(with X. Shi) Inference for the normal coefficient of variation: an
approximate marginal likelihood approach. Statistical Papers. To appear.
Publications in refereed journals and books
2023
(with D. Jrasnov, D. Davis, K. Malott, Y. Chen and X. Shi) Fuzzy c-means clustering: A review with applications to breast cancer detection. Entropy, 25 (2023), doi:10.3390/e25071021.
Comparing several gamma means: an improved log-likelihood ratio test. Entropy, 25 (2023), doi:10.3390/e25010111.
2022
(with X. Shi and X.S. Wang) Explicit Gaussian variational approximation for the Poisson lognormal model. Mathematics, 10 (2022), doi:10.3390/math10234542.
2020
(with Q. Ji and M. Rekkas) Inference for the difference of two independent KS Sharpe ratios under lognormal returns. Journal of Probability and Statistics, (2020), doi:10.1155/2020/6751574.
(with J. Pek and O. Wong) Data transformations for linear models. SAGE Research Methods Foundations (eds: P.A. Atkinson, S. Delamont, A. Cernat, J.W. Sakshaug, and R.A. Williams). London: UK: Sage, (2020), doi:10.4135/9781526421036913343.
(with X. Li and W. Lin) Accurate inference for the mean of the Poisson-Exponential distribution. Journal of the Iranian Statistical Society, 19 (2020), 1-19.
2019
(with X. Shi and S. Zheng) Approximations of the cumulative distribution function for infinite weighted sum of random variables. Statistics and Probability Letters, (2019). doi:10.1016/j.spl.2019.108567.
(with L. Jiang) Improved small inference on the ratio of two coefficients of variations of two independent lognormal distributions. Journal of Probability and Statistics, 8 (2019), 1-7. doi:10.1155/2019/7173416.
(with R.D. De Veaux, P.F. Velleman, D.E. Bock and A.M. Vukov) Stats - Data and Models (Third Canadian edition) , Pearson Canada.
2018
(with J. Pek and O. Wong) How to address non-normality: A taxonomy of approaches, reviewed and illustrated. Frontiers in Psychology: Quantitative Psychology and Measurement, (2018), doi:10.3389/fpsyg.2018.02104.
(with C.Y. Wong) Extrudate swell ratio characteristics of CaCO3 added linear low density polyethylene. Polymer Testing, 71 (2018), 262-271,doi:10.1016/j.polymertesting.2018.09.021.
(with X. Shi) Accurate tests for the equality of coefficients of variation. Journal of Statistical Computation and Simulation, 88 (2018), 3529-3542, doi:10.1080/00949655.2018.1524894.
Discussion of Birnbaum-Saunders distribution: a review of models, analysis and applications. Applied Stochastic Models in Business and Industry, (2018), doi:10.1002/asmb.2378.
(with C.Y. Wong and K.M. Auyeng) Effects of mean particle size and addition weight percentage of CaCO3 on selected rheological properties of LDPE blends. International Polymer Processing, 33 (2018), 245-254, doi:10.3139/217.3490.
(with Y. Fu and H. Wang) Adjusted empirical likelihood method in the presence of nuisance parameters with application to the Sharpe ratio. Entropy, 20 (2018), 316-330, doi:10.3390/e20050316.
(with X. Gao, S. Wang and Y. Xu) Composite likelihood model comparison test under fixed and local alternatives. STAT, doi.org/10.1002/sta4.182.
(with L. Jiang) A chi-square approximation for the F distribution. Open Journal of Statistics,8 (2018), 146-158, doi.org/10.4236/ojs.2018.81010.
(with J. Qi and M. Rekkas) Highly accurate inference on the Sharpe ratio for autocorrelated return data. Journal of Statistical and Econometric Methods, 7 (2018), 21-50.
2017
(with S. Zhang) A directional approach for testing homogeneity of inverse Gaussian scale-like parameters. Biostatistics and Biometrics Open Access Journal, 3 (2017), doi.org/10.19080/BBOAJ.2017.03.555608.
(with J. Pek and O. Wong) Data transformations for inference with linear regression: Clarifications and recommendations. Practical Assessment, Research and Evaluation, 22(9), Available online: pareonline.net/getvn.asp?v=22&n=9.
