DEPT OF STATISTICS & ACTUARIAL SCIENCE
| Researcher : Benchimol AG |
| List of Research Outputs |
| Benchimol A.G., Diazaraque J.M.M., Lozano I.A. and Alonso-González P.J., Mortality Projection using Bayesian Model Averaging, In: Springer, Eighth International Conference MAF 2018 - Mathematical and Statistical Methods for Actuarial Sciences and Finance.. Springer, 2018. |
| 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 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 |
| Project Title: | On optimal structures of reinsurance markets |
| Investigator(s): | Cheung KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 11/2016 |
| Project Title: | The 2nd International Workshop on Optimal (Re)Insurance; Risk-adjusted Bowley Reinsurance under Distorted Probabilities |
| Investigator(s): | Cheung KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2018 |
| Completion Date: | 07/2018 |
| List of Research Outputs |
| Cheung K.C., Chong W.F. and Lo A., Budget-constrained optimal reinsurance design under coherent risk measures, Scandinavian Actuarial Journal. 2019, 2019: 729-751. |
| Cheung K.C., Yam S.C.P. and Yuen F.L., Reinsurance contract design with adverse selection, Scandinavian Actuarial Journal. 2019, 2019: 784-798. |
| Cheung K.C., Yam S.C.P. and Zhang Y., Risk-adjusted Bowley reinsurance under distorted probabilities, Insurance: Mathematics and Economics. 2019, 86: 64-72. |
| Zhang Y., Zhao P. and Cheung K.C., Comparisons of aggregate claim numbers and amounts: a study of heterogeneity, Scandinavian Actuarial Journal. 2018, 2019: 273-290. |
| Researcher : DONG F |
| List of Research Outputs |
| DONG F. and Yin G., Maximum likelihood estimation for incomplete multinomial data via the weaver algorithm, Statistics and Computing. Springer, 2018, 28: 1095-1117. |
| 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: | Compstat 2018 ; Efficient Monte Carlo evaluation of resampling-based hypothesis tests |
| Investigator(s): | Fung TWK |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 08/2018 |
| Completion Date: | 08/2018 |
| List of Research Outputs |
| Fung T.W.K., Efficient Monte Carlo Evaluation of Resampling-based Hypothesis Tests, Keynote Speech presented at International Conference on Statistical Computing: Challenges and Opportunities in Data Science, Beijing, 9 – 11, November, 2018. 2018. |
| Fung T.W.K., Test for Imprinting Effects on the X-Chromosome, 2018 Statistics Week Taiwan, 5-9, November, 2018. 2018. |
| LAU P.Y., Yeung K.F., Zhou J.Y. and Fung T.W.K., Two Powerful Tests for Parent-of-Origin Effects at Quantitative Trait Loci on the X Chromosome, Human Heredity. 2019, 83: 250-273. |
| Zang Y., Fung T.W.K., Cao S., Ng H.K. and Zhang C., Robust tests for gene–environment interaction in case-control and case-only designs, Computational Statistics & Data Analysis. Elsevier B.V., 2019, 129: 79-92. |
| Zhou J.Y., You X.P., Yang R. and Fung T.W.K., Detection of imprinting effects for qualitative traits on X chromosome based on nuclear families, Statistical Methods in Medical Research. SAGE, 2018, 27: 2329-2343. |
| Zou Q.L., You X.P., Li J.L., Fung T.W.K. and Zhou J.Y., A powerful parent-of-origin effects test for qualitative traits on X chromosome in general pedigrees, BMC Bioinformatics. 2018, 19: pp1-9. |
| Researcher : Gerber HU |
| List of Research Outputs |
| Gerber H.U., Shiu E.S.W. and Yang H., A constraint-free approach to optimal reinsurance, Scandinavian Actuarial Journal. Taylor & Francis, 2019, 2019: 62-79. |
| Researcher : HAN X |
| List of Research Outputs |
