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2014
T. - C. Cheng, Hsieh, P. - H., and Yang, S. - F., Process Control for the Vector Autoregressive Model, Quality and Reliability Engineering International, vol. 30, no. 1, pp. 57-81, 2014.
2011
P. - H. Hsieh and Cheng, T. - C., On the Hotelling T2 Control Chart for Vector Autoregressive Process, IEEE International Conference on Quality and Reliability. Bangkok, Thailand, 2011.
P. - H. Hsieh, Cheng, T. - C., and Yang, S. - F., On the Hotelling's T^2 Control Chart for Vector Autoregressive Process, in IEEE International Conference on Quality and Reliability, Bangkok, Thailand, 2011.
2009
P. - H. Hsieh and Yang, J., A censored stochastic volatility approach to the estimation of price limit moves, Journal of Empirical Finance, vol. 16, no. 2, pp. 337-351, 2009.
J. B. Henry III and Hsieh, P. - H., Extreme Value Analysis for Partitioned Insurance Loss, Variance: advancing the science of risk, vol. 3, no. 2, pp. 214 - 238, 2009.
P. - H. Hsieh, Kim, Y. H., and Yang, J., The magnet effect of price limits: a logit approach, Journal of Empirical Finance, vol. 16, no. 5, pp. 830-837, 2009.
P. - H. Hsieh, On Optimal Stopping Rules of Mixtures of Regression Lines, National Joint Staitstical Meetings. Washington, DC, 2009.
2005
P. - H. Hsieh and III, J. B. Henry, Tail Index Estimation for Partitioned Insurance Losses, National Joint Statistical Meetings. Minneapolis, Minnesota, 2005.
2002
P. - H. Hsieh, An Exploratory First Step in Teletraffic Data Modeling: Evaluation of Long-run Performance of Parameter Estimators, Computational Statistics and Data Analysis, vol. 40, no. 2, pp. 263-283, 2002.
P. - H. Hsieh, Forecasting Next Record Catastrophic Property Losses Using Extreme Value Theory, Taipei International Statistical Symposium and Bernoulli Society EAPR Conference. Taipei, Taiwan, 2002.
2000
P. - H. Hsieh, Mishra, C. S., and Gobeli, D. H., The Returns to R&D and Capital Expenditures in the Pharmaceuticals and Chemicals Industry, Financial Management Association International Annual Meeting. Seattle, Washington, 2000.
1999
P. - H. Hsieh, Robustness of Conditional Moments: An Application to Premium Calculation for Reinsurance Treaties, National Joint Statistical Meetings. Baltimore, Maryland, 1999.
P. - H. Hsieh, Robustness of Tail Index Estimation, Journal of Computational and Graphical Statistics, vol. 8, no. 2, pp. 318-332, 1999.