(with J. Pek and O. Wong) Confidence intervals for the mean of non-normal distribution: transform or not to transform. Open Journal of Statistics, 7 (2017), 405-421, doi.org/10.4236/ojs.2017.73029.
(with J.B. Smith) Simulated annealing of constrained statistical functions. Computational Optimization in Engineering - Paradigms and Applications (ed: H. Peyvandi),INTECH (2017), 66-79, dx.doi.org/10.5772/66069.
2016
(with D.A.S. Fraser, M. Bedard, W. Lin and A.M. Fraser) Bayes, reproducibility, and the quest for truth. Statistical Science, 31 (2016),578-590, doi:10.1214-16-STS573.
Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach. Statistical Papers, 57 (2016), 319-327, doi:10.1007/s00362-014-0653-z.
2015
(with R.D. De Veaux, P.F. Velleman, D.E. Bock, and A.M. Vukov) Stats - Data and Models (Second Canadian edition). Pearson Canada.
(with B. Smith, S. Wang and X. Zhou) A penalized likelihood approach to parameter estimation with integral reliability constraints. Entropy, 17 (2015), 4040-4063, doi:10.3390/e17064040.
(with Y. Wu, G. Monette and L. Briollaiis) Evaluation of third-order method for the tests of variance component in linear mixed models. Open Journal of Statistics, 5 (2015), 233-244, doi:10.4236/ojs.2015.54025.
(with L. Jiang) Combining likelihood information from independent investigations. Open Journal of Statistics, 5 (2015), 51-59, doi:10.4236/ojs.2015.51007.
(with P. Nguimken and M. Rekkas) Interval estimation of the stress-strength reliability with independent normal random variables. Communications in Statistics: Theory and Methods, 44 (2015), 1210-1221, doi:10.1080/03610926.2012.762399.
2014
(with P. Nguimkeu and M. Rekkas) Interval estimation for the stress-strength reliability with bivariate normal variables. Open Journal of Statistics, 4 (2014), 630-640, doi:10.4236/ojs.2014.48059.
(with B. Smith and X. Zhou) Higher order inference for stress-strength reliability with independent Burr Type X distributions. Journal of Statistical Computation and Simulation, (2014) doi:10.1080/00949655.2014.951359.
(with H. Massam and Y. Wu) An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models. Canadian Journal of Statistics, 42 (2014), 61-77.
(with L. Jiang and M. Rekkas) Comparing means of two log-normal distributions: a likelihood approach. Journal of Statistical and Econometric Methods, 3 (2014), 137-152.
(with G. Jiang and J. Wu) Confidence intervals of effect size for randomized comparative parallel-group studies with unequal variances. Communications in Statistics: Simulation and Computation, 43 (2014), 1662-1674.
2013
(with Y. Fu and H. Wang) Small sample inference for the correlation in bivariate normal with known variances. Far East Journal of Theoretical Statistics, 45 (2013), 147-164.
(with Y. Fu and H. Wang) Inference for the normal mean with known coefficient of variation. Open Journal of Statistics, 3-6A (2013), 45-51.
A note on approximating the p-values of the k-sample modified Baumgartener statistic. Statistics Research Letters, 2 (2013), 96-99.
A note on Bayesian and frequentist parametric inference for a scalar parameter of interest. Statistics and Probability Letters, 83 (2013), 414-421.
(with F. Chang and M. Rekkas) Improved likelihood-based inference for the MA(1) model. Journal of Statistical Planning and Inference, 143 (2013), 209-219.
2012
(with Y. Liu and M. Rekkas) Inference for the Sharpe Ratio using a likelihood-based approach. Journal of Probability and Statistics, (2012) doi:10.1155/2012/878561.
(with X. Wang and Q.H. Wen) Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra. Journal of Time Series Analysis, 33 (2012), 255-268.
(with F. Chang and Y. Wu) Asymptotic inference for the weak stationary double AR(1) model. Open Journal of Statistics, 2 (2012), 141-152.
(with L. Jiang) Interval estimations of the two-parameter exponential distribution. Journal of Probability and Statistics, (2012), doi: 10.1155/2012/734575.
