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- Jennifer S. K. Chan, Yeh Lam, Doris Y. P. Leung
- Computational Statistics & Data Analysis
- 2004

- P L H Yu, K H Chung, C K Lin, J S K Chan, C K Lee
- Vox sanguinis
- 2007

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)

- Joanna J. J. Wang, Jennifer S. K. Chan, S. T. Boris Choy
- Computational Statistics & Data Analysis
- 2011

- Cathy W. S. Chen, Jennifer S. K. Chan, Richard Gerlach, William Y. L. Hsieh
- Statistics and Computing
- 2011

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)

- Jennifer S K Chan, Philip L H Yu, Yeh Lam, Alvin P K Ho
- Statistics in medicine
- 2006

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)

- Cathy W. S. Chen, Jennifer S. K. Chan, Mike K. P. So, Kevin K. M. Lee
- Computational Statistics & Data Analysis
- 2011

- Jennifer S. K. Chan, Doris Y. P. Leung, S. T. Boris Choy, Wai Y. Wan
- Computational Statistics & Data Analysis
- 2009

- Jennifer S. K. Chan, C. P. Y. Lam, Philip L. H. Yu, S. T. Boris Choy, Cathy W. S. Chen
- Computational Statistics & Data Analysis
- 2012

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)

- Rasika P. Yatigammana, S. T. Boris Choy, Jennifer S. K. Chan
- Causal Inference in Econometrics
- 2016

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