DEPT OF STATISTICS & ACTUARIAL SCIENCE
| Researcher : Chan WS |
| Project Title: | Living To 100 and Beyond Society of Actuaries International Symposium The Lee-Carter Model for Forecasting Mortality Revisited |
| Investigator(s): | Chan WS |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 01/2005 |
| Researcher : Cheung ECK |
| Project Title: | Generalizations of Gerber-Shiu function and discounted aggregate claim costs in insurance risk theory |
| Investigator(s): | Cheung ECK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 08/2012 |
| List of Research Outputs |
| Choi M.C.H. and Cheung E.C.K., On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions, Insurance: Mathematics and Economics. Netherlands, Elsevier, 2014, 59: 121–132. |
| LIU L. and Cheung E.C.K., On a Gerber–Shiu type function and its applications in a dual semi-Markovian risk model, Applied Mathematics and Computation. Netherlands, Elsevier, 2014, 247: 1183-1201. |
| LIU L. and Cheung E.C.K., On a bivariate risk process with a dividend barrier strategy, Annals of Actuarial Science. England, Cambridge University Press, 2015, 9(1): 3-35. |
| Researcher : Cheung KC |
| Project Title: | Theory and applications of tail comonotonicity |
| Investigator(s): | Cheung KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2013 |
| List of Research Outputs |
| Cheung K.C., Dhaene J., Kukush A. and Linders D., Ordered random vectors and equality in distribution, Scandinavian Actuarial Journal. 2015, 2015: 221-244. |
| Researcher : Dong Y |
| List of Research Outputs |
| Dong Y., Yuen K.C., Wang G. and Wu C., A reduced-form model for correlated defaults with regime-switching shot noise intensities, Methodology and Computing in Applied Probability. Springer, 2014, 16(3): 643-673. |
| Dong Y., Wang G. and Yuen K.C., Bilateral counterparty risk valuation on a CDS with a common shock model, Methodology and Computing in Applied Probability. US, Springer, 2014, 16(3): 643-673. |
| Dong Y. and Lee S.M.S., Depth functions as measures of representativeness, Statistical Papers. 2014, 55: 1079-1105. |
| Dong Y., Yuen K.C. and Wu C., Regime-switching shot noise processes and longevity bonds pricing, Lithuanian Mathematical Journal. 2014, 54(4): 383-402. |
| Researcher : Fung TWK |
| Project Title: | 56th Session of the International Statistical Institute (Lisboa 2007) Estimating variance and covariance parameters by generalized estimating equations for credibility models |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 08/2007 |
| Project Title: | Research Output Prize |
| Investigator(s): | Fung TWK, Hu Y |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Research Output Prize (in Faculty) |
| Start Date: | 12/2009 |
| Project Title: | Test for parent-of-origin effects in X-chromosome and association under parent-of-origin effects for quantitative traits in autosomal chromosome |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2011 |
| List of Research Outputs |
| Dogan M., Kara U., Emre R., Fung T.W.K. and Canturk K.M., Two brothers’ alleged paternity for a child: who is the father?, Molecular Biology Reports. Springer, 2015, 42: 1025-1027. |
| Fung T.W.K., Associate Editor, Annals of the Institute of Statistical Mathematics. 2014. |
| Fung T.W.K., Associate Editor, Computational Statistics. 2014. |
| Fung T.W.K., Associate Editor, Journal of the Japanese Society of Computational Statistics. 2014. |
| Fung T.W.K., Assoicate Editor, Journal of Applied Statistical Science. 2014. |
| Fung T.W.K., Robust estimation in joint mean-covariance regression model for longitudinal data, COMPSTAT 2014: 21 International Conference on Computational Statistics, held in Geneva, Switzerland, August 19-22, 2014. |
| Fung T.W.K., Series Editor, Book Series of Advances in Statistics, Probability and Actuarial Science. Imperial College/World Scientific Press, 2014. |
| Fung T.W.K., Tutorial on "Power of detecting response rate difference in the presence of multiplicity", 2014 China Health Statistics (Biostatistics) Conference, held in Guangzhou, July 21-26, 2014. |
| He H.Q., Mao W.G., Pan D.D., Zhou J.Y., Chen P.Y. and Fung T.W.K., Detection of parent-of-origin effects for quantitative traits using general pedigree data, Journal of Genetics. Indian Academy of Sciences, 2014, 93(2): 339-347. |
