Find Research outputs

2019

Double robustness without weighting

Lee, M. J. & Lee, S., Mar 2019, In: Statistics and Probability Letters. 146, p. 175-180 6 p.

Research output: Journal Publication › Article › peer-review

3 Citations (Scopus)

ELSA: Entropy-based local indicator of spatial association

Naimi, B., Hamm, N. A. S., Groen, T. A., Skidmore, A. K., Toxopeus, A. G. & Alibakhshi, S., Mar 2019, In: Spatial Statistics. 29, p. 66-88 23 p.

Research output: Journal Publication › Article › peer-review

Open Access

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35 Citations (Scopus)

438 Downloads (Pure)

ISSUES USING LOGISTIC REGRESSION WITH CLASS IMBALANCE, WITH A CASE STUDY FROM CREDIT RISK MODELLING

Li, Y., Bellotti, T. & Adams, N., Dec 2019, In: Foundations of Data Science. 1, 4, p. 389-417 29 p.

Research output: Journal Publication › Article › peer-review

11 Citations (Scopus)

Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models

Dirick, L., Bellotti, T., Claeskens, G. & Baesens, B., 2 Jan 2019, In: Journal of Business and Economic Statistics. 37, 1, p. 40-53 14 p.

Research output: Journal Publication › Article › peer-review

Open Access

29 Citations (Scopus)

Origin of spurious oscillations in lattice Boltzmann simulations of oscillatory noncontinuum gas flows

Shi, Y., Ladiges, D. R. & Sader, J. E., 25 Nov 2019, In: Physical Review E. 100, 5, 053317.

Research output: Journal Publication › Article › peer-review

7 Citations (Scopus)

Practical causal analysis for the treatment timing effect on doubly censored duration: effect of fertility on work span

Angelov, N., Johansson, P. & Lee, M. J., 1 Oct 2019, In: Journal of the Royal Statistical Society. Series A: Statistics in Society. 182, 4, p. 1561-1585 25 p.

Research output: Journal Publication › Article › peer-review

2 Citations (Scopus)

Preface to the papers on ‘Credit risk modelling’

Crook, J., Bellotti, T., Mues, C. & Fuertes, A. M., 1 Oct 2019, In: Journal of the Royal Statistical Society. Series A: Statistics in Society. 182, 4, p. 1139-1142 4 p.

Research output: Journal Publication › Article › peer-review

Open Access

Separate-phase model and its lattice Boltzmann algorithm for liquid-vapor two-phase flows in porous media

Lei, S. & Shi, Y., 2 May 2019, In: Physical Review E. 99, 5, 053302.

Research output: Journal Publication › Article › peer-review

4 Citations (Scopus)

2018

A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank

Chua, C. L. & Tsiaplias, S., 3 Apr 2018, In: Journal of Business and Economic Statistics. 36, 2, p. 267-277 11 p.

Research output: Journal Publication › Article › peer-review

Open Access

6 Citations (Scopus)

A fast community detection method in bipartite networks by distance dynamics

Sun, H. L., Ch'ng, E., Yong, X., Garibaldi, J. M., See, S. & Chen, D. B., 15 Apr 2018, In: Physica A: Statistical Mechanics and its Applications. 496, p. 108-120 13 p.

Research output: Journal Publication › Article › peer-review

Open Access

31 Citations (Scopus)

Application of Bayesian belief networks and fuzzy cognitive maps in intrusion analysis

Wee, Y. Y., Cheah, W. P., Ooi, S. Y., Tan, S. C. & Wee, K., 2018, In: Journal of Intelligent and Fuzzy Systems. 35, 1, p. 111-122 12 p.

Research output: Journal Publication › Article › peer-review

3 Citations (Scopus)

Electrochemical Mechanism and Structure Simulation of 2D Lithium-Ion Battery

Dai, M., Huo, C., Zhang, Q., Khan, K., Zhang, X. & Shen, C., 1 Oct 2018, In: Advanced Theory and Simulations. 1, 10, 1800023.

