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Jun Yan
University of Connecticut
105Publications
23H-index
2,905Citations
Publications 105
Newest
#1Gongjun XuH-Index: 12
#2Sy Han ChiouH-Index: 5
Last.Chiung-Yu HnangH-Index: 27
view all 5 authors...
Source
#1Chaoran Hu (UConn: University of Connecticut)H-Index: 1
#2Vladimir Pozdnyakov (UConn: University of Connecticut)H-Index: 7
Last.Jun Yan (UConn: University of Connecticut)H-Index: 23
view all 3 authors...
Convolutions of independent gamma variables are encountered in many applications such as insurance, reliability, and network engineering. Accurate and fast evaluations of their density and distribution functions are critical for such applications, but no open source, user-friendly software implementation has been available. We review several numerical evaluations of the density and distribution of convolution of independent gamma variables and compare them with respect to their accuracy and spee...
Source
#1Chaoran Hu (UConn: University of Connecticut)H-Index: 1
Last.Jun YanH-Index: 23
view all 3 authors...
The need to model a Markov renewal on-off process with multiple off-states arise in many applications such as economics, physics, and engineering. Characterization of the occupation time of one specific off-state marginally or two off-states jointly is crucial to understanding such processes. We derive the exact marginal and joint distributions of the off-state occupation times. The theoretical results are confirmed numerically in a simulation study. A special case when all holding times have Le...
#1Vladimir Pozdnyakov (UConn: University of Connecticut)H-Index: 7
#2L. Mark Elbroch (Panthera Corporation)H-Index: 14
Last.Jun Yan (UConn: University of Connecticut)H-Index: 23
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A Brownian motion whose infinitesimal variance alternates according to a telegraph process is considered. This stochastic process can be employed to model a variety of real-word situations, such as animal movement in ecology and stochastic volatility in mathematical finance. The main goal is to develop an estimation procedure for the underlying model parameters when the process is observed at discrete, possibly irregularly spaced time points. The sequence of observations is not Markov, but the s...
6 CitationsSource
#1Yishu Xue (UConn: University of Connecticut)H-Index: 1
#2HaiYing Wang (UConn: University of Connecticut)H-Index: 7
Last.Elizabeth D. Schifano (UConn: University of Connecticut)H-Index: 8
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Source
#1Sy Han Chiou (UTD: University of Texas at Dallas)H-Index: 5
#2Chiung-Yu Hnang (UCSF: University of California, San Francisco)H-Index: 27
Last.Jun Yan (UConn: University of Connecticut)H-Index: 23
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Source
#1Marius HofertH-Index: 16
#2Ivan KojadinovicH-Index: 21
Last.Martin MächlerH-Index: 16
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6 Citations
#1Daniel J. Caplan (UI: University of Iowa)H-Index: 28
#2Y. Li (UConn: University of Connecticut)H-Index: 1
Last.Jun Yan (UConn: University of Connecticut)H-Index: 23
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Introduction:Although the population is aging and retaining more teeth, there is a lack of studies that address the longevity of dental restorations placed among older adults.Objectives:This study ...
2 CitationsSource
#1Yishu XueH-Index: 1
#2HaiYing WangH-Index: 7
Last.Elizabeth D. SchifanoH-Index: 8
view all 4 authors...
The Cox model, which remains as the first choice in analyzing time-to-event data even for large datasets, relies on the proportional hazards assumption. When the data size exceeds the computer memory, the standard statistics for testing the proportional hazards assumption can no longer b e easily calculated. We propose an online up dating approach with minimal storage requirement that up dates the standard test statistic as each new block of data becomes available. Under the null hypothesis of p...
1 Citations
#1Sy Han ChiouH-Index: 5
#2Gongjun XuH-Index: 12
Last.Chiung-Yu Hnang (UCSF: University of California, San Francisco)H-Index: 27
view all 4 authors...
Panel count data arise when the number of recurrent events experienced by each subject is observed intermittently at discrete examination times. The examination time process can be informative about the underlying recurrent event process even after conditioning on covariates. We consider a semiparametric accelerated mean model for the recurrent event process and allow the two processes to be correlated through a shared frailty. The regression parameters have a simple marginal interpretation of m...
2 CitationsSource
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