Alan T.K. Wan
Names
first: 
Alan 
middle: 
T.K. 
last: 
Wan 
Contact
email: 

homepage: 
http://fbstaff.cityu.edu.hk/msawan 
phone: 
85234427146 
postal address: 
Department of Management Sciences, City University of Hong Kong, Tat Chee Ave., Kowloon, Hong Kong 
Affiliations

City University of Hong Kong
Research profile
author of:

The NonOptimality of Interval Restricted and PreTest Estimators Under Squared Error Loss.
by Wan, A.

Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss.
by Wan, A.

Baynesian Estimation of the Linear Regression Model with an Uncertain Interval Constraint on Coefficient.
by Wan, A. T. K. & Griffths, W. E.

The Exact Density and Distribution Functions of the Inequality Constrained and Pretest Estimators.
by Wan, A.

ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE kCLASS ESTIMATOR IN REGRESSION
by Kazuhiro Ohtani & Alan Wan

Unbiased estimation of the MSE matrices of improved estimators in linear regression
by Alan Wan & Anoop Chaturvedi & Guohuazou Zou

Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
by Wan, Alan T. K.

Optimal critical values of pretests when estimating the regression error variance: analytical findings under a general loss structure
by Wan, Alan T. K. & Zou, Guohua

The power of autocorrelation tests near the unit root in models with possibly misspecified linear restrictions
by Wan, Alan T. K. & Zou, Guohua & Banerjee, Anurag

Improved Estimators of Hedonic Housing Price Models
by Helen X. H. Bao & Alan T. K. Wan

Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
by Kazuhiro Ohtani & Alan Wan

Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with NonSpherical Disturbances
by Alan Wan & Anoop Chaturvedi

Simultaneous Estimation of Several Stratum Means under ErrorinVariables Superpopulation Models
by Guohua Zou & Alan Wan

A HighLow Model of Daily Stock Price Ranges
by YanLeung Cheung & YinWong Cheung & Alan T. K. Wan

Further results on optimal critical values of pretest when estimating the regression error variance
by Alan T. K. Wan & Guohua Zou & Kazuhiro Ohtani

ON THE PROPERTIES OF THE t AND FRATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
by Qin, Huaizhen & Wan, Alan T. K.

Estimating Equations Inference With Missing Data
by Zhou, Yong & Wan, Alan T. K. & Wang, Xiaojing

Minimax and [Gamma]minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
by Wan, Alan T. K. & Zou, Guohua & Lee, Andy H.

Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix
by Chaturvedi, Anoop & Wan, Alan T. K. & Singh, Shri P.

Robustness of Steintype estimators under a nonscalar error covariance structure
by Zhang, Xinyu & Chen, Ti & Wan, Alan T. K. & Zou, Guohua

Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of nonnormal errors
by Zou, Guohua & Wan, Alan T. K. & Wu, Xiaoyong & Chen, Ti

An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss
by Wan, Alan T. K. & Kurumai, Hiroko

On the sensitivity of the onesided t test to covariance misspecification
by Qin, Huaizhen & Wan, Alan T. K. & Zou, Guohua

Double kClass Estimators in Regression Models with Nonspherical Disturbances
by Wan, Alan T. K. & Chaturvedi, Anoop

On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data
by Helen X. H. Bao & Alan T. K. Wan

On the sensitivity of the restricted least squares estimators to covariance misspecification
by Alan T. K. Wan & Guohua Zou & Huaizhen Qin

A highlow model of daily stock price ranges
by YanLeung Cheung & YinWong Cheung & Alan T. K. Wan

A HighLow Model of Daily Stock Price Ranges
by YanLeung Cheung & YinWong Cheung & Alan T. K. Wan

Least squares model averaging by Mallows criterion
by Wan, Alan T. K. & Zhang, Xinyu & Zou, Guohua

A trading strategy based on Callable Bull/Bear Contracts
by Cheung, YanLeung & Cheung, YinWong & He, Angela W. W. & Wan, Alan T. K.

Frequentist Model Averaging with missing observations
by Schomaker, Michael & Wan, Alan T. K. & Heumann, Christian

An empirical model of daily highs and lows of West Texas Intermediate crude oil prices
by He, Angela W. W. & Kwok, Jerry T. K. & Wan, Alan T. K.

Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
by Magnus, Jan R. & Wan, Alan T. K. & Zhang, Xinyu

Predicting daily highs and lows of exchange rates: a cointegration analysis
by Angela He & Alan Wan

Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis
by Ada Ho & Alan Wan

Wavelet analysis of changepoints in a nonparametric regression with heteroscedastic variance
by Zhou, Yong & Wan, Alan T. K. & Xie, Shangyu & Wang, Xiaojing