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Li Apr 97 Asymptotic properties of the conditional sum of squares estimator for nonstationary fractionally integrated auto- regressive moving-average models Shiqing Ling and W. Lloyd May 97 A nonparametric test based on spearman rank correlation for missing and tied data Philip L. Yip, Anne Chao and T. Lloyd May 97 A proof, based on stochastic ordering, for degenerate convergence of shapes Huiling Le and Richard Cowan Jun 97 Parametric regression models for continuous-time removal and recapture studies D.
Lin and Paul S. Yu and Tony W. Fung Jul 97 Testing for double threshold autoregressive conditional heteroscedastic model C. Li Jul 97 On the estimation and testing of functional-coefficient linear models Yingcum Xia and W. Li Aug 97 Graphical representation of ranking data: Yu and Lucia K. Chan Oct 97 Regression models for capture experiments Paul S.
Lin Oct 97 Estimation for partially observed birth-death processes Abraham M. Hasofer and Chris J. Stenseth Nov 97 Testing for common structures in a panel of threshold models K. Chan, Howell Tong and N. Lloyd Nov 97 Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting Yingcun Xia and W. Li Nov 97 From patterns to processes: Phase- and density- dependencies in the Canadian lynx cycle N.
Li Dec 97 Proofs of invariant distributions for shapes in sequences of randomly-divided rectangles Francis K. Huggins and Paul S. Lloyd Feb 96 Estimating the number of errors in a system: Lloyd 92 Feb 96 Shapes of rectangular prisms after repeated random division Revised ed.
Yam Apr 96 Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares T. Li Apr 96 Diagnostic checking nonlinear multivariate time series with multivariate arch errors Shiqing Ling and W. Li May 96 Estimation of mean based on an unbalanced ranked set sample Philip L. Yu, Kin Lam and Bimal K. Sinha May 96 On a threshold autoregression with conditional heteroscedastic variances J.
Li May 96 Applying pos i rules to communication problem K. Chong Jun 96 Semi-parametric estimation of covariate effects under the two-parameter family of frailty distributions K.
Lam and Anthony Y. Kuk Jun 96 Estimating population size: Chan Jun 96 Estimating the number of errors in a system: Chan Jul 96 On the use of the predictive least squares criterion in time series with changing conditional variance C. Lam Aug 96 Bayesian unit root testing in stochastic volatility model Mike K. Li Sept 96 Bayesian analysis of order-statistics models for ranking data Philip L.
Yu Sept 96 Estimation of variance based on balanced and unbalanced ranked set samples Philip L. Lam and Bimal K. Sinha Sept 96 Combining kernel smoothing and mark-recapture to estimate a frequency distribution from biased data Chris J. Lloyd Sept 96 Cover times and the range of a brownian motion K.
Chong and Richard Cowan Sept 96 Limiting distributions of Maximum likelihood estimators for unstable arma time series with garch errors Shiqing Ling and W. Li 80 Sept 96 A test of fit for a semiparametric additive risk model Revised ed.
Burke Sept 96 Asymptotic representations for kernel density and hazard function estimator with left truncating Yong Zhou Sept 96 Forecast regions for parametric time series models by regression quantiles Yingcun Xia, W. Chung and Stephen M. Lee Nov 96 Estimation of the size of an open population from capture-recapture data using weighted martingale methods Richard M.
Yip Nov 96 Move-to-front rule for accessing several records K. Chong Dec 96 Estimation of population size based on additive hazards models for continuous-time recapture experiments Paul S. Yip, Yong Zhou and D. Yip Dec 96 On the theory of hypotheses testing for nonparametric regression models under dependence Yingcun Xia and W. Li Dec 96 Estimation procedures for binary survey data with nonignorable nonresponse A.
Li 80 Feb 95 Tests of fit for the semiparametric additive risk model M. Yuen 81 Feb 95 Tests of fit for the accelerated life model M. Ng 83 Apr 95 Diagnostic checking multivariate conditional heteroscedasticity models H. Kotz 85 Jun 95 Estimating population size from capture-recapture studies via sample coverage and estimating functions Paul Yip and Anne Chao 86 Jul 95 Autoregressive random variance model with Markov switching Mike K.