| XU R., HAN X., Yang H. and Woo J.K., A plan of capital injections based on the claims frequency, Annals of Actuarial Science. Institute and Faculty of Actuaries, 2018, 12: 296-325. |
| Researcher : HAN Y |
| List of Research Outputs |
| HAN Y., Yu P.L.H. and Mathew T., Shrinkage estimation of Kelly portfolios, Quantitative Finance. England, Taylor & Francis Group, 2019, 19(2): 277-287. |
| Researcher : HUANG X |
| List of Research Outputs |
| HUANG X., Xu J. and Tian G., ON PROFILE MM ALGORITHMS FOR GAMMA FRAILTY SURVIVAL MODELS, Statistica Sinica. 2019. |
| Tian G., HUANG X. and Xu J., AN ASSEMBLY AND DECOMPOSITION APPROACH FOR CONSTRUCTING SEPARABLE MINORIZING FUNCTIONS IN A CLASS OF MM ALGORITHMS, Statistica Sinica. 2019. |
| Researcher : JU D |
| List of Research Outputs |
| Tian G., JU D., Yuen K.C. and ZHANG C., New EM-type algorithm via stochastic representation for the analysis of truncated normal data with applications in biomedincine, Statistical Methods in Medical Research. 2018, 27(8): 2459-2477. |
| Researcher : Jiang F |
| Project Title: | Investigations on the censored quantile regression with time dependent covariates, B-spline measurement error estimation, and reflected non-local priors. |
| Investigator(s): | Jiang F |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Early Career Scheme (ECS) |
| Start Date: | 09/2017 |
| Project Title: | Joint Statistical Meeting; Functional Censored Quantile Regression |
| Investigator(s): | Jiang F |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2018 |
| List of Research Outputs |
| Jiang F., Yin G. and Dominici F., Bayesian model selection approach to boundary detection with non-local priors, In Proceedings of the 32nd International Conference on Neural Information Processing Systems (NIPS'18), Samy Bengio, Hanna M. Wallach, Hugo Larochelle, Kristen Grauman, and Nicolò Cesa-Bianchi (Eds.) . Curran Associates Inc., USA., 2018, 1978-1987. |
| Jiang F., Cheng Q., Yin G. and Shen H., Functional Censored Quantile Regression, Journal of the American Statistical Association. Taylor & Francis, 2019, Forthcoming: 1-24. |
| Jiang F., Ma Y. and Yin G., Kernel-based adaptive randomization toward balance in continuous and discrete covariates, Statistica Sinica. 2018, 28: 2841-2856. |
| Leung K.K., Tsang K., Ting H., Ma C.H., Lun K.K., Ho T., Chu C.Y.T., Chan H.Y.F., Chou L., Wen G.Y., Ng J.T., Lau A., Jiang F., Ng B.F.L., Ziea E., Lao L., Fok M.W.M., Fang C.X. and Chen H., Sinew acupuncture for de Quervain's Tenosynovitis (dQt): a randomised controlled trial, Advances in Integrative Medicine. 2019, 6: S84. |
| Researcher : Kwan CW |
| List of Research Outputs |
| QIAN X., Chau P.H., Kwan C.W., Lou V.W., Leung Y.M.A., Ho M.M., Fong D.Y.T. and Chi I., Comparison between single fall and recurrent fall among Chinese frail community-dwelling older population, Paper presented at the 6th Asia Pacific Geriatrics and Gerontology Congress. Brisbane, Australia, 21-22 June 2019. |
| QIAN X., Chau P.H., Kwan C.W., Lou V.W., Leung A.Y.M., Ho M.M., Fong D.Y.T. and Chi I.R.I.S., Comparison between single fall and recurrent fall among Chinese frail community-dwelling older population, 6th Asia Pacific Geriatrics and Gerontology Congress 2019. |
| QIAN X., Chau P.H., Kwan C.W., Lou V.W., Leung Y.M.A., Ho M.M., Fong D.Y.T. and Chi I., Time trend and seasonal pattern of fall incidence among Chinese older population in Hong Kong 2005-2014, Paper presented at 9th Hong Kong International Nursing Conference cum 2018 International Council on Women's Health Issues Congress. Hong Kong, China, 17-18 December 2018. |
