DEPT OF STATISTICS & ACTUARIAL SCIENCE
| Researcher : CAI W |
| List of Research Outputs |
| CAI W. and Lee S.M.S., Effects of small coefficients on distributional properties of lasso-type regression estimators, Research Report. Department of Statistics and Actuarial Science, HKU, 2015, 518: 1-43. |
| Researcher : CHONG WF |
| List of Research Outputs |
| Cheung K.C., CHONG W.F. and Yam S.C.P., Convex ordering for insurance preferences, Insurance: Mathematics and Economics. 2015, 64: 409-416. |
| Cheung K.C., CHONG W.F. and Yam S.C.P., The optimal insurance under disappointment theories, Insurance: Mathematics and Economics. 2015, 64: 77-90. |
| 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 : Chen M |
| List of Research Outputs |
| Chen M. and Yuen K.C., Optimal dividend and reinsurance in the presence of two reinsurers, Journal of Applied Probability. Applied Probability Trust, 2016, 53(2): 554-571. |
| 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 |
| Cheung E.C.K., Insurance risk process with periodic dividend decisions: A randomized approach, Department of Applied Statistics, Yonsei University. 2015. |
| Cheung E.C.K., Liu H. and Woo J.K., On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy, Risks. Switzerland, MDPI, 2015, 3(4): 491-514. |
| Wong J.T.Y. and Cheung E.C.K., On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps, Insurance: Mathematics and Economics. Netherlands, Elsevier, 2015, 65: 280-290. |
| 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., CHONG W.F. and Yam S.C.P., Convex ordering for insurance preferences, Insurance: Mathematics and Economics. 2015, 64: 409-416. |
| Cheung K.C., Chong W.F., Elliott R. and Yam S.C.P., DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE, ASTIN Bulletin. 2015, 45: 679-702. |
| Cheung K.C., CHONG W.F. and Yam S.C.P., The optimal insurance under disappointment theories, Insurance: Mathematics and Economics. 2015, 64: 77-90. |
| 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: | Likelihood methods for assessing association and parent-of-origin effects using case-control pedigrees |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2015 |
| Project Title: | 2016 China Statistics Conference; Test for Imprinting Effects on the X Chromosome |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2016 |
| Completion Date: | 06/2016 |
| List of Research Outputs |
| Fung T.W.K., Associate Editor, Annals of the Institute of Statistical Mathematics. 2015. |
| Fung T.W.K., Associate Editor, Computational Statistics. 2015. |
| Fung T.W.K., Associate Editor, Journal of Applied Statistical Science. 2015. |
| Fung T.W.K., Associate Editor, Journal of the Japanese Society of Computational Statistics. 2015. |
| Fung T.W.K. and Hu Y.Q., DNA: Statistical Analysis, In: J. Payne-James and R.W. Byard, Encyclopedia of Forensic and Legal Medicine (Second Edition). Elsevier, 2016, 365-370. |
| Fung T.W.K., Series Editor, Book Series of Advances in Statistics, Probability and Actuarial Science. Imperial College/World Scientific Press, 2015. |
| Fung T.W.K., Test for Genomic Imprinting Effects on the X Chromosome, The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting (IMS-APRM 2016), held in Hong Kong, June 27-30, 2016. 2016. |
| Fung T.W.K., Test for Imprinting Effects on the X Chromosome, 2016 ICSA China Statistics Conference, held in Qingdao, China, June 24-25, 2016. 2016. |
| Zhao H. and Fung T.W.K., A powerful FDR control procedure for multiple hypotheses, Computational Statistics & Data Analysis. Elsevier B.V., 2016, 98: 60-70. |
| Researcher : IP HL |
| List of Research Outputs |
| IP H.L. and Li W.K., Time Varying Spatio-temporal Covariance Models, Spatial Statistics. Elsevier, 2015, 14: 269-285. |
| Researcher : LI Z |
| List of Research Outputs |