(with L. Jiang) On standardization the signed root log likelihood ratio statistic. Statistics and Probability Letters, 82 (2012), 833-839.
Interval estimation of P(Y < X) for generalized Pareto distribution. Journal of Statistical Planning and Inference, 142 (2012), 601-607.
(with F. Chang and L. Tao) Improved likelihood inference on testing the difference of noncentrality parameters of two independent noncentral t distributions with identical degrees of freedom. Communications in Statistics: Simulation and Computation, 41 (2012), 342-354.
2011
(with Y. She and X. Zhou) Revisit the two sample t-test with a known ratio of variances. Open Journal of Statistics, 1 (2011), 151-156.
(with X. Wang and Q.H. Wen) A hybrid-domain approach for modelling climate data time series. Journal of Geophysical Research, 116 (2011), D18112, doi:10.1029/2011JD015850.
(with R.D. De Veaux, P.F. Velleman, D.E. Bock, and A.M. Vukov) Stats - Data and Models (Canadian edition). Pearson Canada.
2010
A note on confidence interval for the power of the one sample t test. Journal of Probability and Statistics, (2010), doi:10.1155/2010/139856.
(with F. Chang) Improved likelihood-based inference for the stationary AR(2) model. Journal of Statistical Planning and Inference, 140 (2010), 2099-2110.
2009
(with A.C.Y. Wong and Y. Lam) Quantification of dynamic mixing performance of single screws of different configurations by visualization and image analysis. Advances in Polymer Technology, 28 (2009), 1-15.
(with D.A.S. Fraser and Y. Sun) Three enigma examples and inference from likelihood. Canadian Journal of Statistics, 37 (2009), 161-181.
(with Y. Wu) A note on interval estimation of P(X < Y) using lower record values from the generalized exponential distribution. Computational Statistics and Data Analysis, 53 (2009), 3650-3658.
(with F. Chang) A simple and accurate approximation to the cumulative distribution function of the noncentral t distribution. Communications in Statistics - Simulation and Computation, 38 (2009), 1104-1114.
2008
(with Y. Wu) Likelihood analysis for the difference in means of two independent normal distributions with one variance unknown. Journal of Statistical Research, 42 (2008), 17-35.
(with M. Rekkas) Implementing likelihood-based inference for fat-tailed distributions. Finance Research Letters, 5 (2008), 32-46.
Approximating the F distribution via a general version of the modified signed log-likelihood ratio statistics. Computational Statistics and Data Analysis, 52 (2008), 3902-3912.
(with M. Rekkas and Y. Sun) Improved inference for first order autocorrelation using likelihood analysis. Journal of Time Series Analysis, 28 (2008), 513-532.
(with L. Jiang) A note on inference for P(X < Y) for right truncated exponentially distributed data. Statistical Papers, 49 (2008), 637-651.
(with M. Rekkas, Y. She, and Y. Sun) An interesting application of a likelihood-based asymptotic methods. Journal of Applied Probability and Statistics, 3 (2008), 275-285.
2007
(with Y. Sun) Interval estimation for the normal correlation coefficient. Statistics and Probability Letters, 77 (2007), 1652-1661.
(with M. Xie and Z. Yang) A unified confidence interval for reliability related Weibull quantities. Journal of Statistical Computation and Simulation, 77 (2007), 356-378.
(with M. Bedard and D.A.S. Fraser) Higher accuracy for Bayesian and frequentist inference: large sample theory for small sample likelihood. Statistical Science, 22 (2007), 301-321.
2006
(with W. Wei and J. Wu) Interval estimation of the mean response in a log-regression model. Statistics in Medicine, 25 (2006), 2125-2135.
(with J. Wu and Y. Sun) Interval estimation of exponentiated exponential distribution. Far East Journal of Theoretical Statistics, 19 (2006), 141-161.
2005
(with D.F. Andrews and D.A.S. Fraser) Computation of distribution functions from likelihood information near observed data. Journal of Statistical Planning and Inference, 134 (2005), 180-193.
(with M. Rekkas) Third-order inference for the Weibull distribution. Computational Statistics and Data Analysis, 49 (2005), 499-525.
(with D.A.S. Fraser and M. Rekkas) Highly accurate likelihood analysis for the seemingly unrelated regression problem. Journal of Econometrics, 127 (2005), 17-33.