| Zhou J.Y., He H.Q., You X.P., Li S.Z., Chen P.Y. and Fung T.W.K., A powerful association test for qualitative traits incorporating imprinting effects using general pedigree data, Journal of Human Genetics. The Japan Society of Human Genetics, 2015, 60: 77-83. |
| Researcher : GUAN B |
| List of Research Outputs |
| Li G., GUAN B., Li W.K. and Yu P.L.H., Hysteretic autoregressive time series models, Biometrika. Oxford University Press, 2015, 102(3): 717-723. |
| Researcher : Kwan CW |
| List of Research Outputs |
| Kwan S.K.J., Leung A.Y.M., Kwan C.W., Lai C.K.Y., Bai X., Chong A.M.L., Liu J., Lou V.W. and Chi I., Prevalence and risk factors for the use of physical and chemical restraints amongst older people living in residential care: data from the Hong Kong Longitudinal Study on Long-Term Care Facility Residents (Platform Presentation), Hong Kong Geriatrics Society Annual Scientific Meeting 2015. |
| Researcher : LI Y |
| List of Research Outputs |
| Li G., LI Y. and Tsai C...-.L..., Quantile Correlations and Quantile Autoregressive Modeling, Journal of the American Statistical Association. 2015, 110: 246-261. |
| Researcher : LI Z |
| List of Research Outputs |
| LI Z., Pan G. and Yao J.J., On singular value distribution of large-dimensional autocovariance matrices, Journal of Multivariate Analysis. 2015, 137: 119-140. |
| LI Z. and Yao J.J., On two simple and effective procedures for high dimensional classification of general populations, Statistical Papers. 2015. |
| YALAMANCHILI H.K., LI Z., WANG P., Wong M.P., Yao J.J. and Wang J.J., SpliceNet: recovering splicing isoform-specific differential gene networks from RNA-Seq data of normal and diseased samples, Nucleic Acids Research. 2014, 42 (15): e121. |
| Researcher : LIN R |
| List of Research Outputs |
| LIN R. and Yin G., Sample Size Re-Estimation in Adaptively Randomized Clinical Trials with Missing Data, In: Oleksandr Sverdlov, Modern Adaptive Randomized Clinical Trials: Statistical and Practical Aspects. Chapman and Hall/CRC, 2015, 269-286. |
| Yin G. and LIN R., Comments on ‘Competing designs for drug combination in phase I dose-finding clinical trials’ by M-K. Riviere, F. Dubois, and S. Zohar, Statistics in Medicine. 2015, 34: 13-17. |
| Researcher : LIU L |
| List of Research Outputs |
| LIU L. and Cheung E.C.K., On a Gerber–Shiu type function and its applications in a dual semi-Markovian risk model, Applied Mathematics and Computation. Netherlands, Elsevier, 2014, 247: 1183-1201. |
| LIU L. and Cheung E.C.K., On a bivariate risk process with a dividend barrier strategy, Annals of Actuarial Science. England, Cambridge University Press, 2015, 9(1): 3-35. |
| Researcher : Lam KF |
| List of Research Outputs |
| Lam K.F., Award for Teaching Excellence 2013-14, Faculty of Science, The University of Hong Kong. 2014. |
| Lam K.F. and Wong K.Y., Semiparametric Analysis of Clustered Interval-Censored Survival Data with a Cure Fraction, In: J. Cabrera, E.J. Kontoghiorghes, J.C. Lee, Computational Statistics & Data Analysis. Elsevier B.V., 2014, 79: 165-174. |
| Lam T.P., Lam K.F., Lam W.W. and Sun K.S., Does postgraduate training in community mental health make a difference to primary care physicians' attitudes to depression and schizophrenia?, Community Mental Health Journal. 2015. |
| Lam T.P., Lam K.F., Wun Y.T. and Sun K.S., How long do the Hong Kong Chinese expect their URTI to last? – Effects on antibiotic use, BMC Pulmonary Medicine. 2015, 15: 23-28. |
| Sun K.S., Lam T.P., Lam K.F. and Lo T.L., Managing common mental health problems: contrasting views of primary care physicians and psychiatrists, Family Practice. 2015. |
| Sun K.S., Lam T.P., Lam K.F. and Lo T.L., Obstacles in managing mental health problems for primary care physicians in Hong Kong, Administration and Policy in Mental Health and Mental Health Services Research. 2014. |
| WU D., Wang Y., Lam K.F. and Hesketh T., Health system reforms, violence against doctors and job satisfaction in the medical profession: a cross-sectional survey in Zhejiang Province, Eastern China, BMJ Open. 2014, 4: e006431-e006431. |
| Wu D.Y. and Lam K.F., Osteodesis for Hallux Valgus Correction: Is it Effective?, Clinical Orthopaedics and Related Research®. 2015, 473: 328-336. |