| Passemier D., LI Z. and Yao J.J., On estimation of the noise variance in high dimensional probabilistic principal component analysis, Journal of the Royal Statistical Society: Series B (Statistical Methodology). 2015. |
| Researcher : LIN R |
| List of Research Outputs |
| LIN R. and Yin G., Bayes factor and posterior probability: Complementary statistical evidence to p-value, Contemporary Clinical Trials. 2015, 44: 33-35. |
| LIN R. and Yin G., Bayesian optimal interval design for dose finding in drug-combination trials, Statistical Methods in Medical Research. SAGE, 2015, 1-16. |
| Researcher : Lam KF |
| List of Research Outputs |
| Lam T.P., Wun Y.T., Lam K.F. and SUN K.S., Differences in antibiotic use between patients with and without a regular doctor in Hong Kong, BMC Pharmacology and Toxicology. 2015, 16: 40. |
| Lam T.P., Lam K.F., Ho P.L. and Yung W.H.R., Knowledge, attitude, and behaviour toward antibiotics among Hong Kong people: local-born versus immigrants, Hong Kong Medical Journal. 2015, 21 Suppl 7: 41-47. |
| SUN K.S., Lam T.P., Lam K.F., Lo T.L., Chao D.V.K. and Lam W.W., Barriers of Chinese primary care attenders to seeking help for psychological distress in Hong Kong, Journal of Affective Disorders. 2016, 196: 164-170. |
| YAU T.W.D., Wong M.C.M., Lam K.F. and McGrath C.P.J., Evaluation of psychometric properties and differential item functioning of 8-item Child Perceptions Questionnaires using item response theory, BMC Public Health. 2015, 15: 792. |
| Researcher : Lam Y |
| List of Research Outputs |
| Lam Y., Choy B. and Yu P.L.H., A sequential sampling plan for exponential distribution , Research Report. Department of Statistics and Actuarial S, HKU, 2015, 519: 1-519. |
| Researcher : Lee SMS |
| Project Title: | Consistent bootstrap procedures for post-model-selection inference under linear regression models |
| Investigator(s): | Lee SMS |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2016 |
| List of Research Outputs |
| CAI W. and Lee S.M.S., Effects of small coefficients on distributional properties of lasso-type regression estimators, Research Report. Department of Statistics and Actuarial Science, HKU, 2015, 518: 1-43. |
| Lee S.M.S. and Soleymani M., A Simple Formula for Mixing Estimators With Different Convergence Rates, Journal of the American Statistical Association. 2015, 110: 1463-1478. |
| Lee S.M.S., Associate Editor, In: A. DasGupta, H. Dette, W.-L. Loh, Journal of Statistical Planning and Inference. 2016. |
| Lee S.M.S., Associate Editor, In: Hsin-Cheng Huang, Ruey S. Tsay, Zhiliang Ying, Statistica Sinica. 2015. |
| Lee S.M.S. and Yang P., Bootstrap confidence regions based on M-estimators under nonstandard conditions, Research Output. Department of Statistics and Actuarial Science, HKU, 2015, 517: 1-26. |
| Lee S.M.S. and Young G.A., Distribution of likelihood-based p-values under the alternative hypothesis, Research Output. Department of Statistics and Actuarial Science, HKU, 2015, 516: 1-40. |
| 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 G., Associate Editor, Computational Statistics. 2015. |
| Li G., Associate Editor, Statistics And Its Interface. 2016. |
| Li M., Li W.K. and Li G., A new hyperbolic GARCH model, Journal of Econometrics. Elsevier, 2015, 189: 428-436. |
| Pei Q., Zhang D., Lee F. and Li G., Crop management as an agricultural adaptation to climate in early modern era: A comparative study of Eastern and Western Europe, Agriculture. Basel: MDPIAG, 2016, 6(3): 29. |
| Pei Q., Zhang D., Li G., Foret P. and Lee F., Temperature and precipitation effects on agrarian economy in late imperial China, Environmental Research Letters. 2016, 11(6). |
| Researcher : Li M |
| List of Research Outputs |
| Li M., Li W.K. and Li G., A new hyperbolic GARCH model, Journal of Econometrics. Elsevier, 2015, 189: 428-436. |
| 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 |
