Publication Search Results
Exact matches for:
- Author = Fung T [web profile page]
1.
Fung T, Seneta E
Thomas Fung and Eugene Seneta:
A theorem on the asymptotics of skew-normal type integrals,
Statistics and Probability Letters,
209
(2024),
Article no. 110080 (7 pages).
2.
Fung T, Seneta E
Thomas Fung, Eugene Seneta:
On Familywise Error Rate Cutoffs under Pairwise Exchangeability,
Methodology and Computing in Applied Probability,
25
(2023),
no. Article 59,
13 pages.
3.
Fung T, Seneta E
Thomas Fung and Eugene Seneta:
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case,
Statistics and Probability Letters,
178
(2021),
Article 109182 (8 pages).
4.
Fung T, Seneta E
Thomas Fung and Eugene Seneta:
Quantile function expansion using regularly varying functions,
Methodology and Computing in Applied Probability,
20
(2018),
1091–1103.
5.
Fung T, Seneta E
Thomas Fung and Eugene Seneta:
Tail asymptotics for the bivariate skew normal,
Journal of Multivariate Analysis,
144
(2016),
129–138.
MR3434945
6.
Fung T, Seneta E
Thomas Fung, Eugene Seneta:
Tail dependence convergence rate of a skew-t and of a skew normal distribution,
Proceedings of the 60th ISI World Statistics Congress.,
60th ISI World Statistics Congress.,
Not known (ed.),
International Statistical Institute (ISI),
Rio de Janeiro, Brazil,
(2016),
2212–2217.
ISBN Digital resource.
7.
Fung T, Wang JJJ, Seneta E
Thomas Fung, Joanna J J Wang and Eugene Seneta:
The Deviance Information Criterion in Comparison of Normal Mixing Models,
International Statistical Review,
82
(2014),
no. 3,
411–421.
8.
Fung T, Seneta E
Thomas Fung and Eugene Seneta:
Convergence rate to a lower tail dependence coefficient of a skew-t distribution,
Journal of Multivariate Analysis,
128
(2014),
62–72.
9.
Fung T, Wang JJJ, Seneta E
Thomas Fung, Joanna J J Wang, Eugene Seneta:
Contaminated Variance--Mean mixing model,
Computational Statistics and Data Analysis,
67
(2013),
258–267.
10.
Robertson B, Fung T, Weber NC
Benn Robertson, Thomas Fung and Neville Weber:
An alternative estimator for the shape parameter in the negative binomial distribution,
The Mathematical Scientist,
38
(2013),
34–42.
11.
Fung T
Fung T:
Rate of Decay of the Tail Dependence Coefficient for the Skew t Distribution,
Sri Lankan Journal of Applied Statistics,
12
(2011),
no. Special Issue: International Statistics Conference 2011,
27–40.
12.
Fung T, Seneta E
Thomas Fung and Eugene Seneta:
Rate of decay of the tail dependence coefficient and modelling for bivariate financial returns distributions,
Proceedings of the 58th World Statistics Congress (ISI2011),
The 58th World Statistics Congress,
ISI,
Dublin,
(2011),
13.
Finlay R, Fung T, Seneta E
Richard Finlay, Thomas Fung, Eugene Seneta:
Autocorrelation Functions,
International Statistical Review,
79
(2011),
no. 2,
255–271.
14.
Fung T, Seneta E
Fung, Thomas and Seneta, Eugene:
The bivariate normal copula function is regularly varying,
Statistics and Probability Letters,
81
(2011),
1670–1676.
15.
Fung T, Seneta E
Thomas Fung and Eugene Seneta:
Tail dependence and skew distributions,
Quantitative Finance,
11
(2011),
no. 3,
327–333.
16.
Fung T, Seneta E
Fung,T. ,Seneta,E.:
Modelling and Estimation for Bivariate Financial Returns,
International Statistical Review,
78
(2010),
no. 1,
117–133.
17.
Fung T, Seneta E
Thomas Fung and Eugene Seneta:
Tail dependence for two skew t distributions,
Statistics and Probability Letters,
80
(2010),
784–791.
MR2608817
18.
Fung T, Seneta E
Thomas Fung, Eugene Seneta:
Extending the multivariate generalized t and generalised VG distributions,
Journal of Multivariate Analysis,
101
(2010),
154–164.
MR2557625
19.
Fung T, Seneta E
Thomas Fung, Eugene Seneta:
A characterisation of scale mixtures of the uniform distribution,
Statistics and Probability Letters,
78
(2008),
2883–2888.
MR2474377
20.
Fung T, Seneta E
Thomas Fung, Eugene Seneta:
Tailweight, quantiles and kurtosis: A study of competing distributions,
Operations Research Letters,
35
(2007),
448–454.
MR2333314
21.
Fung T, Robinson J
Thomas Fung, John Robinson:
Continuity corrections for integer-valued saddlepoint approximations,
Statistics and Probability Letters,
76
(2006),
1465–1469.
MR2245566
| Number of matches: 21 |