Research Database

Category

Book Chapter (2)

Book (1)

Conference Paper (5)

Journal Article (127)

Refereed Conference Proceedings (1)

Department

MSI (36)

SSC (4)

M&S (59)

COM (4)

EAF (3)

AAD (1)

MGT (2)

MKT (1)

PV/VPARO (1)

SCM (22)

SCOM (1)

SDSC (2)

Keyword

A-optimality (1)

AMSAA model (1)

ARMA-GARCH model (1)

Accelerated path sampler; Markov chain Monte Carlo; Rao-Blackwellization; Species sampling mixture model; Species sampling model (1)

Adaptive Lasso (1)

Adaptive weights smoothing (1)

Agresti–Coull interval (1)

Air traffic (1)

Airfreight forwarding business (1)

Akaike information criterion (1)

Approximate nearest neighbor search (1)

Approximate unconditional method (1)

Approximate unconditional method, double-sampling scheme, imperfect gold standard, sample size determination, score test (1)

Association parameter (1)

Asymptotic confidence interval (1)

Asymptotic inference (1)

Asymptotic relative efficiency (1)

Asymptotic tests (3)

Average length (1)

Bayes-type estimator (1)

Bayesian (1)

Bayesian confidence interval, proportion difference, partially validated series, method of variance estimates recovery (1)

Bayesian method (2)

Berkson error (1)

Beta-binomial distribution (1)

Beta–Liouville distribution (1)

Bilateral data (1)

Binary data (1)

Bit-plane, Image segmentation (1)

Blood donation (1)

Blood donor (1)

Bootstrap (3)

Bootstrap procedures (1)

Bootstrap resampling method (1)

Bootstrap simultaneous confidence interval (1)

CIO; Job tenure; Kaplan–Meier estimator; Non-parametric estimation; Parametric survival model; Proportional hazards model (1)

Censored data (2)

Change-point (1)

China tourism development (1)

Classical error (1)

Clustering (1)

Co-op advertising (1)

Cointegration pairs trading correlation cryptocurrencies Bitcoin (1)

Compliance tactic (1)

Composite likelihood (1)

Composite quantile regression (1)

Conditional log-odds ratio (1)

Conditional quantile (1)

Conditional test (1)

Confidence Interval (1)

Confidence interval (3)

Confidence interval estimation (3)

Confidence intervals (1)

Connectivity (1)

Constrained MLE (1)

Constrained maximum likelihood estimation (5)

Constrained maximum likelihood estimation method (1)

Convergence Rate (1)

Convolutional neural network (1)

Correlated binary data (4)

Count data (1)

Covariance structure analysis (3)

Coverage probability (2)

Cox proportional hazards model (1)

Cultural Diplomacy (1)

Customer Retention (1)

DA algorithm (1)

Data Augmentation (1)

Data augmentation (2)

Decision Tree (1)

Deep feature merging (1)

Deep learning (1)

Demand forecast (1)

DenseNet121 (1)

Differential games (1)

Dirichlet distribution (3)

Discrete Convolution (1)

Discrete convolution; numerical simulation; value at risk (1)

Disease prevalence (1)

Disequilibrium coefficient (1)

Distributed scheduling (1)

Diversification (1)

Donation frequency (1)

Donor characteristics (1)

Door-in-the-face tactic (1)

Dose-response data (1)

Double sampling (1)

Double-sided random process (1)

Dynamic programming (1)

EM algorithm (11)

EM algorithm; MM algorithm; Shortest confidence intervals; Stochastic representation; Zero-truncated discrete models (1)

EM-type algorithms (1)

ETAS model (1)

Efficient semiparametric estimation (1)

Emigration (1)

Empirical likelihood (1)

Empirical likelihood, Longitudinal data analysis, Maximum likelihood, Modified Cholesky decomposition, Multiple covariance models. (1)

Equivalence (1)

Equivalence study (1)

Equivalence trials (1)

Error density (1)

Ethics (1)

Exact conditional test (1)

Exact confidence interval (1)

Exact power computation (1)

Exact significance level (1)

Exact unconditional power (1)

Exhaustion (1)

Expected confidence width (1)

Exploratory research (1)