| Project Title: | On the generalized conditional autoregressive Wishart process and its extensions |
| Investigator(s): | Li WK, Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2015 |
| Project Title: | HKU Centennial Distinguished Chinese Scholars Scheme 2015-16 |
| Investigator(s): | Li WK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | HKU Centennial Distinguished Chinese Scholars Scheme |
| Start Date: | 09/2015 |
| List of Research Outputs |
| IP H.L. and Li W.K., Time Varying Spatio-temporal Covariance Models, Spatial Statistics. Elsevier, 2015, 14: 269-285. |
| Li M., Li W.K. and Li G., A new hyperbolic GARCH model, Journal of Econometrics. Elsevier, 2015, 189: 428-436. |
| Li W.K. and Zhu K., A Bootstrapped Spectral Test for Adequacy in Weak ARMA Models, The 5th IMS-China Internatioanl Conference on Statistics and Probability, 30-4 July 2015, Yunnan, China. Yunnan, China, 2015. |
| Li W.K. and Zhu K., A new Pearson-type QMLE for conditionally heteroscedastic models, CRiSM Workshop on Non-Likelihood based statistical modelling . Britain, University of Warwick, 2015. |
| NG F.C., Li W.K. and Yu P.L.H., Diagnostic checking of the vector multiplicative error model, Computational Statistics and Data Analysis. 2016, 94(2): 86-97. |
| Zhu K. and Li W.K., A New Pearson-Type QMLE for Conditionally Heteroscedastic Models, Journal of Business & Economic Statistics. USA, Taylor and Francis, 2015, 33: 552-565. |
| Zhu K. and Li W.K., A bootstrapped spectral test for adequacy in weak ARMA models, Journal of Econometrics. Elsevier, 2015, 187: 113-130. |
| Researcher : Liang Z |
| List of Research Outputs |
| Liang Z. and Yuen K.C., Optimal dynamic reinsurance with dependent risks: variance premium principle , Scandinavian Actuarial Journal. Taylar & Francis, 2016, 2016(1): 18-36. |
| Yuen K.C., Liang Z. and Zhou M., Optimal proportional reinsurance with common shock dependence, Insurance: Mathematics and Economics. Elsevier, 2015, 64(1): 1-13. |
| Researcher : NG FC |
| List of Research Outputs |
| NG F.C., Li W.K. and Yu P.L.H., Diagnostic checking of the vector multiplicative error model, Computational Statistics and Data Analysis. 2016, 94(2): 86-97. |
| 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 |
| List of Research Outputs |
| YUAN M. and Ng K.W., The standardized residuals filter for inferential sampling in transformation models, Department of Statistics and Actuarial Science, HKU, 2015, 520: 1-25. |
| Researcher : Soleymani M |
| List of Research Outputs |
| Lee S.M.S. and Soleymani M., A Simple Formula for Mixing Estimators With Different Convergence Rates, Journal of the American Statistical Association. 2015, 110: 1463-1478. |
| 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 |
| Completion Date: | 06/2016 |
| 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 |
| List of Research Outputs |
| Gao Z., Ling S. and Tong H., Tests for TAR models vs. STAR models - a separate family of hypotheses approach, Research Report. Dept of Statistics & Actuarial Science, HKU, 2015, 515: 1-29. |
| Researcher : WANG G |
| List of Research Outputs |
| WANG G., Wang G.J. and Yang H., On a multi-dimensional risk model with regime switching, Insurance: Mathematics and Economics. Elsevier B.V., 2016, 68: 73-83. |
| Researcher : Woo JK |
| Project Title: | Analysis of aggregate claims liabilities with non-homogeneous claim counting process |
| Investigator(s): | Woo JK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 09/2015 |
| Project Title: | On the joint analysis of time-dependent multivariate aggregate claims in a Markovian environment |
| Investigator(s): | Woo JK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | France/Hong Kong Joint Research Scheme - Travel Grants |
| Start Date: | 01/2016 |
| List of Research Outputs |
