..........Journal Articles..........
- Y. Li, C.T. Ng, and C.Y. Yau (2022), GARCH-type factor model, Journal of Multivariate Analysis, 190, 105001, 42736.
- C.T. Ng, W. Lee, and Y. Lee (2022), In defense of LASSO, Communications in Statistics - Theory and Methods, 51, (9), 3018-3042.
- K. Zhang, C.T. Ng, Y.M. Kwon, and M.H. Na (2022), New concepts of principal component analysis based on maximum separation of clusters, Communications in Statistics – Simulation and Computation, 51, (5), 2429-2439.
- 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, 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, and 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, and 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.
- 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, 1-25.
- 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, 9, (5), 519-525.
- N.H. Chan and C.T. Ng (2006), Fractional constant elasticity of variance model, Time Series and Related Topics, 52, 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
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