2015 - Fellow of the American Association for the Advancement of Science (AAAS)
1996 - Fellow of the American Statistical Association (ASA)
Regression and time series model selection in small samples
Clifford M. Hurvich;Chih Ling Tsai.
Biometrika (1989)
Improved Methods for Tests of Long-Run Abnormal Stock Returns
John D. Lyon;Brad M. Barber;Chih-Ling Tsai.
Journal of Finance (1999)
Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion
Clifford M. Hurvich;Jeffrey S. Simonoff;Chih‐Ling Tsai.
Journal of The Royal Statistical Society Series B-statistical Methodology (1998)
Regression and Time Series Model Selection
Allan D R McQuarrie;Chih-Ling Tsai.
(1998)
Tuning parameter selectors for the smoothly clipped absolute deviation method.
Hansheng Wang;Runze Li;Chih Ling Tsai.
Biometrika (2007)
Improved Methods for Tests of Long-Run Abnormal Stock Returns
Brad M. Barber;Chih-Ling Tsai.
Social Science Research Network (1997)
A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
Clifford M. Hurvich;Chih-Ling Tsai.
Journal of Time Series Analysis (1993)
Subgroup Analysis via Recursive Partitioning
Xiaogang Su;Chih-Ling Tsai;Hansheng Wang;David M. Nickerson.
Journal of Machine Learning Research (2009)
Model selection for extended quasi-likelihood models in small samples
Clifford M. Hurvich;Chih-Ling Tsai.
Biometrics (1995)
The impact of model selection on inference in linear regression
Clifford M. Hurvich;Chih-Ling Tsai.
Quality Engineering (1991)
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