| Xu Y., Lam K.F., Ooi E.E., Wilder-Smith A., Paton N., Lee L.S. and Cheung Y.B., A Simple and Powerful Method for the Estimation of Intervention Effects on Serological Endpoints Using Paired Interval-Censored Data, Journal of Biopharmaceutical Statistics. 2015, 25: 124-136. |
| Xu Y., Lam K.F., Cowling B.J. and Cheung Y.B., Estimation of intervention effect using paired interval-censored data with clumping below lower detection limit, Statistics in Medicine . 2014. |
| YAU T.W.D., Wong M.C.M., Lam K.F. and McGrath C.P.J., Bayesian explanatory item response analysis for CPQ11-14RSF:8, Journal of Dental Research. 2015, 94 (Spec Iss A): 1021. |
| YAU T.W.D., Wong M.C.M., McGrath C.P.J. and Lam K.F., Evaluating the psychometric properties of 8-item-CPQ11-14 using item response theory, Journal of Dental Research. 2014, 93 (Spec Iss C): IP_041. |
| Researcher : Lee SMS |
| Project Title: | A study of bootstrap inference based on LASSO-type estimators in a moving-parameter perspective |
| Investigator(s): | Lee SMS |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2012 |
| List of Research Outputs |
| Dong Y. and Lee S.M.S., Depth functions as measures of representativeness, Statistical Papers. 2014, 55: 1079-1105. |
| Lee S.M.S., Associate Editor, In: A. DasGupta, H. Dette, W.-L. Loh, Journal of Statistical Planning and Inference. 2015. |
| Lee S.M.S., Associate Editor, In: Hsin-Cheng Huang, Ruey S. Tsay, Zhiliang Ying, Statistica Sinica. 2014. |
| Lee S.M.S., Post-model Selection Inference and its Bootstrap, Workshop Series in Applied Statistics 2014-15, Hang Seng Management College. 2015. |
| Lee S.M.S. and Wu Y.L., Resampling-based post-model-selection inference for linear regression models, Dept of Statistics & Actuarial Science, University of Hong Kong, 2015, 514: 1-43. |
| Soleymani M. and Lee S.M.S., A bootstrap procedure for local semiparametric density estimation amid model uncertainties, In: A. DasGupta, H. Dette, W.-L. Loh, Journal of Statistical Planning and Inference. NORTH-HOLLAND, sciencedirect, 2014, 153: 75-86. |
| Wei B., Lee S.M.S. and Wu X., Stochastically optimal bootstrap sample size for shrinkage-type statistics, Statistics and Computing. 2014. |
| Researcher : Li E |
| List of Research Outputs |
| Li E., Targeting Multiple Management Objectives in Sustainable Fisheries, Journal of Management and Sustainability . Canadian Center of Science and Education, 2014, 4(3): 54-64. |
| Researcher : Li G |
| Project Title: | On statistical inference for quantile time series models |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2013 |
| List of Research Outputs |
| Li D., Li G. and You J., SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME-SERIES PARTIALLY LINEAR MODELS, Journal of Time Series Analysis. 2014, 35: 478-490. |
| Li G., GUAN B., Li W.K. and Yu P.L.H., Hysteretic autoregressive time series models, Biometrika. Oxford University Press, 2015, 102(3): 717-723. |
| Li G., LI Y. and Tsai C...-.L..., Quantile Correlations and Quantile Autoregressive Modeling, Journal of the American Statistical Association. 2015, 110: 246-261. |
| Liu S. and Li G., Varying-coefficient mean–covariance regression analysis for longitudinal data, Journal of Statistical Planning and Inference. 2015, 160: 89-106. |
| Pei Q., Zhang D., Li G. and Lee F., Climate change and the macroeconomic structure in Pre-industrial Europe: new evidence from Wavelet Analysis, PLoS ONE. 2015, 10: e0126480. |
| Pei Q., Zhang D., Li G., Winterhalder B. and Lee F., Epidemics in Ming and Qing China: impacts of changes of climate and economic well-being, Social Science & Medicine. 2015, 136-137: 73-80. |
| Researcher : Li L |
| List of Research Outputs |
| Li L., Yuen K.C. and Yang J., Distorted mix method for constructing copulas with tail dependence, Insurance: Mathematics and Economics. Elsevier, 2014, 57: 77-89. |
| Researcher : Li WK |
| Project Title: | The buffer process: a new type of threshold time series model |
| Investigator(s): | Li WK, Li G, Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2012 |
| List of Research Outputs |
| Li G., GUAN B., Li W.K. and Yu P.L.H., Hysteretic autoregressive time series models, Biometrika. Oxford University Press, 2015, 102(3): 717-723. |
| Li W.K., On Autoregressive Conditional Heteroscedastic Models With A Buffer, The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting- June 29-July 4, 2014, Taipei, Taiwan. Taipei, Taiwan, 2014. |