| Researcher : LAM CK |
| List of Research Outputs |
| LAM C.K., Xu Y. and Yin G., Dynamic portfolio choice without cash, Quantitative Finance. 2019, 19: 313-326. |
| Researcher : LAU PY |
| List of Research Outputs |
| LAU P.Y., Yeung K.F., Zhou J.Y. and Fung T.W.K., Two Powerful Tests for Parent-of-Origin Effects at Quantitative Trait Loci on the X Chromosome, Human Heredity. 2019, 83: 250-273. |
| Researcher : LAW KF |
| List of Research Outputs |
| LAW K.F., Li W.K. and Yu P.L.H., A single-stage approach for cointegration-based pairs trading, Finance Research Letters. 2018, 26: 177-184. |
| Researcher : LI Z |
| List of Research Outputs |
| LI W.M., LI Z. and Yao J.J., Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application, Scandinavian Journal of Statistics. 2018, 45: 699-728. |
| Researcher : LIN R |
| List of Research Outputs |
| LIN R. and Yin G., Uniformly most powerful Bayesian interval design for phase I dose-finding trials, Pharmaceutical Statistics. 2018, 17: 710-724. |
| Researcher : Lam KF |
| List of Research Outputs |
| Cheung K.Y., Wong M.C.M., Lam K.F., Corbet E.F. and Leung W.K., Multilevel modelling for the analysis of longitudinal periodontal data, In: W. Keung Leung, Victor Goh, ed., Periodontitis: Symptoms, Prevention and Treatment Options. Hauppauge, New York, Nova Science Publishers, Inc., 2019, Chapter 10: 231-278. |
| Cheung Y.B., Ma X., Lam K.F., Li J. and Milligan P., Bias Control In The Analysis Of Case–control Studies With Incidence Density Sampling, International Journal of Epidemiology. 2019. |
| Deshpande J.V., Dewan I., Lam K.F. and Naik‐Nimbalkar U.V., Tests for specific nonparametric relations between two distribution functions with applications, Applied Stochastic Models in Business and Industry. 2019, 35: 247-259. |
| Lam T.P., Lo T.L., Chao D.V.K., Lam K.F., Lam W.W. and Sun K.S.T., Consultation pattern of Hong Kong primary care attenders for psychological distress, Hong Kong Medical Journal. 2019, 25: S18-20. |
| Lam T.P., Sun K.S., Piterman L., Lam K.F., Poon M.K., See C.Y.H. and Wu D.D., Impact of training for general practitioners on their mental health services: The Hong Kong experience, The Australian Journal of General Practice. 2018. |
| Lam T.P., Sun K.S.T., Chan H.Y., Lau W.C.S., Lam K.F. and Sanson-Fisher R., Perceptions of Chinese Towards Dementia in Hong Kong—Diagnosis, Symptoms and Impacts, International Journal of Environmental Research and Public Health. 2019, 16: 128. |
| Liang L.X., Yeung K.F., Lui R.K.W., Cheung M.Y. and Lam K.F., Lessons Learnt From A Calculus E-learning System For First-year University Students With Diverse Mathematics Background, In: Veronica Hoyos Jason Silverman, Advances in the Research of Distance Mathematics Education Mediated by Technology: An International Perspective. Springer, 2018. |
| Sun K.S.T., Lam T.P., Lam K.F., Lo T.L., Chao D.V.K., Lam W.W. and Wu D.D., Do patients with and without a regular primary care physician have their psychological distress looked after differently?, Journal of Public Health. 2019. |
| Sun K.S.T., Lam T.P., Lam K.F., Lo T.L., Chao D.V.K., Lam W.W. and Chan H.Y., Views of Hong Kong Chinese primary care attenders on psychological distress: causes, management and recovery, Family Practice. 2019. |
| Yip P.S.F., Choi S., Fong D.Y.T., Jao M., Lam K.F., Lam T.H., Lee A.M., Siu Y.M. and Yip K.Y., Report on the Survey of Family Planning Knowledge, Attitude and Practice in Hong Kong 2017, Family Planning Association of Hong Kong. Hong Kong, Family Planning Association of Hong Kong, 2019, pp 147. |