Research output: Journal Publication › Article › peer-review

24 Citations (Scopus)

Simple least squares estimator for treatment effects using propensity score residuals

Lee, M. J., 1 Mar 2018, In: Biometrika. 105, 1, p. 149-164 16 p.

Research output: Journal Publication › Article › peer-review

23 Citations (Scopus)

2017

Control Function Approach for Partly Ordered Endogenous Treatments: Military Rank Premium in Wage

Ju, Y. M. & Lee, M. J., Dec 2017, In: Oxford Bulletin of Economics and Statistics. 79, 6, p. 1176-1194 19 p.

Research output: Journal Publication › Article › peer-review

2 Citations (Scopus)

Extensive and intensive margin effects in sample selection models: racial effects on wages

Lee, M. J., Jun 2017, In: Journal of the Royal Statistical Society. Series A: Statistics in Society. 180, 3, p. 817-839 23 p.

Research output: Journal Publication › Article › peer-review

8 Citations (Scopus)

Regression discontinuity: review with extensions

Choi, J. Y. & Lee, M. J., 1 Dec 2017, In: Statistical Papers. 58, 4, p. 1217-1246 30 p.

Research output: Journal Publication › Article › peer-review

23 Citations (Scopus)

Regression Discontinuity with Errors in the Running Variable: Effect on Truthful Margin

Lee, M. J., 2017, In: Journal of Econometric Methods. 6, 1, 20150017.

Research output: Journal Publication › Article › peer-review

5 Citations (Scopus)

Retraction: The "other face" of research collaboration

Tang, L., Hu, G., Sui, Y. & Cao, C., 2017, p. 632-649. 18 p.

Research output: Contribution to conference › Paper › peer-review

Rough path properties for local time of symmetric α stable process

Wang, Q. & Zhao, H., Nov 2017, In: Stochastic Processes and their Applications. 127, 11, p. 3596-3642 47 p.

Research output: Journal Publication › Article › peer-review

Open Access

File

50 Downloads (Pure)

Some comparison results for finite-time ruin probabilities in the classical risk model

Lefèvre, C., Trufin, J. & Zuyderhoff, P., Nov 2017, In: Insurance: Mathematics and Economics. 77, p. 143-149 7 p.

Research output: Journal Publication › Article › peer-review

5 Citations (Scopus)

Stabilization technique applied to curve shortening flow in the plane

Mikayelyan, H., Jul 2017, In: Journal of Mathematical Sciences. 224, 3, p. 442-447 6 p.

Research output: Journal Publication › Article › peer-review

1 Citation (Scopus)

2016

Calculation of high-order virial coefficients for the square-well potential

Do, H., Feng, C., Schultz, A. J., Kofke, D. A. & Wheatley, R. J., 5 Jul 2016, In: Physical Review E. 94, 1, 013301.

Research output: Journal Publication › Article › peer-review

Open Access

9 Citations (Scopus)

Consumer choice of theatrical productions: a combined revealed preference–stated preference approach

Grisolía, J. M. & Willis, K. G., 1 May 2016, In: Empirical Economics. 50, 3, p. 933-957 25 p.

Research output: Journal Publication › Article › peer-review

17 Citations (Scopus)

Nonseparable dynamic nearest neighbor Gaussian process models for large spatio-temporal data with an application to particulate matter analysis

Datta, A., Banerjee, S., Finley, A. O., Hamm, N. A. S. & Schaap, M., Sept 2016, In: Annals of Applied Statistics. 10, 3, p. 1286-1316 31 p.

Research output: Journal Publication › Article › peer-review

Open Access

84 Citations (Scopus)

Patterns formations in a diffusive ratio-dependent predator-prey model of interacting populations

Camara, B. I., Haque, M. & Mokrani, H., 1 Nov 2016, In: Physica A: Statistical Mechanics and its Applications. 461, p. 374-383 10 p.

