Robust Analysis of a Normal Location Parameter," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(2), pages 463-474.

    Cited by:

    1. Kevin McNally, 2023. "How Valuable Are Small Measurement Datasets in Supplementing Occupational Exposure Models? A Numerical Study Using the Advanced Reach Tool," IJERPH, MDPI, vol. 20(7), pages 1-14, April.
    2. Drezner, Zvi & Eiselt, H.A., 2024. "Competitive location models: A review," European Journal of Operational Research, Elsevier, vol. 316(1), pages 5-18.
    3. Stephen Walker, 1999. "The uniform power distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(4), pages 509-517.
    4. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Posterior moments and quantiles for the normal location model with Laplace prior," EIEF Working Papers Series 1911, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2019.
    5. Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers 22-022/III, Tinbergen Institute.
    6. Baker, Matthew J. & George, Lisa M., 2024. "The news hour: Welfare estimation in the market for local television news," International Journal of Industrial Organization, Elsevier, vol. 94(C).
    7. Kim, Hyoung-Moon, 2008. "A note on scale mixtures of skew normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1694-1701, September.
    8. Choy, S. T. Boris & Walker, Stephen G., 2003. "The extended exponential power distribution and Bayesian robustness," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 227-232, November.
    9. Guo, Wen-Chung & Lai, Fu-Chuan, 2024. "R&D investments and location choices with three firms," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1448-1459.
    10. Zhou, Yanju & Che, Yuan, 2021. "Research on Government Logistics Subsidies for Poverty Alleviation with Non-uniform Distribution of Consumers," Omega, Elsevier, vol. 104(C).
    11. Dragone, Davide & Lambertini, Luca, 2020. "Equilibrium existence in the Hotelling model with convex production costs," Regional Science and Urban Economics, Elsevier, vol. 84(C).
    12. Bernardi, Mauro & Bottone, Marco & Petrella, Lea, 2018. "Bayesian quantile regression using the skew exponential power distribution," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 92-111.
    13. Dyskeland, Ole Kristian & Foros, Øystein, 2023. "Multihoming and market expansion: Effects on media platforms’ pricing and content creation incentives," Economics Letters, Elsevier, vol. 232(C).
    14. Ronen Gradwohl & Moshe Tennenholtz, 2022. "Pareto-Improving Data-Sharing," Papers 2205.11295, arXiv.org.
    15. Giles Hooker & Anand Vidyashankar, 2014. "Bayesian model robustness via disparities," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 556-584, September.
    16. Hong Feng & Jie Ma, 2018. "Location choices and third‐degree spatial price discrimination," Scottish Journal of Political Economy, Scottish Economic Society, vol. 65(2), pages 142-153, May.
    17. John S. Heywood & Dongyang Li & Guangliang Ye, 2022. "Mixed duopoly under hotelling with convex production costs," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(2), pages 487-510, October.
    18. Kim, SungBum & Kim, Hyoung-Moon, 2022. "Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 198(C), pages 172-187.
    19. Kim, Hyoung-Moon & Ryu, Duchwan & Mallick, Bani K. & Genton, Marc G., 2014. "Mixtures of skewed Kalman filters," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 228-251.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2007-06-30
  2. NEP-ETS: Econometric Time Series (1) 2007-06-30
  3. NEP-FOR: Forecasting (1) 2007-06-30
  4. NEP-RMG: Risk Management (1) 2007-06-30

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