Li 88 Sept 95 Estimation of the population mean using ranked set sampling Philip L. Tsang 90 Sept 95 Ancillary statistics and their use in statistical inference C. Yip 91 Sept 95 Cost comparison of a spectrum of self-organizing rules K. Lam 92 Oct 95 Shapes of prisms after repeated random division Richard Cowan 93 Nov 95 A Note on the corrected Akaike information criterion for the threshold autoregressive models C.
Yip 95 Nov 95 Assessment of local influence in multivariate regression analysis Wing K. Tang 96 Nov 95 Seasonal variation in suicides re-examined: Li 99 Nov 95 Regression estimator in ranked set sampling Philip L.
Lam Nov 95 Statistical analysis on the retraining course evaluation for primary school teachers Billy Y. Li and Samuel H. So and Philip L. YU Dec 95 D-optimal axial design for an additive cubic mixture model J.
Ng Dec 95 Accurate pivotals from recapture experiments with time variation C. Lam 60 Jan 94 Some aspects of inference for chain binomial models Paul Yip and Richard Huggins 61 Feb 94 Mixture models for the joint distribution of stocks' return and trading volume with a built-in asymmetric relationship K.
Wong 62 Apr 94 An Inference procedure for capture-recapture experiment in continuous time with variable capture rates Paul S.
Yip and Richard M. Huggins 63 Apr 94 A Marginal likelihood approach to estimation in in frailty models K. Kuk 64 May 94 Semiparametric modelling of a double threshold autoregressive heteroskedastic time series model C. Li 65 May 94 Asymptotic iterated bootstrap confidence intervals Stephen M. Alastair Young 66 May 94 Criteria for high-order smoothing in bootstrap estimation of linear functionals Stephen M.
Fong and Paul Yip 32 May 94 F tests for seasonal differencing with a break-point revised ed. Li 68 May 94 Trend models for price movements in financial markets Josephine W. Lam 69 Aug 94 Likelihood ratio test for the spacing between two adjacent location parameters Philip L.
Lam 70 Sept 94 Poisson sampling estimation for Markov models for a single ion channel, incorporating interval ommission time Frank G. Li 34 Jan 93 The Falling-leaves mosaic and its equilibrium properties R.
Tsang 35 Feb 93 A Statistical model for duplicate tournaments in games of luck and skill P. Li 37 Feb 93 How to predict election winners from a poll P. Lam 38 Mar 93 Tests for seasonal differencing with an unknown break-point T. Li 39 Apr 93 Markov branching processes regulated by large immigration and emigration A. Chen and Eric Renshaw 40 May 93 Testing procedures for a competing risks model in the presence of censoring D.
Fong and Paul S. Mok, Iris Cheung and H. Ng 50 Sep 93 The General correlated random walk A. Burke and Kam C. Yuen 52 Nov 93 The Autoregressive random variance model for changing volatility: Li 54 Nov 93 Cusum techniques for the testing of market efficiency K. Yam 55 Nov 93 A Predictive approach for the selection of a fixed number of good treatments K. Yu 56 Dec 93 Multivariate conditional heteroscedastic models H. Li 57 Dec 93 Sensitivity analysis in factor analysis: Kwan 58 Dec 93 On segmented multivariate regressions J.
Lam 29 Oct 92 Nonlinear regression diagnostics using mean-shift outlier models B. Wei and Kai W. Lo 26 Aug 92 The Dependence of voter shares under a two-vote system W. Yu 24 Jul 92 A Multivariate nonparametric test for the equality of failure rates in a competing risks model Paul Yip and K. Lam 23 Jun 92 Statistical diagnosis from imprecise composition data using logistic discriminant form S.
Shen 22 Jun 92 Family groupings on performance of portfolio selection in the Hong Kong stock markets K. Yam 21 Jun 92 A Note on the use of multiple deletion cook-type measures W. Chan 18 Jun 92 A Modified racetrack betting system V. Busche 17 Jun 92 A Comparison between two models for predicting ordering probabilities in multi-entry competitions V.