Research output: Journal Publication › Article › peer-review

Open Access

19 Citations (Scopus)

Regression-Kink Approach for Wage Effect on Male Work Hours

Kim, Y. S. & Lee, M. J., 1 Jun 2016, In: Oxford Bulletin of Economics and Statistics. 78, 3, p. 424-442 19 p.

Research output: Journal Publication › Article › peer-review

4 Citations (Scopus)

2015

Linearized lattice Boltzmann method for micro- and nanoscale flow and heat transfer

Shi, Y., Yap, Y. W. & Sader, J. E., 21 Jul 2015, In: Physical Review E. 92, 1, 013307.

Research output: Journal Publication › Article › peer-review

17 Citations (Scopus)

Response to the comment on testing for spurious and cointegrated regressions: a wavelet approach

Leong, C. K., 3 Aug 2015, In: Journal of Applied Statistics. 42, 8, p. 1770-1772 3 p.

Research output: Journal Publication › Comment/debate

Trimmed and winsorized semiparametric estimator for left-truncated and right-censored regression models

Lee, M. J. & Karlsson, M., 1 May 2015, In: Metrika. 78, 4, p. 485-495 11 p.

Research output: Journal Publication › Article › peer-review

3 Citations (Scopus)

2014

Erratum: Lattice Boltzmann method for linear oscillatory noncontinuum flows (Phys. Rev. e (2014) 89 (033305))

Shi, Y., Yap, Y. W. & Sader, J. E., 2 Sept 2014, In: Physical Review E. 90, 3, 039901.

Research output: Journal Publication › Comment/debate

Open Access

Lattice Boltzmann method for linear oscillatory noncontinuum flows

Shi, Y., Yap, Y. W. & Sader, J. E., 12 Mar 2014, In: Physical Review E. 89, 3, 033305.

Research output: Journal Publication › Article › peer-review

12 Citations (Scopus)

Monotonicity of the principal eigenvalue related to a non-isotropic vibrating string

Emamizadeh, B. & Farjudian, A., 15 Aug 2014, In: Nonautonomous Dynamical Systems. 1, 1, p. 123-136 14 p.

Research output: Journal Publication › Article › peer-review

Open Access

File

1 Citation (Scopus)

58 Downloads (Pure)

2013

Comparing functional responses in predator-infected eco-epidemics models

Haque, M., Rahman, M. S. & Venturino, E., Nov 2013, In: BioSystems. 114, 2, p. 98-117 20 p.

Research output: Journal Publication › Article › peer-review

Open Access

24 Citations (Scopus)

Study of a tri-trophic prey-dependent food chain model of interacting populations

Haque, M., Ali, N. & Chakravarty, S., Nov 2013, In: Mathematical Biosciences. 246, 1, p. 55-71 17 p.

Research output: Journal Publication › Article › peer-review

37 Citations (Scopus)

2012

A Dynamic Game of Reputation and Economic Performances in Nondemocratic Regimes

Leong, C. K., Dec 2012, In: Dynamic Games and Applications. 2, 4, p. 385-400 16 p.

Research output: Journal Publication › Article › peer-review

1 Citation (Scopus)

Bounding endogenous regressor coefficients using moment inequalities and generalized instruments

Choi, J. Y. & Lee, M. J., May 2012, In: Statistica Neerlandica. 66, 2, p. 161-182 22 p.

Research output: Journal Publication › Article › peer-review

3 Citations (Scopus)

Existence of complex patterns in the Beddington-DeAngelis predator-prey model

Haque, M., Oct 2012, In: Mathematical Biosciences. 239, 2, p. 179-190 12 p.

Research output: Journal Publication › Article › peer-review

46 Citations (Scopus)

Finding dynamic treatment effects under anticipation: The effects of spanking on behaviour

Lee, M. J. & Huang, F., Apr 2012, In: Journal of the Royal Statistical Society. Series A: Statistics in Society. 175, 2, p. 535-567 33 p.