(with J. Wu and K.W. Ng) Likelihood-based confidence interval for the ratio of scale parameters of two independent Weibull distributions. Journal of Statistical Planning and Inference, 135 (2005), 487-487.
(with J. Xion and D. Salopek) Saddlepoint approximations to options price in a general model. Statistics and Probability Letters, 71 (2005), 361-369.
(with J. Wu) Letter to the editor on "Small sample asymptotics for Type I censored data". Biometrical Journal, 5 (2005), 763.
2004
(with X. Sun and J. Wu) A note on likelihood based inference for the ratio of gamma means. Journal of Statistical Computation and Simulation, 74 (2004), 171-181.
(with D.A.S. Fraser and J. Wu) Simple accurate unique: the methods of modern likelihood theory. Pakistan Journal of Statistics, 20 (2004), 173-192.
(with D.A.S. Fraser and N. Reid) Inference for bounded parameters. Physics Review D, 69 (2004), 033002.
(with J. Wu) Improved interval estimation for the two-parameter Birnbaum-Saunders distribution. Computational Statistics and Data Analysis, 47 (2004), 809-821.
(with D.A.S. Fraser and N. Reid) What a model say about theta. International Journal of Statistical Sciences, (2004), 163-177.
2003
(with G. Jiang and J. Wu) Likelihood-based confidence interval for the log-normal mean. Statistics in Medicine, (2003), 1849-1860.
(with J. Wu) A note on determining the p-value of the Bartlett's test of homogeneity of variances. Communications in Statistics: Theory and Methods, (2003), 91-101.
(with D.A.S. Fraser, N.Reid and G.Y. Yi) Direct Bayes to interest parameters. Valencia 7 (eds. J.M. Bernardo, M.J. Bayarri, J.O. Berger, A.P. Dawid, D. Heckerman, A.F.M. Smith and M. West) , (2003), 529-533.
(with D.A.S. Fraser, N. Reid and R. Li) p-value formulas from likelihood asymptotics: bridging the singularities. Journal of Statistical Research, (2003), 1-15.
2002
(with J. Wu) Small sample asymptotics inference for the normal coefficient of variation. Journal of Statistical Planning and Inference, 104 (2002), 73-82.
(with G. Jiang, X. sun and J. Wu) Likelihood analysis for the ratio of means of two independent log-normal distributions. Biometrics, (2002), 463-469.
The distinguished lecture series in statistical science by D.A.S. Fraser. Newsletter of the Fields Institute, (June 2002), 6.
(with D.A.S. Fraser) Algebraic extraction of the canonical asymptotic model: scalar case. Journal of Statistical Studies, (2002), 29-49.
2001
(with J. Wu) Approximate inference for the factor loading of a simple factor analysis model. Scandinavian Journal of Statistics, (2001), 407-414.
2000
(with J. Wu) Practical use of small sample asymptotics for distributions used in life-data analysis. Technometrics, (2000), 149-155.
Discussion of "On the probability of observing misleading statistical evidence". Journal of the American Statistical Association, (2000), 773.
(with A. Feuerverger) Computation of values at risk for nonlinear portfolios. Journal of Risk, (2000), 37-56.
1999
(with A. Feuerverger and J. Robinson ) On the relative accuracy of certain bootstrap procedures. Canadian Journal of Statistics, (1999), 225-236.
(with D.A.S. Fraser and J. Wu) Regression analysis, normal and nonnormal: accurate p-values from likelihood analysis. Journal of the American Statistical Association, (1999), 1286-1295.
1998
Approximate studentization for Pareto distribution with application to censored data. Statistical Papers, (1998), 189-201.
(with D.A.S. Fraser and J. Wu) An approximation for the noncentral chi-squared distribution. Communications in Statistics: Simulation and Computation, (1998), 275-287.
(with J. Wu) Comparisons of approximate tail probabilities for the shape parameter of the gamma distributions. Computational Statistics and Data Analysis, (1998), 333-344.
1997
(with D.A.S. Fraser and N. Reid ) Simple and accurate inference for the mean parameter of the gamma model. Canadian Journal of Statistics, (1997), 91-99.
