• 68 Citations
  • 6 h-Index
20062019
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Research Outputs 2006 2019

  • 68 Citations
  • 6 h-Index
  • 15 Article
  • 2 Conference proceeding contribution
  • 2 Software
  • 1 Conference paper
2019

mpcmp: Mean-parametrized Conway-Maxwell Poisson Regression

Fung, H-T., Alwan, A., Wishart, J. & Huang, A., Mar 2019

Research output: Non-traditional research outputSoftwareResearch

2018

Quantile function expansion using regularly varying functions

Fung, T. & Seneta, E., 1 Dec 2018, In : Methodology and Computing in Applied Probability. 20, 4, p. 1091-1103 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Regularly Varying Function
Tail Dependence
Quantile Function
Copula
Skew

thesisdownmq: An updated R Markdown thesis template using the bookdown package for Macquarie University HDR Thesis

Fung, H-T. & Wishart, J., 2018

Research output: Non-traditional research outputSoftwareResearch

2016

Tail asymptotics for the bivariate skew normal

Fung, T. & Seneta, E., 1 Feb 2016, In : Journal of Multivariate Analysis. 144, p. 129-138 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Tail Asymptotics
Normal distribution
Skew
Tail Dependence
Skew-normal Distribution
2015

Model selection curves for survival analysis with accelerated failure time models

Karami, J. H., Luo, K. & Fung, T., 2015, 60th ISI World Statistics Congress: proceedings. The Hague, The Netherlands: International Statistical Institute, p. 2642-2647 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Accelerated Failure Time Model
Survival Analysis
Model Selection
Curve
Censoring

Tail dependence convergence rate of a skew-t and of a skew normal distribution

Fung, T. & Seneta, E., 2015, 60th ISI World Statistics Congress: proceedings. The Hague, The Netherlands: International Statistical Institute, p. 2212-2217 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Tail Dependence
Skew-normal Distribution
t-distribution
Dependence Function
Skew
2014

Convergence rate to a lower tail dependence coefficient of a skew-t distribution

Fung, T. & Seneta, E., 2014, In : Journal of Multivariate Analysis. 128, p. 62-72 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Tail Dependence
t-distribution
Skew
Convergence Rate
Coefficient

The deviance information criterion in comparison of normal mixing models

Fung, T., Wang, J. J. J. & Seneta, E., 1 Dec 2014, In : International Statistical Review. 82, 3, p. 411-421 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Deviance Information Criterion
Gibbs Sampling
Bayesian inference
Mixing Distribution
Software
2013

An alternative estimator for the shape parameter in the negative binomial distribution

Robertson, B., Fung, T. & Weber, N., Jun 2013, In : Mathematical Scientist. 38, 1, p. 34-42 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Method of moments
Mean square error

Contaminated Variance-Mean mixing model

Fung, T., Wang, J. J. J. & Seneta, E., 2013, In : Computational Statistics and Data Analysis. 67, p. 258-267 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Gamma distribution
Random variables
Parameter estimation
Model
Goodness of fit
2011

Autocorrelation Functions

Finlay, R., Fung, T. & Seneta, E., Aug 2011, In : International Statistical Review. 79, 2, p. 255-271 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Autocorrelation Function
Characteristic Function
Infinitely Divisible Distribution
Fourier Analysis
Marginal Distribution

Rate of decay of the tail dependence coefficient for the skew t distribution

Fung, T., 2011, In : Sri Lankan journal of applied statistics. 12, p. 27-40 14 p.

Research output: Contribution to journalConference paperResearchpeer-review

Tail Dependence
t-distribution
Skew
Decay
Coefficient

Tail dependence and skew distributions

Fung, T. & Seneta, E., Mar 2011, In : Quantitative Finance. 11, 3, p. 327-333 7 p.

Research output: Contribution to journalArticleResearchpeer-review

The bivariate normal copula function is regularly varying

Fung, T. & Seneta, E., Nov 2011, In : Statistics and Probability Letters. 81, 11, p. 1670-1676 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Tail Dependence
Bivariate Normal
Copula
Regularly Varying Function
Bivariate Normal Distribution
2010

Extending the multivariate generalised t and generalised V G distributions

Fung, T. & Seneta, E., Jan 2010, In : Journal of Multivariate Analysis. 101, 1, p. 154-164 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Generalized Variance
Gamma distribution
Statistics
Gaussian distribution
Multivariate Analysis

Modelling and estimation for bivariate financial returns

Fung, T. & Seneta, E., Apr 2010, In : International Statistical Review. 78, 1, p. 117-133 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Skew
Tail Dependence
t-distribution
Competitiveness
Maximum Likelihood Estimate

Tail dependence for two skew t distributions

Fung, T. & Seneta, E., 2010, In : Statistics and Probability Letters. 80, 9-10, p. 784-791 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Tail Dependence
t-distribution
Skew
Skew-normal Distribution
Tail Behavior
2008

A characterisation of scale mixtures of the uniform distribution

Fung, T. & Seneta, E., 1 Dec 2008, In : Statistics and Probability Letters. 78, 17, p. 2883-2888 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Exponential Power Distribution
Spherical Distribution
Scale Mixture
Symmetric Distributions
Characterization Theorem
2007

Tailweight, quantiles and kurtosis: A study of competing distributions

Fung, T. & Seneta, E., Jul 2007, In : Operations Research Letters. 35, 4, p. 448-454 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Kurtosis
Quantile
Exponential Power Distribution
Tail Behavior
Increment
2006

Continuity corrections for integer-valued saddlepoint approximations

Fung, T. & Robinson, J., 1 Aug 2006, In : Statistics and Probability Letters. 76, 14, p. 1465-1469 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Continuity Correction
Saddlepoint Approximation
Tail
Integer
Approximation