Jennifer S. K. Chan

Learn More
BACKGROUND AND OBJECTIVES Adequate blood supply is crucial to the health-care system. To maintain a stable donor pool, donation-promotion strategies should not only be targeted in recruitment but also focus on retaining donors to give blood regularly. A study using statistical modelling is conducted to understand the first 4-year donation patterns for(More)
We consider two problems concerning locating change points in a linear regression model. One involves jump discontinuities (change-point) in a regression model and the other involves regression lines connected at unknown points. We compare four methods for estimating single or multiple change points in a regression model, when both the error variance and(More)
During the outbreak of an epidemic disease, for example, the severe acute respiratory syndrome (SARS), the number of daily infected cases often exhibit multiple trends: monotone increasing during the growing stage, stationary during the stabilized stage and then decreasing during the declining stage. Lam first proposed modelling a monotone trend by a(More)
Extreme value theories indicate that the range is an efficient estimator of local volatility on a financial asset return. This paper proposes a novel geometric process (GP) framework for range data that nests the well known Conditional Autoregressive Range (CARR) model. We extend the GP model of Lam (1988) to a Conditional Autoregressive Geometric Process(More)
  • 1