| Cheung E.C.K., Liu H. and Woo J.K., On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy, Risks. Switzerland, MDPI, 2015, 3(4): 491-514. |
| Woo J.K., Analysis of insurer’s surplus process with capital injection strategy scheduled by the cumulated number of claims, Laboratoire de Mathématiques, Université de Franche Comté in France. 2015. |
| Woo J.K., Modelling incurred but not reported claim reserve in multiline insurance, Ewha Womans University, Department of Statistics. 2015. |
| Woo J.K., The discounted aggregate claims and dividends and their relationships , Yonsei University, Department of Applied Statistics. 2015. |
| Researcher : Xu H |
| List of Research Outputs |
| Saz Parkinson P.M., Xu H., Yu P.L.H., Salvetti D., Marelli M. and Falcone A.D., CLASSIFICATION AND RANKING OF FERMI LAT GAMMA-RAY SOURCES FROM THE 3FGL CATALOG USING MACHINE LEARNING TECHNIQUES, The Astrophysical Journal. IOP Publishing, 2016, 820(1): 8:1-20. |
| Researcher : Xu J |
| List of Research Outputs |
| Xu J., Association Between Anemia, Bleeding, and Transfusion with Long-term Mortality Following Noncardiac Surgery, The American Journal of Medicine. 2016, 129: 315-323.e2. |
| Xu J., Effects of a comprehensive, individualized person-centered management program on persons with moderately severe Alzheimer's disease: A randomized controlled trial—comprehensive study findings, Alzheimer's & Dementia. 2015, 11: P608-P609. |
| Xu J., Everolimus Eluting Stents Versus Coronary Artery Bypass Graft Surgery for Patients With Diabetes Mellitus and Multivessel Disease, Circulation: Cardiovascular Interventions. 2015, 8: e002626. |
| Xu J., On Nonsmooth Estimating Functions via Jackknife Empirical Likelihood, Scandinavian Journal of Statistics. 2016, 43: 49-69. |
| Xu J., Predictors of Access Site Crossover in Patients Who Underwent Transradial Coronary Angiography, The American Journal of Cardiology. 2015, 116: 379-383. |
| Xu J., Revascularization in Patients With Multivessel Coronary Artery Disease and Chronic Kidney Disease, Journal of the American College of Cardiology. 2015, 66: 1209-1220. |
| Xu J., The assessment of thrombotic markers utilizing ionic versus non-ionic contrast during coronary angiography and intervention trial, Catheterization and Cardiovascular Interventions. 2015, n/a-n/a. |
| Researcher : YUAN M |
| List of Research Outputs |
| YUAN M. and Ng K.W., The standardized residuals filter for inferential sampling in transformation models, Department of Statistics and Actuarial Science, HKU, 2015, 520: 1-25. |
| Researcher : Yang H |
| 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 |
| Project Title: | 60th ISI World Statistics Congress -ISI2015; Exponential stopping of jump-diffusion processes and applications |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2015 |
| Project Title: | Conference in Actuarial Science & Finance ; Geometric Stopping of a Random Walk and Its Applications to Valuing Equity-linked Death Benefits |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 05/2016 |
| Completion Date: | 05/2016 |
| List of Research Outputs |
| Gerber H.U., Shiu E.S.W. and Yang H., Geometric stopping of a random walk and its applications to valuing equity-linked death benefits, Insurance: Mathematics and Economics. Elsevier B.V., 2015, 64: 313-325. |
| Hu X., Yang H. and Zhang L., Optimal retention for a stop-loss reinsurance with incomplete information, Insurance: Mathematics and Economics. Elsevier B.V., 2015, 65: 15-21. |
| Jin Z., Yang H. and Yin G., Optimal debt ratio and dividend payment strategies with reinsurance, Insurance: Mathematics and Economics. Elsevier B.V., 2015, 64: 351-363. |
| WANG G., Wang G.J. and Yang H., On a multi-dimensional risk model with regime switching, Insurance: Mathematics and Economics. Elsevier B.V., 2016, 68: 73-83. |