| Li W.K., Some Results On The Buffered Time Series Models, Nonlinear Time Series Analysis - Thresholding and Beyond, Sept. 19-20, 2014 , London School of Economics. London School of Economics, 2014. |
| Li W.K., The Generalized Conditional Autoregressive Wishart Model For Multivariate Realized Volatility, The 10th International Conference on "Frontiers of Statistcs" June 24-26, 2015, Beijing. Beijing, 2015. |
| NG F.C., Li W.K. and Yu P.L.H., A Black–Litterman approach to correlation stress testing, Quantitative Finance. London, Routledge, 2014, 14: 1643-1649. |
| Wong S.T. and Li W.K., Extreme Values Identification in Regression Using a Peaks-Over-Threshold Approach, Journal of Applied Statistics. UK, Taylor & Francis, 2015, 42: 566-576. |
| Wu K.Y.K. and Li W.K., Double Generalized Threshold Models with constraint on the dispersion by the mean, Computational Statistics & Data Analysis. 2015, 82: 59-73. |
| Researcher : Lui GCS |
| List of Research Outputs |
| Bao W., Lui G.C.S. and Leung K.M.Y., Acute and chronic toxicities of zinc pyrithione alone and in combination with copper to the marine copepod Tigriopus japonicus, Aquatic Toxicology. 2014, 157: 81-93. |
| Kong S.L., Lee S.W.L., Lui G.C.S., Chan W.S., Fok A.K.T., Lee H.P. and Wu K.Y.K., VALIDATION OF ACCURACY OF HOME BLOOD PRESSURE MONITORING DEVICES BY BLAND AND ALTMAN LIMITS OF AGREEMENT AND METHOD OF VARIANCE ESTIMATES RECOVERY, Journal of the American College of Cardiology. 2015, 65: A1406. |
| Li J., Leung T.Y., Bao W., Lui G.C.S. and Leung K.M.Y., Temperature-dependent physiological and biochemical responses of the marine medaka Oryzias melastigma with consideration of both low and high thermal extremes, Journal of Thermal Biology. 2014. |
| WANG Z., Kwok K.W.H., Lui G.C.S., Zhou G., Lee J.S., Lam M.H.W. and Leung K.M.Y., Comparison of Temperate and Topical Saltwater Species’ Acute Sensitivities Distributions to Chemicals: Implication for Deriving Safe Extrapolation Factor, A poster presentation at the International Conference on Biodiversity, Ecology and Conservation of Marine Ecosystems, held during 1-4 June 2015, at the University of Hong Kong, Hong Kong, China. 2015. |
| WANG Z., Lui G.C.S., Zhou G. and Leung K.M.Y., Temperature-dependent species sensitivity distributions: implications on prediction of temperature-dependent chemical toxicity to freshwater organisms under different thermal scenarios, Poster presentation at the SETAC Asia/Pacific 2014 Conference, held during 14-17 September 2014 at Adelaide Convention Centre, Adelaide, Australia. 2014. |
| Researcher : NG FC |
| List of Research Outputs |
| NG F.C., Li W.K. and Yu P.L.H., A Black–Litterman approach to correlation stress testing, Quantitative Finance. London, Routledge, 2014, 14: 1643-1649. |
| Researcher : Ng KW |
| Project Title: | Compositional Data Analysis Workshop (CoDaWork'03) Compositional Hypotheses of Subcompositional Stability and Specific Perturbation Change and Their Testing |
| Investigator(s): | Ng KW |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 10/2003 |
| Project Title: | Research Output Prize (Faculty of Science) |
| Investigator(s): | Ng KW |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Research Output Prize (in Faculty) |
| Start Date: | 01/2013 |
| Researcher : Soleymani M |
| List of Research Outputs |
| Soleymani M. and Lee S.M.S., A bootstrap procedure for local semiparametric density estimation amid model uncertainties, In: A. DasGupta, H. Dette, W.-L. Loh, Journal of Statistical Planning and Inference. NORTH-HOLLAND, sciencedirect, 2014, 153: 75-86. |
| Researcher : TANG Y |
| List of Research Outputs |
| Yu P.L.H. and TANG Y., Bayesian Finite Mixture Models for Probabilistic Context-Free Grammars, In: Alexander Gelbukh, Computational Linguistics and Intelligent Text Processing: Lecture Notes in Computer Science. Springer, 2015, 9041: 201-212. |
| Researcher : Tian G |
| Project Title: | A New MM Algorithm for Constrained Estimation in the Proportional Hazards Model |
| Investigator(s): | Tian G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 05/2014 |
| Completion Date: | 10/2015 |
| Project Title: | Poisson and negative binomial item count techniques for surveys with sensitive question |
| Investigator(s): | Tian G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 03/2015 |
| List of Research Outputs |