Bacon-Shone 15 Jun 92 Multivariate discrete density estimation using kernel densities J. Bacon-Shone 12 May 92 Bayesian analysis of errors-in-variables in binary regression models P.
Bacon-Shone 11 May 92 Logistic analyses for complicated bets J. Busche 10 May 92 Modelling the winning probabilities J. Busche 9 May 92 Reliability assessment through life tests in a Bayesian situation W.
Ng 7 Mar 92 Unmasking outliers and leverage points: Li 5 Jan 92 Departmental publications from to Xiong 1 Jan 91 Stochastic reversibility in self-organizing systems K. Lam and Richard Cowan. The standardized residuals filter for inferential sampling in transformation models M. Effects of small coefficients on distributional properties of lasso-type regression estimators Wenlong Cai and S. Bootstrap confidence regions based on M-estimators under nonstandard conditions S. Lee and Puyudi Yang. Distribution of likelihood-based p-values under the alternative hypothesis S.
Tests for TAR models vs. Resampling-based post-model-selection inference for linear regression models Stephen M. Yu and Guodong Li. New procedure for high dimensional classification of general populations Zhaoyuan Li and Jianfeng Yao. Nested sub-sample search algorithm for estimation of threshold models Dong Li and Howell Tong. An essay on statistics and dynamical phenomena to high school children Howell Tong. Threshold models in time series analysis-some reflections Howell Tong.
A simple formula for mixing estimators with different convergence rates Stephen M. Lee and Mehdi Soleymani. On mixture double autoregressive time series models Zhao Liu and Guodong Li. On generalized expectation based estimation of a population spectral distribution from high-dimensional data Weiming Li and Jianfeng Yao. On the sphericity test with large-dimensional observations Qinwen Wang and Jianfeng Yao. Test for homogeneity in gamma mixture models using likelihood ratio T.
A geometric process maintenance model and optimal policy Yeh Lam. Sequential combination of weighted and nonparametric bagging for classification Mehdi Soleymani and Stephen M. Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapa Howell Tong. A hybrid procedure for density estimation amid model uncertainties Mehdi Soleymani and Stephen M. On uniform correctness of bootstrap confidence intervals under M-estimation Zhuqing Yu and Stephen M.
Estimation of the population spectral distribution from a large dimensional sample covariance matrix W. On the detection of the number of signals with possibly equal strengths in the high-dimensional case Damien Passemier and Jian-Feng Yao. Least absolute deviation estimation for nonstationary vector autoregressive time series models with pure unit roots Guodong Li, Jianhong Wu and Wai Keung Li.
Moment-based tests for random effects in panel data models Jianhong Wu and Guodong Li. On the quasi-likelihood estimation for random coefficient autoregressions L. Procedures for estimating optimal bootstrap sample size for the m out of n bootstrap Bei Wei and Stephen M.
On determining the number of spikes in a high-dimensional spiked population model Damien Passemier and Jian-Feng Yao. Uniformly consistent bootstrap confidence intervals under smooth function models Zhuqing Yu and Stephen M.
Second-order accuracy of depth-based bootstrap confidence regions Bei Wei and Stephen M. Some statistical properties of the autopersistence functions and autopersistence graphs of a binary autoregressive time series Chao Wang and Wai Keung Li.
Depth functions as measures of representativeness Ye Dong and Stephen M. Hybrid confidence regions based on data depth Stephen M. Feature matching in time series modelling Yingcun Xia and Howell Tong. Threshold models in time series analysis years on Howell Tong. Ensemble Kalman filter with nonlinear updating equation Gilbert C. Inversion of Bayes formula for events Kai W. Predicting lymph node involvement: A multiple imputation approach for clustered interval-censored survival data K.
Uniqueness and extinction properties of interacting branching collision processes Anyue Chen, Junping Li and Hanjun Zhang. Decay properties and quasi-stationary distributions for stopped Markovian bulk-arrival and bulk-service queues Anyue Chen, Junping Li and Hanjun Zhang. Decay parameter and invariant measures for Markovian bulk-arrival queues with control at idle time Junping Li and Anyue Chen. Robustness diagnosis for bootstrap inference W.