| Yam S.C., Yang H. and Yuen F.L., Optimal asset allocation: Risk and information uncertainty, European Journal of Operational Research. Elsevier B.V., 2016, 251: 554-561. |
| Yang H., A constraint-free approach to optimal reinsurance, The sixth International Gerber-Shiu Workshop, Beijing, June 8-9, 2016. 2016. |
| Yang H., Associate Editor, Acta Mathematicae Applicatae Sinica. 2015. |
| Yang H., Associate Editor, Insurance: Mathematics and Economics. 2015. |
| Yang H., Associate Editor, Journal of Industrial and Management Optimization (JIMO). 2015. |
| Yang H., Associate Editor, North American Actuarial Journal. 2015. |
| Yang H., Associate Editor, Stochastics: An International Journal of Probability and Stochastic Processes. 2015. |
| Yang H., Editorial Board Member, Chinese Journal of Probability and Statistics. 2015. |
| Yang H., Editorial Board Member, Statistical Theory and Related Fields. 2016. |
| Yang H., Series Editor, Book Series of Advances in Statistics, Probability and Actuarial Science. World Scientific, 2015. |
| Yang H., Valuing embedded options in insurance products, The 7th International Form on Statistics of Renmin University of China, Beijing, China, May 27-29, 2016. 2016. |
| Yang H., Valuing embedded options under jump diffusion models, Financial Engineering and Risk Management International Symposium 2016, Guangzhou, China, June 12-13, 2016. 2016. |
| Yang H., Valuing equity-linked death benefit in jump diffusion models, 2015 Symposium on Insurance, Actuarial Science and Risk Management, Guangzhou, China, October 10-11, 2015. 2015. |
| Yang H., Valuing equity-linked death benefits under trinomial tree model, Workshop on Statistics and Actuarial Science, Shanghai, China, October 16-17, 2015. 2015. |
| Yang H., Valuing equity-linked insurance products, The 4th Annual International Conference on Operations Research and Statistics (ORS 2016), January18-19, 2016, Singapore. 2016. |
| Yao D., Yang H. and Wang R., Optimal dividend and reinsurance strategies with financing and liquidation value, ASTIN Bulletin. Astin Bulletin, 2016, 46: 365-399. |
| Zhu J.X. and Yang H., Optimal financing and dividend distribution in a general diffusion model with regime switching, Advances in Applied Probability. Applied Probability Trust, 2016, 48: 406-422. |
| Researcher : Yang Y |
| List of Research Outputs |
| Yang Y. and Yuen K.C., Asymptotics for a discrete-time risk model with Gamma-like insurance risks, Scandinavian Actuarial Journal. Taylor & Francis, 2016, 2016(6): 565-579. |
| 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: | 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: | 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 |
| Passemier D., LI Z. and Yao J.J., On estimation of the noise variance in high dimensional probabilistic principal component analysis, Journal of the Royal Statistical Society: Series B (Statistical Methodology). 2015. |
| Wang Q. and Yao J.J., On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime, Random Matrices: Theory and Applications. 2015, 04: 1550015. |
| Yao J.J., Identifying the number of factors from singular values of a large sample auto-covariance matrix., 2016 Annual Meeting of Statistical Society of Canada. 2016. |
| Yao J.J., Identifying the number of factors from singular values of a large sample auto-covariance matrix, 30th European Meeting of Statisticians. 2015. |
| Yao J.J., Identifying the number of factors from singular values of a large sample auto-covariance matrix, Complex Systems in Time Series Conference. 2015. |
| Yao J.J., On estimation of the noise variance in high-dimensional probabilistic principal component analysis, 2015 IMS-China International Conference on Statistics and Probability. 2015. |
| Yao J.J., On estimation of the noise variance in high-dimensional probabilistic principal component analysis, 8th International Conference of the ERCIM WG on CMStatistics 2015. 2015. |