| Ding J., Tian G. and Yuen K.C., A new MM algorithm for constrained estimation in the proportional hazards model, Computational Statistics and Data Analysis. Elsevier, 2015, 84: 135-151. |
| Researcher : Tong H |
| Project Title: | Distinguished Visiting Professors in the Department of Statistics and Actuarial Science |
| Investigator(s): | Tong H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Distinguished Research Achievement Award |
| Start Date: | 05/2005 |
| Researcher : Wong ST |
| List of Research Outputs |
| Wong S.T. and Li W.K., Extreme Values Identification in Regression Using a Peaks-Over-Threshold Approach, Journal of Applied Statistics. UK, Taylor & Francis, 2015, 42: 566-576. |
| Researcher : Woo JK |
| Project Title: | Analysis of risk models for insurance losses |
| Investigator(s): | Woo JK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 03/2013 |
| List of Research Outputs |
| Willmot G.E. and Woo J.K., On some properties of a class of multivariate Erlang mixtures with insurance applications, In: Andrew Cairns, ASTIN Bulletin. UK, Cambridge, 2015, 45: 151-173. |
| Woo J.K., A multivariate discounted renewal sums with time-dependent claims in the presence of reporting/payment delays, IME 2015 Congress, Liverpool. 2015. |
| Researcher : Wu KYK |
| List of Research Outputs |
| Kong S.L., Lee S.W.L., Lui G.C.S., Chan W.S., Fok A.K.T., Lee H.P. and Wu K.Y.K., VALIDATION OF ACCURACY OF HOME BLOOD PRESSURE MONITORING DEVICES BY BLAND AND ALTMAN LIMITS OF AGREEMENT AND METHOD OF VARIANCE ESTIMATES RECOVERY, Journal of the American College of Cardiology. 2015, 65: A1406. |
| Lee S.W.L., Lam S.C.C., Kong S.L., Chan K.W.K., Tam C.C., Wong K.L., Wong A.Y.T., Yung A.S.Y., Shea C.P., Zhang L. and Wu K.Y.K., TCT-367 2-Year Sequential OCT Follow-up Findings and 3-Year Clinical Outcomes of the New Dual Therapy Endothelial Progenitor Cell Capturing Sirolimus-eluting COMBO Stent: The EGO-COMBO Study, Journal of the American College of Cardiology. 2014, 64: B107. |
| Wu K.Y.K. and Li W.K., Double Generalized Threshold Models with constraint on the dispersion by the mean, Computational Statistics & Data Analysis. 2015, 82: 59-73. |
| Researcher : Yang H |
| Project Title: | Pricing of barrier options, valuation of related EIAs, and optimal strategies for insurance and financial portfolios |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2012 |
| Project Title: | 15th Applied Stochastic Models and Data Analysis International Conference (ASMDA 2013); Some results on exponential stopping of Brownian motion and their applications |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2013 |
| Project Title: | Valuing equity-linked insurance products and related problems in actuarial science |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2014 |
| Project Title: | Outstanding Researcher Award 2013-14 |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Outstanding Researcher Award |
| Start Date: | 12/2014 |
| List of Research Outputs |
| Bensoussan A., Siu C.C., Yam S.C.P. and Yang H., A class of non-zero-sum stochastic differential investment and reinsurance games, Automatica. Elsevier Ltd., 2014, 50: 2025-2037. |
| Chau K.W., Yam S.C.P. and Yang H., Fourier-cosine method for Gerber–Shiu functions, Insurance: Mathematics and Economics. Elsevier B.V., 2015, 61: 170-180. |
| Chau K.W., Yam S.C.P. and Yang H., Fourier-cosine method for ruin probabilities, Journal of Computational and Applied Mathematics. Elsevier B.V., 2015, 281: 94-106. |
| Siu C.C., Yam S.C.P. and Yang H., VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK, ASTIN Bulletin. Astin Bulletin, 2015, 45: 355-395. |
| Yang H., Corresponding Member, Swiss Association of Actuaries. 2014. |
| Yang H., Honorary Fellow, Institute and Faculty of Actuaries. 2014. |
| Yang H., Outstanding Researcher Award, The University of Hong Kong. 2014. |
| Zhang Z.M. and Yang H., Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation, Insurance: Mathematics and Economics. Elsevier B.V., 2014, 59: 168-177. |
| Researcher : Yang J |
| List of Research Outputs |
| Li L., Yuen K.C. and Yang J., Distorted mix method for constructing copulas with tail dependence, Insurance: Mathematics and Economics. Elsevier, 2014, 57: 77-89. |
| Researcher : Yao J.J. |
| Project Title: | Inference for high-dimensional factor models |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2013 |