Statistical inference in partially-varying-coefficient single-index model Qihua Wang and Liugen Xue. A threshold approach for peaks-over-threshold modelling using maximum product of spacings T. Semiparametric model based inference in the presence of missing responses Qihua Wang and Pengjie Dai.
Asymptotics for ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims Yiqing Chen, Kam C. A geometric process warranty model-game theory approach Yeh Lam. Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis Xuan Zhou and W. Probability density estimation with cause-of-death data missing at random Qihau Wang. Probability density estimation with data missing at random when covariables are present Qihua Wang.
Markovian bulk-arriving queues with negative arrivals and state-dependent control II: Existence, uniqueness and ergodicity of Markov branching processes with immigration and instantaneous resurrection Junping Li and Anyue Chen. Markovian bulk-arriving queues with negative arrivals and state-dependent control I: Estimation and confidence bands of a conditional survival function with censoring indicators missing at random Qihua Wang and Junshan Shen.
Bootstrap variance estimation for Nadaraya quantile estimator K. Improving coverage accuracy of block bootstrap confidence intervals Stephen M.
Hitting times of general collision branching processes with beta function transition rates Anyue Chen and Junping Li. Hazard function estimation with cause-of-death data missing at random Qihua Wang, Gregg E. Dinse and Chunling Liu. Testing for threshold moving average with conditional heteroscedasticity Guodong Li and Wai Keung Li.
Factor analysis for bi-attribute ranked data and model assessment using bootstrap predictive checks Philip L. Berry-Esseen type bounds for transformed chi-square variables and its statistical applications Vladimir V. Ulyanov, Gerd Christoph and Yasunori Fujikoshi. Analysis of the Gerber-Shiu function for compound Poisson models with interest and a constant dividend barrier Kam C.
A note on the estimation of extreme value distributions using maximum product of spacings S. Semiparametric analysis of zero-inflated count data K. Inverse Bayes, information gain and a dependence index Kai W. Ng and Howell Tong. Asymptotically efficient product-limit estimators with censoring indicators missing at random Qihua Wang and Kai W. The expected number of events in a geometric process Yeh Lam. Population size estimation in proportional trapping removal and recapture models with known capture times Paul S.
Yip, Liqun Xi and Liping Liu. Bayesian approach to analysing longitudinal bivariate binary data with informative dropout Jennifer S. Bayesian spatial analysis of ranking data via wandering ideal point models Philip L.
Dynamic and robust models for loss reserve problems in insurance industry Jennifer S. Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity Guodong Li and Wai Keung Li.
Bayesian analysis of constant elasticity of variance models Jennifer S. Two new statistical depth functions for high-dimensional data W. The growing triangle technique for choosing a model for loss reserves Jennifer S.
Choy and Udi Makov. The impact of population changes in Hong Kong Paul S. The autoregressive conditional marked duration model: Iterated bootstrap- t confidence intervals for density functions Yvonne H. Modeling contemporaneously correlated panel data with partial linear regression Shusong Jin and Wai Keung Li. When is sliced average variance estimation convergent?
Yingxing Li and Li-Xing Zhu. A monotone process maintenance model for a multistate system Yeh Lam. A piecewise geometric process maintenance model for a system with bathtub shape failure rate Yeh Lam. A unified likelihood-based approach for estimating population size in continuous-time capture-recapture experiments with frailty Liqun Xi, Paul S.
Yip and Ray Watson. On a mixture vector autoregressive model P. Nonparametric conditional inference for regression coefficients Yvonne H. Cowling and Frank de Wolf. Ordering optimal proportions in the asset allocation problem with dependent default risks Ka Chun Cheung and Hailiang Yang. Minimum variance unbiased estimation based on bootstrap iterations Kenny Y. Monte Carlo approximation through Gibbs output in generalized linear mixed models Jennifier S.