| Zheng S., Bai Z. and Yao J.J., CLT for linear spectral statistics of a rescaled sample precision matrix, Random Matrices: Theory and Applications. 2015, 04: 1550014. |
| 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 Alzheimer's 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 |
| LIN R. and Yin G., Bayes factor and posterior probability: Complementary statistical evidence to p-value, Contemporary Clinical Trials. 2015, 44: 33-35. |
| LIN R. and Yin G., Bayesian optimal interval design for dose finding in drug-combination trials, Statistical Methods in Medical Research. SAGE, 2015, 1-16. |
| Ro K., Zou C., Wang Z. and Yin G., Outlier detection for high-dimensional data, Biometrika. Biometriak Trust, 2015, 102: 589-599. |
| Wen Y.F., Wong H.M., Lin R., Yin G. and McGrath C.P.J., Inter-Ethnic/Racial Facial Variations: A Systematic Review and Bayesian Meta-Analysis of Photogrammetric Studies, PLoS ONE. 2015, 10(8):e0134525. |
| Wu Y.S., Ma Y.Y. and Yin G., Smoothed and Corrected Score Approach to Censored Quantile Regression with Measurement Errors, Journal of the American Statistical Association. Tayor & Francis, 2015, 110(512): 1670-1683. |
| Yin G., Associate Editor, Contemporary Clinical Trials. 2015. |
| Yin G., Associate Editor, Contemporary Clinical Trials. 2016. |
| Yin G., Associate Editor, Journal of the American Statistical Association. 2015. |
| Yin G., Associate Editor, Journal of the American Statistical Association. 2016. |
| 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: | Outstanding Research Student Supervisor Award 2010-11 |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Outstanding Research Student Supervisor Award |
| Start Date: | 12/2011 |
| 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: | 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: | A Study on the demographics of older adults in Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | HKJC Ctr for Suicide Research & Preventn |
| Source(s) of Funding: | The Hong Kong Jockey Club Charities Trust - General Award |
| Start Date: | 04/2015 |
| 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: | Assessing the socioeconomic costs of drug abuse in Hong Kong SAR |
| Investigator(s): | Yip PSF, Laidler KA |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Beat Drugs Fund |
| Start Date: | 06/2015 |
| Project Title: | 7th IASP conference; Epidemiology and nature of self-harm and suicidal behavior in children and adolescents. |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 05/2016 |
| Completion Date: | 05/2016 |
| Project Title: | Individual-, Household- and Neighbourhood-level effects on Life Satisfaction |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 06/2016 |
| 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 |
| Project Title: | A Unified Framework for Bridging the Gap between Nonparametric and Parametric Inferences based on Ranking Data |
| Investigator(s): | Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2015 |
| List of Research Outputs |
| Lam Y., Choy B. and Yu P.L.H., A sequential sampling plan for exponential distribution , Research Report. Department of Statistics and Actuarial S, HKU, 2015, 519: 1-519. |
| NG F.C., Li W.K. and Yu P.L.H., Diagnostic checking of the vector multiplicative error model, Computational Statistics and Data Analysis. 2016, 94(2): 86-97. |
| Saz Parkinson P.M., Xu H., Yu P.L.H., Salvetti D., Marelli M. and Falcone A.D., CLASSIFICATION AND RANKING OF FERMI LAT GAMMA-RAY SOURCES FROM THE 3FGL CATALOG USING MACHINE LEARNING TECHNIQUES, The Astrophysical Journal. IOP Publishing, 2016, 820(1): 8:1-20. |
| Yu P.L.H., Associate Editor, Computational Statistics. 2015. |
| Yu P.L.H., Associate Editor, Computational Statistics & Data Analysis. 2016. |