| Project Title: | Random matrices and their applications |
| Investigator(s): | Yao JJ, Li WK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | France/Hong Kong Joint Research Scheme - Conference/Workshop Grants |
| Start Date: | 01/2014 |
| Completion Date: | 01/2015 |
| Project Title: | Test of dependence between a large set and a small set of variables |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2015 |
| List of Research Outputs |
| Researcher : Yao JJ |
| Project Title: | Inference for high-dimensional factor models |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2013 |
| Project Title: | Random matrices and their applications |
| Investigator(s): | Yao JJ, Li WK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | France/Hong Kong Joint Research Scheme - Conference/Workshop Grants |
| Start Date: | 01/2014 |
| Completion Date: | 01/2015 |
| Project Title: | Test of dependence between a large set and a small set of variables |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2015 |
| List of Research Outputs |
| LI Z., Pan G. and Yao J.J., On singular value distribution of large-dimensional autocovariance matrices, Journal of Multivariate Analysis. 2015, 137: 119-140. |
| LI Z. and Yao J.J., On two simple and effective procedures for high dimensional classification of general populations, Statistical Papers. 2015. |
| Wang Q., Silverstein J.W. and Yao J.J., A note on the CLT of the LSS for sample covariance matrix from a spiked population model, Journal of Multivariate Analysis. 2014, 130: 194-207. |
| Wang Q., SU Z. and Yao J.J., Joint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models, Electronic Journal of Probability. 2014, 19 (103): 1-28. |
| YALAMANCHILI H.K., LI Z., WANG P., Wong M.P., Yao J.J. and Wang J.J., SpliceNet: recovering splicing isoform-specific differential gene networks from RNA-Seq data of normal and diseased samples, Nucleic Acids Research. 2014, 42 (15): e121. |
| Yao J.J., Bai Z. and Zheng S., Large Sample Covariance Matrices and High-Dimensional Data Analysis. Cambridge University Press, 2015. |
| Yao J.J. and Passemier D., On estimation of the noise variance in a high-dimensional signal detection model , 2014 IEEE Workshop on Statistical Signal Processing (SSP) . 2014, 17-20. |
| Zheng S., Bai Z. and Yao J.J., Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing, The Annals of Statistics. 2015, 43: 546-591. |
| Researcher : Yin C |
| List of Research Outputs |
| Yin C. and Yuen K.C., Exact joint laws associated with spectrally negative Levy process and applications to insurance risk theory, Frontiers of Mathematics in China. Netherlands, Springer, 2014, 9(6): 1453-1471. |
| Researcher : Yin G |
| Project Title: | Bayesian two-stage adaptive design in phase I and phase II clinical trials |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2013 |
| Project Title: | Bayesian Hierarchical Modeling and Subgroup Analysis with Application to Alzheimers Disease' |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2015 |
| List of Research Outputs |
| Jin I.H., Huo L., Yin G. and Yuan Y., Phase I trial design for drug combinations with Bayesian model averaging, Pharmaceutical Statistics. John Wiley & Sons, Ltd., 2015, 14: 108-119. |
| LIN R. and Yin G., Sample Size Re-Estimation in Adaptively Randomized Clinical Trials with Missing Data, In: Oleksandr Sverdlov, Modern Adaptive Randomized Clinical Trials: Statistical and Practical Aspects. Chapman and Hall/CRC, 2015, 269-286. |
| Morita S., Sakamaki K. and Yin G., Detecting Overall Survival Benefit Derived From Survival Postprogression Rather Than Progression-Free Survival, JNCI Journal of the National Cancer Institute. Oxford University Press, 2015, 107(8): djv133-djv133. |
| WEN Y., Wong H.M., Yin G., Lin R. and McGrath C.P.J., Variations in Facial Measurements: Hierarchical Bayesian Analyses of Photogrammetric Studies, The 93rd General Session & Exhibition of the International Association for Dental Research, Boston, U.S.A.. 2015. |
| WEN Y., Wong H.M., Yin G., Lin R.T. and McGrath C.P.J., Variations in facial measurements: Hierarchical Bayesian analyses of photogrammetric studies, Journal of Dental Research. 2015, 94 (Spec Iss A): 2843. |
