..........Journal Articles..........
- Q.V. Nong and C.T. Ng(2021), Clustering of subsample means based on pairwise L1 regularized empirical likelihood, Annals of the Institute of Statistical Mathematics, 73, 135-174.
- C.T. Ng, W. Lee, and Y. Lee (2020), In defense of LASSO, Communications in Statistics - Theory and Methods.
- C.T. Ng, Y. Shi, and N.H. Chan (2020), Markowitz portfolio and the blur of history, International Journal of Theoretical and Applied Finance, 23, (5), 2050030.
- J.Park, C.T. Ng, and M.H. Na (2020), Empirical likelihood method for longitudinal data generated from unequally-spaced Lèvy processes, Journal of Korean Statistical Society, 49, (3), 1008-1025.
- K.Zhang, C.T. Ng, Y.M. Kwon, and M.H. Na (2020+), New concepts of principal component analysis based on maximum separation of clusters, Communications in Statistics - Simulation and Computation.
- K. Zhang, C.T. Ng, and M.H. Na (2020) Real time prediction of irregular periodic time series data, Journal of Forecasting, 39, 501–511.
- S. Jeong, J. Ko, M. Kang, J. Yeom, C.T. Ng, S. Lee, Y. Lee, and H. Kim (2020) Geographical variations in gross primary production and evapotranspiration of paddy rice in the Korean Peninsula, Science of the Total Environment, 714, 136632 1–23
- V.C. Nguyen and C.T. Ng (2020). Variable selection under multi-collinearity using modified log penalty, to appear in Journal of Applied Statistics. 47, 201–230
- C.T. Ng, W. Lee, and Y. Lee (2020) Logical and Test Consistency in Pairwise Multiple Comparisons, Journal of Statistical Planning and Inference, 206, 145–162
- K. Zhang and C.T. Ng (2020). Adaptive LASSO regression against heteroscedastic idiosyncratic factors in the covariates , Statistics and Its Interface, 13, 65–75
- V.C. Nguyen, S. Jeong, J. Ko, C.T. Ng, and J. Yeom (2019). Mathematical Integration of Remotely-Sensed Information into a Crop Modelling Process for Mapping Crop Productivity, Remote Sensing, 11, 2131, 1-17.
- V.C. Nguyen and C.T. Ng (2019). Removing the singularity of a penalty via thresholding function matching, Journal of Korean Statistical Society, 48, 613–635
- Y. Shi, C.T. Ng, Z. Feng, C.K.F. Yiu (2019). A descent algorithm for constrained LAD Lasso estimation with applications in portfolio selection, Journal of Applied Statistics, 46, 1988–2009
- Q.V. Nong, C.T. Ng, W. Lee, and Y. Lee (2019). Hypothesis Testing via a penalized-likelihood approach, Journal of Korean Statistical Society, 48, 265–277
- C.T. Ng, J. Ko, J. Yeom, S. Jeong, G. Jeong (2019). Delineation of rice productivity projected via integration of a crop model with geostationary satellite imagery in North Korea, Korean Journal of Remote Sensing, 35, 57–81
- J. Ko, C.T. Ng, S. Jeong, J. Kim, B. Lee, and H. Kim (2019). Impacts of regional climate change on barley yield and its geographical variation in South Korea, International Agrophysics, 33, 91–96.
- J. Yeom, S. Jeong, G. Jeong, C.T. Ng, R.C. Deo, and J. Ko (2018). Monitoring paddy productivity in North Korea employing geostationary satellite images integrated with GRAMI-rice model, Scientific Reports, 8, 16121-1–16121-15
- Y. Shi, C.T. Ng, and C.K.F. Yiu (2018). Portfolio selection based on asymmetric Laplace distribution, coherent risk measure, and expectation-maximization estimation, Quantitative Finance and Economics, 2, 776–797.
- K. Zhang, C.T. Ng, and M. Na (2018). Computational explosion in the frequency estimation of sinusoidal data, Communications for Statistical Applications and Methods, 25, 431–442.
- M. Noh, Y. Ok, M. Na, and C.T. Ng (2018). Analysis of degradation data using double hierarchical generalized linear model, Journal of the Korean Data and Information Science Society, 29, 217–228.