Exterior point algorithm (1)

Extreme learning machine (1)

Extreme-value copula (1)

Factor model (1)

False-negative rate ratio (1)

Feedback Stackelberg equilibrium (1)

Fisher's test of homogeneity among correlation coefficients (1)

Fluctuating market environment (1)

Fourier Coefficients (1)

Fuel consumption (1)

Functional Cox model (1)

Fuzzy logic (3)

GARCH-like structure (1)

Gaussian graphical model (1)

Generalized EM algorithm (1)

Generalized censoring mechanism (GCM) (1)

Generalized estimating equations, local polynomial kernel regression, varying-coefficient models, working correlation matrix (1)

Generalized estimating equations; Kernel estimation; Modified Cholesky decomposition; Profile likelihood (1)

Generalized iterative scaling (1)

Generalized least squares (1)

Genetic algorithm (2)

Genetic algorithms (1)

Geometric Moment Contraction (1)

Goodness-of-fit test (1)

Graph algorithm (1)

Grouped Dirichlet distribution (1)

Grouped Dirichlet distribution; (1)

HT procedure (1)

Hardy–Weinberg law (1)

Heterokcedastic variance function (1)

Heuristics (1)

High-dimension (1)

Historical controls (1)

Homogeneity (1)

Homogeneity test (1)

Homogeneity test on gametic disequilibrium (1)

Hong Kong (3)

Ill-posed problem (1)

Incomplete Data (1)

Incomplete categorical data (2)

Incomplete data (3)

Incomplete table (1)

Increasing domain asymptotics (1)

Infill asymptotics (1)

Influence measure (1)

Institutional trust (1)

Instrumental Rationality (1)

Integer programming (1)

Inter-household financial transfers (1)

Internet of Things (1)

Internet of Things (2)

Intraclass correlation (2)

Inverse sampling (5)

Iterative proportional scaling (1)

Jeffreys interval (1)

Joint Bahadur representation (1)

Junction tree (1)

Laboratory studies (1)

Lasso (2)

Latent variable (1)

Lateral transshipment (1)

Level of significance (2)

Level probability (1)

Lifetime data (1)

Likelihood Ratio (1)

Likelihood ratio statistic (1)

Likelihood ratio test (5)

Likelihood score theory (1)

Linear and nonlinear constraints (1)

Local linear regression (1)

Local polynomial (1)

Localism (1)

Logistic regression (1)

Logistic regression models (1)

Logistics network (1)

Longitudinal data (2)

Longitudinal data; Censoring; Measurement errors; Quantile regression; Joint inference (1)

MCMC (1)

MM Algorithm (1)

Machine learning (1)

Makespan (1)

Matched-pair design (1)

Matrix rate of convergence (1)

Maximum likelihood estimate (2)

Maximum likelihood estimation (3)

Maximum likelihood estimation (MLE); Hierarchical model; QR analysis; Autoregressive model (1)

Maximum likelihood method (1)

Maximum-likelihood estimation (1)

Mean and covariance structure (1)

Median unbiased estimate (1)

Method of variance estimations recovery (1)

Mid-p (1)

Minimum description length (MDL) (1)

Missing data (1)

Mixing rate of a markov chain (1)

Mixture model (1)

Model selection techniques (1)

Modified Cholesky decomposition (1)

Monte Carlo method (2)

Monte Carlo simulation (2)

Movement abeyance (1)

Multi-temperature food distribution (1)

Multiple change-points (1)

Multisample (1)

Multivariate normal distribution (1)

Mx (1)

Negative binomial (2)

Nested Dirichlet distribution (2)

Networked movement (1)

Newton–Raphson algorithm (1)

Non-ignorable missing mechanism (1)

Non-parametric regression (1)

Non-randomized response models (4)

Nonhomogeneous Poisson process (2)

Noninferiority (3)

Noninformative prior (1)

Objective function (1)

Older people (1)

On-line detection (2)

Online information seeking (1)

Online political expression (1)

Optimal QLB algorithm (1)

Optimal neural network (1)

Optimisation (2)

Optimization (1)

Ordinal response (1)

Otolaryngology (1)

Paired Binary Data (1)

Pairwise L1 regularization (1)