(with D.A.S. Fraser) On accuracy of approximate Studentization. Statistical Papers, (1997), 351-356.
1996
(with J. Qin) Empirical likelihood in a semiparametric model. Scandinavian Journal of Statistics, (1996), 209-219.
(with F. Abebe and D.A.S. Fraser) Nonlinear regression: a third order significance. Utilitas Mathematica, (1996), 3-19.
1995
On approximate inference for the two parameter gamma model. Statistical Papers, (1995), 49-59.
An averaging approach to prediction. Statistical Papers, (1995), 253-264.
A simple and accurate inference procedure for the difference of failure intensities from two exponential distributions. Communications in Statistics: Simulation and Computation, (1995), 2865-2879.
1994
(with D.A.S. Fraser, G. Monette and K.W. Ng) Higher order approximations with generalized linear models Multivariate Analysis and Its Applications (eds. T.W. Anderson, K.T. Fand and I. Olkin) , IMS Lecture Notes - Monograph Series 24, (1994), 253-262.
1993
A note on inference for the mean parameter of the gamma distribution. Statistics and Probability Letters, (1993), 61-66.
Numerical conversion of likelihood to significance. Computational Statistics and Data Analysis, (1993), 337-348.
(with D.A.S. Fraser) Approximate studentization with marginal and conditional inference. Canadian Journal of Statistics, (1993), 313-320.
1992
Inferences on the shape parameter of a gamma distribution: a conditional approach. Technometrics, (1992), 351-354.
Converting observed likelihood to levels of significance for transformation models. Communications in Statistics: Theory and Methods, (1992), 2809-2823.
Discussion of "Practical use of higher order asymptotics for multiparameter exponential families". Journal of the Royal Statistical Society B, (1992), 733.
Proposed solution for Problem 458. College Mathematics Journal, (1992), 344-345.
1991
(with D.A.S. Fraser and N. Reid) Exponential linear model: a two-pass procedure for saddlepoint approximation. Journal of the Royal Statistical Society B, (1991), 483-492.
From observed likelihood to tail probabilities: an application to engineering statistics. Proceedings of the 23rd Symposium on the Interface, (1991), 141-147.
1988
(with G. O'Brien) An inequality for random replacement sampling plans. Canadian Journal of Statistics, (1988), 383-391.
Book Chapters
(with J.B. Smith) Simulated annealing of constrained statistical functions. Computational Optimization in Engineering - Paradigms and Applications (ed: H. Peyvandi),INTECH (2017), 66-79, dx.doi.org/10.5772/66069.
(with D.A.S. Fraser, N.Reid and G.Y. Yi) Direct Bayes to interest parameters. Valencia 7 (eds. J.M. Bernardo, M.J. Bayarri, J.O. Berger, A.P. Dawid, D. Heckerman, A.F.M. Smith and M. West) , (2003), 529-533.
(with D.A.S. Fraser, G. Monette and K.W. Ng) Higher order approximations with generalized linear models Multivariate Analysis and Its Applications (eds. T.W. Anderson, K.T. Fand and I. Olkin) , IMS Lecture Notes - Monograph Series 24, (1994), 253-262.
Books
(with R.D. De Veaux, P.F. Velleman, D.E. Bock and A.M. Vukov) Stats - Data and Models (Third Canadian edition) ,
Pearson Canada (2019).
(with R.D. De Veaux, P.F. Velleman, D.E. Bock and A.M. Vukov) Stats - Data and Models (Second Canadian edition) ,
Pearson Canada (2015).
(with R.D. De Veaux, P.F. Velleman, D.E. Bock and A.M. Vukov) Stats - Data and Models (Canadian edition) ,
Pearson Canada (2012).
Technical Reports
Algebraic extraction of the canonical asymptotic model: scalar case. Technical Report, Department of Mathematics and Statistics, York University (April 2000).
(with A. Feuerverger, and J. Robinson) On the second order relative accuracy of certain bootstrap and saddlepoint approximation procedures. Technical Report No. 9801, Department of Statistics, University of Toronto (January 1998).
(with N. Reid) "Analysis of Survival Data" by D.R. Cox and D. Oakes: Solutions to selected exercises. Technical Report No. 9004, Department of Statistics, University of Toronto (March 1990).