| Wang X.G., Zhang J., Yu L. and Yin G., Generalized partially linear single-index model for zero-inflated count data, Statistics in Medicine. John Wiley & Sons, Ltd, 2015, 34: 876-886. |
| Wu Y. and Yin G., Conditional quantile screening in ultrahigh-dimensional heterogeneous data, Biometrika. Biometrika Trust, 2015, 102: 65-76. |
| Yin G. and LIN R., Comments on ‘Competing designs for drug combination in phase I dose-finding clinical trials’ by M-K. Riviere, F. Dubois, and S. Zohar, Statistics in Medicine. 2015, 34: 13-17. |
| Researcher : Yip PSF |
| Project Title: | 22nd World Congress of the International Association for Suicide Preventation (IASP) Social Burden of Suicide Risk in Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 09/2003 |
| Project Title: | IBC 2004 XXIInd International Biometric Conference in Parallel with ASC 2004 Australian Statistical Conference A Unification Method of Estimating Population Size via Capture-recapture Experiments |
| Investigator(s): | Yip PSF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2004 |
| Project Title: | XVIII World Congress of the International Association for Suicide Prevention Suicide in Three Chinese Communities: China, Taiwan and Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 09/2005 |
| Project Title: | HKU Overseas Fellowship Awards 2009-10 |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | HKU Overseas Fellowship Awards |
| Start Date: | 09/2009 |
| Project Title: | Outstanding Researcher Award 2008-2009 |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Outstanding Researcher Award |
| Start Date: | 12/2009 |
| Project Title: | A study on suicide news reporting ecology in Hong Kong and Taiwan: accuracy, stereotyping and mutual causation. |
| Investigator(s): | Yip PSF, Fu KW |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Public Policy Research |
| Start Date: | 10/2012 |
| Completion Date: | 09/2014 |
| Project Title: | Suicide and employment |
| Investigator(s): | Yip PSF, Chang S |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2012 |
| Project Title: | An Integrated Study of the Population Policy for Hong Kong |
| Investigator(s): | Yip PSF, Cheung PTY, Lam KF, Lum TYS |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Strategic Public Policy Research |
| Start Date: | 03/2013 |
| Project Title: | World Congress for Suicide Prevention IASP; Stigma: A Major Barrier For Suicide Prevention /Suicidal Behaviors In Hong Kong: An Update /A Study On The Mutual Causation Of Suicide Reporting And Suicide Incidences |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 09/2013 |
| Project Title: | A Study of Aspiration of Fertility amongst Married Women in Hong Kong (Age 15-49) |
| Investigator(s): | Yip PSF, Zhang Y |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Public Policy Research Funding Scheme |
| Start Date: | 02/2014 |
| Completion Date: | 01/2015 |
| Project Title: | A Study of the Movement of Type A and B Babies in Hong Kong |
| Investigator(s): | Yip PSF, Lam KF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Public Policy Research Funding Scheme |
| Start Date: | 02/2014 |
| Completion Date: | 10/2014 |
| Project Title: | A study on the effect of exclusion period on the suicidal risk among the insured |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Seed Funding Programme for Basic Research |
| Start Date: | 06/2014 |
| Project Title: | The impact of the 2008 global economic crisis on suicide in Hong Kong |
| Investigator(s): | Yip PSF, Chang S |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2014 |
| Project Title: | A temporal spatial analysis of morbidity and mortality for Hong Kong population |
| Investigator(s): | Yip PSF, Chang S |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2014 |
| Project Title: | Individual- and area-level influence on elderly health: longitudinal and cross-sectional analyses of elderly health status and mortality in Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Small Project Funding |
| Start Date: | 06/2015 |
| Project Title: | 28th Wrold Congress of the International association for suicide prevention ; Responding to the spread of Helium suicides by engaging media: A Hong Kong experience”, |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2015 |
| Researcher : Yu PLH |
| Project Title: | Development of Data Mining Labs using SAS Enterprise Miner Version 5 |