Research output: Journal Publication › Article › peer-review

Open Access

3 Citations (Scopus)

2011

A Bayesian Simulation Approach To Inference On A Multi-State Latent Factor Intensity Model

Chua, C. L., Lim, G. C. & Smith, P., Jun 2011, In: Australian and New Zealand Journal of Statistics. 53, 2, p. 179-195 17 p.

Research output: Journal Publication › Article › peer-review

Open Access

Accuracy of the lattice Boltzmann method for low-speed noncontinuum flows

Shi, Y., Brookes, P. L., Yap, Y. W. & Sader, J. E., 22 Apr 2011, In: Physical Review E. 83, 4, 045701.

Research output: Journal Publication › Article › peer-review

33 Citations (Scopus)

A detailed study of the Beddington-DeAngelis predator-prey model

Haque, M., Nov 2011, In: Mathematical Biosciences. 234, 1, p. 1-16 16 p.

Research output: Journal Publication › Article › peer-review

115 Citations (Scopus)

Effect of delay in a Lotka-Volterra type predator-prey model with a transmissible disease in the predator species

Haque, M., Sarwardi, S., Preston, S. & Venturino, E., Nov 2011, In: Mathematical Biosciences. 234, 1, p. 47-57 11 p.

Research output: Journal Publication › Article › peer-review

57 Citations (Scopus)

On "optimal pension management in a stochastic framework" with exponential utility

Ma, Q. P., Jul 2011, In: Insurance: Mathematics and Economics. 49, 1, p. 61-69 9 p.

Research output: Journal Publication › Article › peer-review

20 Citations (Scopus)

2010

Lattice Boltzmann method for oscillatory Stokes flow with applications to micro- and nanodevices

Shi, Y. & Sader, J. E., 22 Mar 2010, In: Physical Review E. 81, 3, 036706.

Research output: Journal Publication › Article › peer-review

28 Citations (Scopus)

Measuring the usage effects of tying a messenger to Windows: A treatment effect approach

Lee, M. J., Jan 2010, In: Journal of the Royal Statistical Society. Series A: Statistics in Society. 173, 1, p. 237-253 17 p.

Research output: Journal Publication › Article › peer-review

Open Access

1 Citation (Scopus)

Shock formation in the periodic exclusion process with asymmetric coupling

Jiang, R., Hu, M. B., Nishinari, K., Wang, R. & Wu, Q. S., Jul 2010, In: Journal of Statistical Mechanics: Theory and Experiment. 2010, 7, P07003.

Research output: Journal Publication › Article › peer-review

2 Citations (Scopus)

Testing for spurious and cointegrated regressions: A wavelet approach

Leong, C. K. & Huang, W., Feb 2010, In: Journal of Applied Statistics. 37, 2, p. 215-233 19 p.

Research output: Journal Publication › Article › peer-review

5 Citations (Scopus)

Time varying and dynamic models for default risk in consumer loans

Crook, J. & Bellotti, T., Apr 2010, In: Journal of the Royal Statistical Society. Series A: Statistics in Society. 173, 2, p. 283-305 23 p.

Research output: Journal Publication › Article › peer-review

Open Access

49 Citations (Scopus)

Totally asymmetric exclusion processes on two intersected lattices with open and periodic boundaries

Du, H. F., Yuan, Y. M., Hu, M. B., Wang, R., Jiang, R. & Wu, Q. S., 2010, In: Journal of Statistical Mechanics: Theory and Experiment. 2010, 3, P03014.

Research output: Journal Publication › Article › peer-review

15 Citations (Scopus)

2009

Asymmetric exclusion processes on m-input n-output junctions with parallel update

Liu, M. & Wang, R., 1 Oct 2009, In: Physica A: Statistical Mechanics and its Applications. 388, 19, p. 4068-4074 7 p.

Research output: Journal Publication › Article › peer-review

23 Citations (Scopus)

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