| Yu P.L.H., Associate Editor, In: Dr. Chia-Lin Chang and Dr. Michael McAleer, Journal of Health & Medical Economics. 2015. |
| Yu P.L.H., Associate Editor, In: Dr. Michael McAleer, Journal of Informatics and Data Mining. 2015. |
| Yu P.L.H., Associate Editor, Statistics, Optimization and Information Computing. 2015. |
| Yu P.L.H., Rank Aggregation using Distance-based Models, Invited as a SUMMER AT CENSUS Scholar at the U.S. Census Bureau. 2016. |
| Yung E.H.K., Lai L.W.C. and Yu P.L.H., Public Decision Making for Heritage Conservation: a Hong Kong Empirical Study, Habitat International. 2015, 53: 312-319. |
| 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 |
| List of Research Outputs |
| Chen M. and Yuen K.C., Optimal dividend and reinsurance in the presence of two reinsurers, Journal of Applied Probability. Applied Probability Trust, 2016, 53(2): 554-571. |
| Datta S., Pardo M., Scheike T. and Yuen K.C., Guest Editor, Special Issue on Advances in Survival Analysis, Computational Statistics and Data Analysis. 2016, 93. |
| Liang Z. and Yuen K.C., Optimal dynamic reinsurance with dependent risks: variance premium principle , Scandinavian Actuarial Journal. Taylar & Francis, 2016, 2016(1): 18-36. |
| Shen J., Yuen K.C. and Liu C., Empirical likelihood confidence regions for one- or two- samples with doubly censored data, Computational Statistics and Data Analysis. Elsevier, 2016, 93: 285-293. |
| Yang Y. and Yuen K.C., Asymptotics for a discrete-time risk model with Gamma-like insurance risks, Scandinavian Actuarial Journal. Taylor & Francis, 2016, 2016(6): 565-579. |
| Yang Y. and Yuen K.C., Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims, Journal of Mathematical Analysis and Application. 2016, 442(2): 600-626. |
| Yin C. and Yuen K.C., Optimal dividend problems for a jump-diffusion model with captial injections and proportional transaction costs, Journal of Industrial and Management Optimization. US, AIMS, 2015. |
| Yin C.C., Yuen K.C. and Shen Y., Convexity of ruin probability and optimal dividend strategies for a general Levy process, The Scientific World Journal. Hindawi, 2015, 2015: Acticle ID 354129, 9 pages. |
| Yuen K.C., Actuarial Study of Dependent Risks: Analysis and Applications. , 2016 Center of Actuarial Excellence (CAE) Faculty Conference, Chicago, USA. 2016. |
| Yuen K.C., Actuarial studies for the insurance risk model with thinning dependence, School of Mathematics and Computer Science, Fujian Normal University, Fuzhou, China. 2015. |
| Yuen K.C., Computational Statistics and Data Analysis, Associate Editor, 2016. |
| Yuen K.C., On some actuarial problems for the insurance risk model with thinning dependence, Wang Yanan Institute for Studies in Economics and Department of Statistics, School of Economics, Xiamen University, Xiamen, China. 2015. |
| Yuen K.C., Liang Z. and Zhou M., Optimal proportional reinsurance with common shock dependence, Insurance: Mathematics and Economics. Elsevier, 2015, 64(1): 1-13. |
| Yuen K.C., Some problems in a discrete semi-Markov risk model, China Institute for Actuarial Science, Beijing, China. 2016. |
| Yuen K.C., Some problems in a discrete semi-Markov risk model, School of Mathematics, Nankai University, Tianjin, China. 2016. |
| Researcher : Zhou M |
| List of Research Outputs |
| Yuen K.C., Liang Z. and Zhou M., Optimal proportional reinsurance with common shock dependence, Insurance: Mathematics and Economics. Elsevier, 2015, 64(1): 1-13. |
| Researcher : Zhu K |
| List of Research Outputs |
| Li W.K. and Zhu K., A new Pearson-type QMLE for conditionally heteroscedastic models, CRiSM Workshop on Non-Likelihood based statistical modelling . Britain, University of Warwick, 2015. |
| Zhu K. and Li W.K., A New Pearson-Type QMLE for Conditionally Heteroscedastic Models, Journal of Business & Economic Statistics. USA, Taylor and Francis, 2015, 33: 552-565. |