A semiparametric regression cure model with current status data K. Lam and Hongqi Xue. Estimation of central shapes of error distributions in linear regression problems P. Analysis of current status data based on the class of partly linear models Hongqi Xue, K. Lam and Guoying Li. Diagnostic checking time series model with conditional heteroscedasticity estimated by the LAD approach Guodong Li and W. Partially linear reduced-rank regression K. Estimating reporting delay function of suicide in Hong Kong using aggregated data and correcting the observed number of suicide for reporting delay P.
Adaptive L p estimation under a general class of error densities P. On a delayed-claims risk model Kam C. Variance estimation for sample quantiles using the m out of n bootstrap K.
Asset allocation with regime-switching: On Erlang 2 risk process perturbed by diffusion Kam C. Yuen, Hailiang Yang and Rongming Wang. Optimal investment for an insurer to minimize its probability of ruin Chi Sang Liu and Hailiang Yang. On some models for value-at-risk S. Does the completeness of a large market depend on traders' views? Yam and Hailiang Yang. L p regression under general classes of error densities: Parametric bootstrapping with nuisance parameters Stephen M.
Factor analysis for incomplete ranking data Philip L. Calibrated interpolated confidence intervals for population quantiles Yvonne H. On a generalized form of risk measure Robert J. Ruin theory in a discrete time risk model with interest income L. On valuation of derivative securities: Ruin theory in a financial corporation model with credit risk Hailiang Yang. State-space modeling of clustered grouped survival data K. Informative drop-out models for longitudinal binary data using likelihood and bayesian approaches Jennifer S.
On time-reversibility of multivariate linear processes Howell Tong and Zhiqiang Zhang. Reconstructing the severe acute respiratory syndrome incidence using back-projection in Hong Kong Special Administrative Region P. Iterated smoothed bootstrap confidence intervals for population quantiles Yvonne H.
A semiparametric method for capture-recapture data with incomplete and measurement error covariates Paul S. A simple Wald statistic for the number of components in a finite mixture model S. On the interaction risk model with delayed claims Xueyuan Wu and Kam C. Healthy life expectancy in Hong Kong C. On m out of n bootstrap consistency in general M -estimation Stephen M. On a common shock model with poisson and erlang risk processes Kam C.
Yuen, Junyi Guo and Xueyuan Wu. Kernel density estimation of linear processes with additive measurement error Ming Yuan and S. Maxima of sums of heavy-tailed random varibles K. Estimating population sizes in a removal experiment with a known size ratio in continuous time Liqun Xi and Paul S. Iterating the m out of n bootstrap in nonregular smooth function models K. A two level binomial tree for risk measurement Phelim P. Minimax Stein confidence sets based on non-iterated and iterated m out of n parametric bootstraps K.
On the residual autocorrelation of the autoregressive conditional duration model W. Factor analysis for ranking data using efficient EM-type algorithms Philip L. On closure property for distributions in linear processes Zhiqiang Zhang and Howell Tong. Analysis of covariance structures in longitudinal study Jennifer S. Asymptotic behavior of sums of subexponential random variables on the real line Kai W. Ng and Qihe Tang. A discrete-time risk model with interaction between classes of business Xueyuan Wu and Kam C.
Estimating the proportion of cured patients in a censored sample K. A note on a beta-binomial model for estimating the size of a heterogeneous population Paul S. Yip and Liqun Xi. Automating technical analysis Philip L. A note on the estimation of the initial number of susceptible individuals in the general epidemic model Richard Huggins, Paul S.
Robust analysis of salamander data, generalized linear model with random effects S. Multiple forecasts with autoregressive time series models: A frailty model for detecting number of faults in a system Yan Wang, Paul S.
The joint distribution of surplus immediately before ruin and the deficit at ruin under interest force Hailiang Yang and Lihong Zhang. A semiparametric model for recapture experiments Yan Wang and Paul S. An integrated risk management method: VaR approach Hailiang Yang. The effects of the year of the dragon on reproductive behaviour among Chinese: Yip and Joseph Lee.
Some results on cointegration with random coefficients in the error correction form: Estimation of population size for additive-multiplicative models based on continuous-time recapture experiments Yan Wang and Paul S.
