Research Database

Category

Book Chapter (2)

Book (1)

Conference Paper (4)

Journal Article (109)

Refereed Conference Proceedings (1)

Department

M&M (1)

SSC (3)

M&S (54)

COM (2)

MGT (3)

MSI (30)

AAD (1)

ACY (1)

MKT (1)

PO (2)

PV/VPARO (1)

SCIM (1)

SCM (12)

SDSC (2)

STFL (3)

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)

Accounting Graduates (1)

Agresti–Coull interval (1)

Akaike information criterion (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 tests (3)

Average length (1)

Banking (1)

Bayes-type estimator (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 (2)

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)

Bootstrap-resampling method, correlated bilateral data, risk difference, simultaneous confidence interval, stratified design (1)

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

Censored data (2)

Central limit theorem (1)

China, Four Modernizations, science and technology, television, children's programs, CCTV (1)

Classical error (1)

Cluster (1)

Clustering (1)

Co-op advertising (1)

College interpreting programmes (2)

Completely random measure; Weighted gamma process; Random partition; Rao-Blackwellization; Markov chain Monte Carlo; Proportional hazard model; Gibbs sampler (1)

Compliance tactic (1)

Composite likelihood (1)

Conditional log-odds ratio (1)

Conditional test (1)

Confidence Interval (1)

Confidence interval (3)

Confidence interval estimation (3)

Confidence interval estimator (1)

Confidence intervals (1)

Constrained MLE (1)

Constrained maximum likelihood estimation (5)

Constrained maximum likelihood estimation method (1)

Consumer behaviour (1)

Consumer's risk (1)

Convergence Rate (1)

Correlated binary data (4)

Count data (1)

Covariance structure analysis (2)

Coverage probability (2)

Cox proportional hazards model (1)

Customer Retention (1)

DA algorithm (1)

Data Augmentation (1)

Data augmentation (2)

Decision Tree (1)

Desired Attributes (1)

Differential games (1)

Dimensionality reduction (1)

Dirichlet distribution (3)

Disease prevalence (1)

Disequilibrium coefficient (1)

Diversity (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 (9)

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

EM-type algorithms (1)

Efficient semiparametric estimation (1)

Electronic funds transfer at point of sale (1)

Emigration (1)

Empirical likelihood (1)

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

Equivalence study (1)

Equivalence trials (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)

Expanded audit reports (1)

Expected confidence width (1)

Exploratory research (1)

Exterior point algorithm (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)

Functional Cox model (1)

Fuzzy logic (2)

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 (1)

Goodness-of-fit test (1)

Grouped Dirichlet distribution (1)

Grouped Dirichlet distribution; (1)

HT procedure (1)

Hardy–Weinberg law (1)

Heavy tail (1)

Higher moments (1)

Hill estimator (1)

Historical controls (1)

Homogeneity (1)

Homogeneity test on gametic disequilibrium (1)

Hong Kong (4)

Ill-posed problem (1)

Image reconstruction (1)

Incomplete Data (1)

Incomplete categorical data (2)

Incomplete data (3)

Incomplete table (1)

Increasing domain asymptotics (1)

Individual motivation; person-centered approach; profile analysis; regulatory focus; voice behavior (1)

Infill asymptotics (1)

Influence measure (1)

Institutional trust (1)

Instrumental Rationality (1)

Internet of Things (1)

Internet of Things (2)

Intraclass correlation (2)

Inverse sampling (5)

Iterative proportional scaling (1)

Jeffreys interval (1)

Job Selection (1)

Joint Bahadur representation (1)

Junction tree (1)

K-medians (1)

KAM (1)

Kaplan–Meier estimator (1)

Kolmogorov-Smirnov test (1)

Laboratory studies (1)

Lasso (1)

Latent variable (1)

Learner variables (2)

Learner-centredness (2)

Level of significance (2)

Level probability (1)

Lifetime data (1)

Lifetime medical cost (1)

Likelihood Ratio (1)

Likelihood ratio statistic (1)

Likelihood ratio test (5)

Likelihood score theory (1)

Linear and nonlinear constraints (1)

Localism (1)

Logistic regression (1)

Longevity risk (1)

Longitudinal data (2)

M out of n bootstrap (1)

MM Algorithm (1)

Mark variable (1)

Marketing research (1)

Martingale (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 estimate recovery (MOVER) (1)

Method of variance estimations recovery (1)

Mid-p (1)

Missing data (1)

Mixing rate of a markov chain (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)

Mx (1)

Negative binomial (2)

Nested Dirichlet distribution (2)

Networked movement (1)

New technology (1)

Newton–Raphson algorithm (1)

Non-ignorable missing mechanism (1)

Non-parametric regression (1)

Non-randomized response models (4)

Nonhomogeneous Poisson process (2)

Noninferiority (2)

Noninformative prior (1)

On-line detection (2)

Online information seeking (1)

Online political expression (1)

Optimal QLB algorithm (1)

Optimisation (2)

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)

Pca (1)

Penalized likelihood estimation (1)

Penalized partial likelihood (1)

Perceived Outcomes (1)

Perceptions (1)

Perceptions of Future (1)

Perceptions of problems (2)

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 goal programming (1)

Polynomial multiplication algorithm (1)

Polytomous variables (1)

Power (3)

Prediction error (1)

Prediction intervals (1)

Prediction limits (1)

Profile likelihood estimator (2)

Proportion difference (2)

Public Accounting Firms (1)

QLB algorithm (1)

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

Quality-adjusted lifetime (1)

Quasi likelihood estimation (1)

Quickest detection (2)

RMM (1)

Radicalisation (1)

Random partition; Completely random measure; Rao-Blackwellization; Sequential importance sampling; Gibbs sampler; Accelerated path sampler (1)

Randomized response model (1)

Randomized response technique (3)

Randomizing device (2)

Rate difference (2)

Rate ratio (2)

Recommendation Systems (1)

Reliability growth (2)

Repeated negotiation (1)

Responsiveness (1)

Retirement saving, risk attitude, experiments, investment choices, decision-making, Hong Kong, UK (1)

Right-censored data (1)

Risk difference (3)

Rosner's and Dallal's models (1)

Routing (2)

Saddlepoint approximations (2)

Sample size (1)

Sample size determination (1)

Sample size formula (1)

Scan statistics (1)

Score statistic (1)

Score test (8)

Score test statistic (1)

Semiparametric logistic regression model (1)

Sensitive questions (4)

Sensitivity (1)

Sequential monitoring (2)

Serendipity (1)

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

Sethi model (1)

Sharing computations (1)

Simultaneous confidence interval (1)

Size (1)

Small Sample Size (1)

Specificity (1)

Square-and-add approach (1)

State-space models (1)

Stochastic volatility (1)

Stochastic volatility model (1)

Strata (1)

Stratified matched-pair design (1)

Structural break (2)

Structural change (1)

Structural equation models (3)

Survey sampling (1)

Survival analysis (1)

Systemic sclerosis (1)

TQM; environmental uncertainty; fit; multivariate analysis; profile deviation analysis (1)

Taguchi method (1)

Telco Data (1)

Tertiary training (2)

Three-arm design (1)

Tone analysis (1)

Trend test (1)

Truncated approximations (1)

Truncated data (2)

Trust (1)

Two-level structural equation model (1)

Two-stage estimation procedure (1)

Umbrella Movement (2)

Unified generalized iterative scaling (1)

Unordered;2 × K table (1)

Usage-based Churn Prediction (1)

Validation series (1)

Variable selection (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)