Pairwise likelihood (2)

Pairwise mean comparison (1)

Partial likelihood ratio test (1)

Partition maximum likelihood (1)

Penalized likelihood estimation (1)

Penalized partial likelihood (1)

Perceived Outcomes (1)

Perceptions of Future (1)

Periodograms (1)

Perishable food e-commerce (2)

Piecewise stationary time series (1)

Piecewise stationary time series models (1)

Poisson regression model (1)

Political Attitude (1)

Political participation (1)

Polynomial multiplication algorithm (1)

Polytomous variables (1)

Poverty (1)

Power (3)

Prediction error (1)

Prediction intervals (1)

Prediction limits (1)

Production and distribution (1)

Profile likelihood estimator (2)

Profit optimization (1)

Proportion difference (2)

QLB algorithm (1)

QR analysis; Bayesian penalty; bridge regression; autoregressive (AR) perturbation; GGD prior; joint hierarchical model (1)

Quadratic lower-bound (QLB) algorithm (1)

Quantization (1)

Quasi likelihood estimation (1)

Quasi-experiment (1)

Quickest detection (2)

Radicalisation (1)

Randomized quantile regression (1)

Randomized response model (1)

Randomized response technique (3)

Randomizing device (2)

Rate difference (2)

Rate ratio (2)

Recycle and reuse (1)

Reliability growth (2)

Repeated negotiation (1)

Responsiveness (1)

Right-censored data (1)

Risk Management (1)

Risk difference (3)

Risk ratio (1)

Rosner's and Dallal's models (1)

Routing (2)

Rule-based reasoning (1)

Saddlepoint approximations (2)

Sample size (2)

Sample size determination (1)

Sample size formula (1)

Sample sort simulated annealing (SSA) (1)

Scan statistics (1)

Scene text detector (1)

Score statistic (1)

Score test (9)

Score test statistic (1)

Semiparametric additive partial linear model (1)

Semiparametric logistic regression model (1)

Sensitive questions (4)

Sensitivity (1)

Sequential monitoring (2)

Service parts management, service contract, stochastic programming, inventory, spare part (2)

Sethi model (1)

Sharing computations (1)

Ship lease, ship acquisition, ship chartering, portfolio analysis, conditional value-at-risk (1)

Simultaneous confidence interval (1)

Size (1)

Small Sample Size (1)

Smart mobility; computer vision; roadside occupation; traffic surveillance; smart city (1)

Social pension (1)

Solvency II (1)

Species sampling mixture model; Partition; Rao-Blackwell improvement; Sequential importance sampling; Weighted Chinese restaurant process (1)

Specificity (1)

Spectral Analysis (1)

Spectral Density Estimation (1)

Spectral measure (1)

Spline approximation (1)

Stochastic factors (1)

Stochastic volatility (1)

Stochastic volatility model (1)

Strata (1)

Stratified matched-pair design (1)

Structural break (3)

Structural change (1)

Structural equation models (3)

Supplier selection (1)

Supply chain network (1)

Surrogate data (1)

Survey sampling (1)

Sustainable Tourism (1)

Systemic sclerosis (1)

Tabu-search (1)

Taguchi method (1)

Telco Data (1)

Tertiary packaging (1)

Three-arm design (1)

Tourism Carrying Capacity (1)

Trajectory prediction (1)

Trend test (1)

Triple difference estimation (1)

Triplet loss (1)

Truncated approximations (1)

Truncated data (3)

Trust (1)

Two-level structural equation model (1)

Two-stage estimation procedure (2)

Umbrella Movement (2)

Unified generalized iterative scaling (1)

Unordered;2 × K table (1)

Usage-based Churn Prediction (1)

Validation series (1)

Value-at-Risk (2)

Variable selection (2)

Varying-Coefficient (1)

Vehicle routing (1)

Vehicle routing problem (1)

Wald test (2)

Wald-type test (1)

Warner’s model (2)

Weibull process (1)

Wilks phenomenon; likelihood ratio test; profile likelihood ratio test; semiparametric approach (1)

Willingness to Retreat (1)

Wilson interval (1)

Within-subject correlation (1)

Youth (1)

ZTBell (1)