| Investigator(s): | Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Run Run Shaw Research and Teaching Endowment Fund - Teaching Grants |
| Start Date: | 06/2007 |
| List of Research Outputs |
| Alvo M... and Yu P.L.H., Statistical Methods for Ranking Data. Springer, 2014, 273 pages. |
| Chan J.S.K., Wan W.Y. and Yu P.L.H., A Poisson geometric process approach for predicting drop-out and committed first-time blood donors, Journal of Applied Statistics. Taylor & Francis, 2014, 41(7): 1486-1503. |
| Li G., GUAN B., Li W.K. and Yu P.L.H., Hysteretic autoregressive time series models, Biometrika. Oxford University Press, 2015, 102(3): 717-723. |
| NG F.C., Li W.K. and Yu P.L.H., A Black–Litterman approach to correlation stress testing, Quantitative Finance. London, Routledge, 2014, 14: 1643-1649. |
| WANG F., Yu P.L.H. and Cheung D.W.L., Combining Technical Trading Rules Using Parallel Particle Swarm Optimization based on Hadoop, 2014 IEEE World Congress on Computational Intelligence. 2014. |
| Yu P.L.H., Analyzing and Modeling of Ranking Data, Invited as a SUMMER AT CENSUS Scholar at the U.S. Census Bureau. 2014. |
| Yu P.L.H., Associate Editor, Computational Statistics. 2014. |
| Yu P.L.H., Associate Editor, Computational Statistics & Data Analysis. 2015. |
| Yu P.L.H., Associate Editor, Statistics, Optimization and Information Computing. 2014. |
| Yu P.L.H. and TANG Y., Bayesian Finite Mixture Models for Probabilistic Context-Free Grammars, In: Alexander Gelbukh, Computational Linguistics and Intelligent Text Processing: Lecture Notes in Computer Science. Springer, 2015, 9041: 201-212. |
| Yu P.L.H., Lee P.H., Cheung S.F., Lau E.Y.Y., Mok D.S. and Hui H.C.C., Logit tree models for discrete choice data with application to advice-seeking preferences among Chinese Christians, Computational Statistics. 2015, 1-29. |
| Researcher : Yuen KC |
| Project Title: | On Some Actuarial Problems for Risk Models with Dependence |
| Investigator(s): | Yuen KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2014 |
| Project Title: | The 19th International Congress on Insurance: Mathematics and Economics (IME2015); Optimal proportional reinsurance for a risk model with thinning dependence |
| Investigator(s): | Yuen KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2015 |
| List of Research Outputs |
| Ding J., Tian G. and Yuen K.C., A new MM algorithm for constrained estimation in the proportional hazards model, Computational Statistics and Data Analysis. Elsevier, 2015, 84: 135-151. |
| Dong Y., Yuen K.C., Wang G. and Wu C., A reduced-form model for correlated defaults with regime-switching shot noise intensities, Methodology and Computing in Applied Probability. Springer, 2014, 16(3): 643-673. |
| Dong Y., Wang G. and Yuen K.C., Bilateral counterparty risk valuation on a CDS with a common shock model, Methodology and Computing in Applied Probability. US, Springer, 2014, 16(3): 643-673. |
| Dong Y., Yuen K.C. and Wu C., Regime-switching shot noise processes and longevity bonds pricing, Lithuanian Mathematical Journal. 2014, 54(4): 383-402. |
| Li L., Yuen K.C. and Yang J., Distorted mix method for constructing copulas with tail dependence, Insurance: Mathematics and Economics. Elsevier, 2014, 57: 77-89. |
| Yin C. and Yuen K.C., Exact joint laws associated with spectrally negative Levy process and applications to insurance risk theory, Frontiers of Mathematics in China. Netherlands, Springer, 2014, 9(6): 1453-1471. |
| Yuen K.C., Computational Statistics and Data Analysis, Associate Editor, 2014. |
| Yuen K.C., Computational Statistics and Data Analysis, Associate Editor, 2015. |
| Yuen K.C., Liang Z. and Zhou M., Optimal proportional reinsurance with common shock dependence , Research Report. Department of Statistics and Actuarial Science, HKU, 2014, 513: 1-35. |
| Yuen K.C., Optimal reinsurance for a book of dependent classes of insurance business, Workshop on Actuarial Science and Risk Management, Chongqing, China. 2014. |
| Zhou M. and Yuen K.C., Portfolio selection by minimizing the present value of capital injection costs, ASTIN Bullentin. Cambrige University Press, 2015, 45(1): 207-238. |
| Researcher : Zhou M |
| List of Research Outputs |
| Zhou M. and Yuen K.C., Portfolio selection by minimizing the present value of capital injection costs, ASTIN Bullentin. Cambrige University Press, 2015, 45(1): 207-238. |