- J. Choi, J. Ko, C.T. Ng, S. Jeong, J. Tenhunen, W. Xue, and J. Cho (2018). Quantification of CO2 fluxes in paddy rice based on the characterization and simulation of CO2 assimilation approaches, Agricultural and Forest Meteorology. 249, 348–366
- C.T. Ng, W. Lee, and Y. Lee (2018). Change-point Estimators with True Identification Property, Bernoulli. 24(1), 616–660
- C.T. Ng, C. Li, and X. Fan (2017). A fast algorithm for reconstructing multiple sequence alignment and phylogeny simultaneously, Current Bioinformatics. 12, 329–348
- C.T. Ng and C.Y. Yau (2017). Information criterion of seriously over-fitting change-point models, Statistics and Its Interface, 10, 343–353
- Y. Choi, C.T. Ng, and J. Lim (2017). Regularized LRT for Large Scale Covariance Matrices: One Sample Problem, Journal of Statistical Planning and Inference, 180, 108–123
- C.T. Ng, S. Oh, and Y. Lee (2016). Going beyond oracle property: Selection consistency and uniqueness of local solution of the generalized linear model, Statistical Methodology, 32, 147–160
- C.T. Ng and H. Joe (2016). Comparison of non-nested models under a general measure of distance, Journal of Statistical Planning and Inference, 170, 166–185
- Y. Liu, N.H. Chan, C.T. Ng, and P.S. Wong (2016). Shrinkage estimation of mean-variance portfolio, International Journal of Theoretical and Applied Finance, 19, 1650003-1–1650003-25
- C.T. Ng and N.H. Chan (2015). Stochastic integral convergence: A white noise calculus approach, Electronic Journal of Statistics, 9, 2035–2057
- C.T. Ng, C.Y. Yau, and N.H. Chan (2015). Likelihood inferences for high-dimensional factor analysis of time series with applications in finance, Journal of Computational and Graphical Statistics, 24, 866-884
- W. Son, C.T. Ng, and J. Lim (2015). A new integral representation of the coverage probability of a random convex hull, Communications for Statistical Applications and Methods, 22, 69–80.
- C.T. Ng and C.W. Yu (2014). Modified SCAD penalty for constrained variable selection problems, Statistical Methodology, 21, 109–134.
- C.T. Ng, J. Lim, K. Lee, D. Yu, and S. Choi (2014). A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square. Computational Statistics, 29, 1187–1205.
- C.T. Ng and H. Joe (2014). Model Comparison with Composite Likelihood Information Criteria. Bernoulli, 20, 1738–1764.
- N.H. Chan and C.T. Ng (2011). A note on asymptotic inference for FIGARCH(p,d,q) models, Statistics and its Inference, 4, 227–233.
- S. Lee and C.T. Ng (2011). Normality test for multivariate conditional heteroskedastic dynamic regression models, Economics Letters, 111 (1), 75–77.
- C.T. Ng., H. Joe, D. Karlis, and J. Liu (2011). Composite likelihood for time series models with a latent autoregressive process, Statistica Sinica, 21, 279–305.
- C.T., Ng, J. Lim, and H. Kyu (2011). Testing stochastic orders in tails of contingency tables, Journal of Applied Statistics, 38 (6), 1133–1149.
- H. Joe and C.T. Ng. (2010). Generating random AR(p) and MA(q) Toeplitz correlation matrices. Journal of Multivariate Analysis, 101 (6), 1532–1545.
- S. Lee and C.T. Ng. (2010). Trimmed portmanteau test for linear process with infinite variance. Journal of Multivariate Analysis, 101 (4), 984–998.
- N.H. Chan and C.T. Ng. (2009). Asymptotic inference for non-stationary GARCH(p,q) models. Electronic Journal of Statistics, 3, 956–992.
- N.H. Chan and C.T. Ng (2009). Stochastic integrals driven by fractional Brownian motion and arbitrage, A Tale of Two Integrals. Quantitative Finance, 519–525.
- N.H. Chan and C.T. Ng (2006). Fractional constant elasticity of variance model. Time Series and Related Topics, 149–164.
..........Conference Papers..........
- C.T. Ng and M.H. Na (2015). A note on the fast maximum likelihood estimation algorithm of factor analysis. ISSAT 2015 Proceedings, Vietnam, 62–63 M.H. Na,
- C.T. Ng, H.C. Song, and E.H. Hong (2015). Reliability analysis of tires using field data. ISSAT 2015 Proceedings, Vietnam, 74–78
- C.T. Ng (2015). High dimensional factor analysis of time series. ITISE 2015 Proceedings, Spain, 733–741 J. Ko and
- C.T. Ng (2015). Effective linking of crop modeling and remote sensing. ITISE 2015 Proceedings, Spain, 481–492
- H. Joe, J. Qu, C.T. Ng and Y. Lee. (2008). Composite likelihood approach to stochastic volatility models. IASC 2008 Proceedings, Japan, 775–783
|