Tony Sit

Available identifiers

Publication	Date of Publication	Type
Distributed Censored Quantile Regression	2024-01-22	Paper
Efficient Estimation for Censored Quantile Regression	2024-01-08	Paper
Censored quantile regression model with time‐varying covariates under length‐biased sampling	2023-10-09	Paper
Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty	2022-07-08	Paper
Variance reduction for risk measures with importance sampling in nested simulation	2022-05-27	Paper
On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models	2021-08-09	Paper
Transformed Dynamic Quantile Regression on Censored Data	2021-07-06	Paper
Event history analysis of dynamic networks	2021-04-08	Paper
Simulation-based Value-at-Risk for nonlinear portfolios	2019-10-11	Paper
Estimation of a monotone density in \(s\)-sample biased sampling models	2018-10-24	Paper
FROM BOUNDARY CROSSING OF NON-RANDOM FUNCTIONS TO BOUNDARY CROSSING OF STOCHASTIC PROCESSES	2017-09-19	Paper
On an approach to boundary crossing by stochastic processes	2016-11-02	Paper
Artifactual unit root behavior of value at risk (VaR)	2016-06-24	Paper
A Unified Approach to Semiparametric Transformation Models Under General Biased Sampling Schemes	2013-04-26	Paper

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