Results 1-12 of 12 (Search time: 0.004 seconds).
Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link | |
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1 | 2022 | Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed Pricing | Po-Yi Liu; Chi-Hua Wang; Henghsiu Tsai | arXiv:2208.09372 [stat.ML], 1-24 | |||
2 | 2022 | Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions | Milan Kumar Das; Henghsiu Tsai ; Ioannis Kyriakou; Gianluca Fusai | Operations Research 70(4), 1984-1995 | |||
3 | 2021 | Non-parametric estimation of conditional tail expectation for long-horizon returns | Hwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai | Statistica Sinica 31(1), 547-569 | |||
4 | 2020 | Chapter 72: Non-Parametric Inference on Risk Measures for Integrated Returns | Henghsiu Tsai ; Hwai-Chung Ho ; Hung-Yin Chen | Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (World Scientific Publishing Company) | |||
5 | 2020 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Ting-Hung Yu; Henghsiu Tsai ; Heiko Rachinger | COMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823 | |||
6 | 2019 | Detection of Differential Item Functioning via the Credible Intervals and Odds Ratios Methods | Ya-Hui Su; Henghsiu Tsai | Quantitative Psychology Research (PROMS 265) (Cham : Springer) | |||
7 | 2018 | Using Credible Intervals to Detect Differential Item Functioning in IRT Models | Ya-Hui Su; Joyce Chang; Henghsiu Tsai | Quantitative Psychology Research (Vol. 233) (Switzerland : Springer) | |||
8 | 2018 | Inference of bivariate long-memory aggregate time series | Henghsiu Tsai ; Heiko Rachinger; Kung-Sik Chan | STATISTICA SINICA 28, 399-421 | |||
9 | 2017 | Using credible intervals to detect dierential item functioning in IRT models | Ya-Hui Su; Joyce Chang; Henghsiu Tsai | ||||
10 | 2017 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Henghsiu Tsai ; Ting-Hung Yu | ||||
11 | 2016 | Value at risk for integrated returns and its applications to equity portfolios | Hwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai | Statistica Sinica 26(4), 1631-1648 | |||
12 | 2016 | A Three-Parameter Speeded Item Response Model: Estimation and Application | Joyce Chang; Henghsiu Tsai ; Ya-Hui Su; Edward M. H. Lin | Quantitative Psychology Research - The 80th Annual Meeting of the Psychometric Society, Beijing, 2015 (Switzerland : Springer International Publishing) |