| |
| 2008 | ||
|---|---|---|
| 4 | EE | Hubert J. Chen, Hsiu-Ling Li, Miin-Jye Wen: Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation. Computational Statistics & Data Analysis 52(10): 4801-4813 (2008) |
| 2007 | ||
| 3 | EE | Miin-Jye Wen, Shun-Yi Chen, Hubert J. Chen: On testing a subset of regression parameters under heteroskedasticity. Computational Statistics & Data Analysis 51(12): 5958-5976 (2007) |
| 2006 | ||
| 2 | EE | Miin-Jye Wen, Hubert J. Chen: A studentized range test for the equivalency of normal means under heteroscedasticity. Computational Statistics & Data Analysis 51(2): 1022-1038 (2006) |
| 1 | EE | Hubert J. Chen, Miin-Jye Wen: Optimal confidence interval for the largest normal mean under heteroscedasticity. Computational Statistics & Data Analysis 51(2): 982-1001 (2006) |
| 1 | Hubert J. Chen | [1] [2] [3] [4] |
| 2 | Shun-Yi Chen | [3] |
| 3 | Hsiu-Ling Li | [4] |