Removal process estimation of population size for a population with a known sex ratio Liping Liu and Paul S. A sequential procedure for fixed accuracy estimation of the population size with recapture sampling Paul S. A maximum entropy approach to recovering information from ranking data Philip L. Yip and Jisheng Cui. Lam and David Ip. Ranked set sampling in the presence of censored data Philip L. Threshold growth rates for sustainable healthcare with health protection account Beda Chan and Kai W.
Ruin probabilities for some risk processes with correlated aggregate claims Kam C. Yuen and Junyi Guo. Comparing k cumulative incidence functions through resampling methods Kam C. Yuen, Lixing Zhu and Dixin Zhang. A note on the randomized unit root model H. Scale mixtures distributions in insurance applications S. Bayesian student- t stochastic volatility models via two-stage scale mixtures representation S.
On the distribution of surplus immediately before ruin under interest force Hailiang Yang and Lihong Zhang. Estimating population size in proportional trapping-removal models Liping Liu and Paul S. Estimation of reporting delay and suicide incidence in Hong Kong Paul S.
On time series with randomized unit root and randomized seasonal unit root P. The application of Lyapunov-like index on the initial value sensitivity of meteorological time series John Yin Kong Leung and Howell Tong.
Resampling methods for testing a semiparametric random censorship model L. A unified approach for estimating population size in discrete time Paul S. Actuarial assessment of damages in Hong Kong personal injury litigation: Chan and Wai-Sum Chan. Some seasonal unit root tests with a maintained broken trend Edmund T.
Initial stage problem in autoregressive binary regression Jennifer S. A unified parametric regression models for removal and recapture studies in continuous-time Paul S.
Yip and Yan Wang. Prepivoting by weighted Bootstrap iterations Stephen M. Dynamic random effects models for times between repeated events Daniel Y. Estimation of a common mean based on ranked set sampling with an environmental application Philip L. Factor analysis for ranking data Philip L.
Conditional ruin probability with stochastic interest rate Hailiang Yang. Model selection for prediction of hydrological time series A. Li and Penchang Yu. Ng and Ping Jing.
On some distributional properties of a first order non-negative bilinear time series model Zhiqiang Zhang and Howell Tong. Nonlinear autoregressive models with infinite variance: Yip, Joseph Lee and Beda Chan. Generalised supremum tests for the equality of cause specific hazard rates Subhash C.
Resampling tests for the mean residual life regression model K. Ruin probabilities for time-correlated claims in the compound binomial model K.
Kernel method for the estimation of the distribution function and the mean with auxiliary information in ranked set sampling K. Li and Li-Xing Zhu. Semiparametric regression model with errors in variables Lixing Zhu and Hengjian Cui.
Should actuarial tables be used for the assessment of damages in personal injury litigation in Singapore? Modelling corporate bond default risk: Optimal Bayesian sampling acceptance plan with random censoring Jianwei Chen, S. Boris Choy and Kim Hung Li. Estimation of threshold parameter for a general epidemic model in a heterogeneous population Paul S. Yip, Qizhi Chen and Liqun Xi. The Canadian lynx data: Forecasting Australian retail price inflation: On simulation-based estimation methods for rank ordered probit models Philip L.
Yu and Shiu Bong Chui. Estimation in the constant elasticity of variance model K. An exact iterated bootstrap algorithm for small-sample bias reduction Kenny Y. A personal journey through time series in Biometrika Howell Tong. The effects of migration on the population distribution in Hong Kong Paul S.
Robust Bayesian linear models using multivariate scale mixture of normals S. A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation Stephen M. Risk measures for derivative securities under multiplicative binomial model Tak Kuen Siu and Hailiang Yang. Proportional odds model for survival data K. Modeling multivariate survival data using proportional odds model K.
Statistical inference for population effectiveness of vaccination in a heterogeneous mixing population Qizhi Chen, Paul S. Yip and Richard Huggins. A unified estimating procedure for continuous-time capture studies Paul S. Premium calculation using ruin probability K. Multivariate survival analysis using semiparametric proportional odds model K. Detecting structural changes using genetic programming with an application to the Greater-China stock markets X. Goodway Electrical Engineering Ltd.
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