| Researcher : Lee D |
| List of Research Outputs |
| Lee D. and Joe H., Efficient computation of multivariate empirical distribution functions at the observed values, Computational Statistics. Springer, 2018, 33: 1413-1428. |
| 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 |
| Lee S.M.S. and Wu Y., A Bootstrap Recipe for Post-Model-Selection Inference under Linear Regression Models, Biometrika. 2018, 105: 873-890. |
| Lee S.M.S., Associate Editor, In: Hsin-Cheng Huang, Ruey S. Tsay, Zhiliang Ying, Statistica Sinica. 2018. |
| Lee S.M.S., Executive Editor, In: H. Dette, S.G. Walker, S. Lee, Journal of Statistical Planning and Inference. 2019. |
| Researcher : Li G |
| Project Title: | Linear double autoregressive time series models and its conditional quantile inference |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 10/2016 |
| Project Title: | Quantile double autoregression |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 05/2017 |
| Completion Date: | 04/2019 |
| Project Title: | Estimating conditional quantiles of time series models with conditional heteroscedasticity |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2018 |
| Project Title: | Statistical inference for high-dimensional time series |
| Investigator(s): | Li G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 06/2019 |
| List of Research Outputs |
| Wu J., Li G. and Xia Q., Moment-based Tests For Random Effects In The Two-way Error Component Model With Unbalanced Panels, Economic Modelling. 2018, 74: 61-76. |
| ZHENG Y., ZHU Q., Li G. and XIAO Z., Hybrid Quantile Regression Estimation For Time Series Models With Conditional Heteroscedasticity, Journal of the Royal Statistical Society: Series B (Statistical Methodology). 2018, 80: 975-993. |
| Zhu Q., Zheng Y. and Li G., Linear double autoregression, Journal of Econometrics. 2018, 207: 162-174. |
| 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 |
| Project Title: | Statistical inferences for possibly nonstationary and nonlinear time series models with a hysteretic (buffered) structure |
| Investigator(s): | Li WK, Li G, Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2017 |
| List of Research Outputs |
| GUO S., Li X., Ching W.K., Dan R., Li W.K. and Zhang Z., GPS trajectory data segmentation based on probabilistic logic, International Journal of Approximate Reasoning. 2018, 103: 227-247. |
| LAW K.F., Li W.K. and Yu P.L.H., A single-stage approach for cointegration-based pairs trading, Finance Research Letters. 2018, 26: 177-184. |
| SHEN K., Yao J.J. and Li W.K., On a spiked model for large volatility matrix estimation from noisy high-frequency data, Computational Statistics & Data Analysis. 2018. |
| Researcher : Liu Z |
| List of Research Outputs |
| Jia J., Dou P., Gao M., Kong X., Li C., Liu Z. and Huang T., Assessment of Causal Direction Between Gut Microbiota-Dependent Metabolites and Cardiometabolic Health: A bi-Directional Mendelian Randomisation Analysis, Diabetes. 2019. |
| Liu Z. and Lin X., A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies, Journal of the American Statistical Association. 2018, 1-36. |
| Researcher : Lui GCS |
| List of Research Outputs |
| WANG Z., Lui G.C.S., Burton G.A. and Leung K.M.Y., Thermal extremes can intensify chemical toxicity to freshwater organisms and hence exacerbate their impact to the biological community, Chemosphere. 2019, 224: 256-264. |
| 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 : SHEN K |
| List of Research Outputs |
| SHEN K., Yao J.J. and Li W.K., On a spiked model for large volatility matrix estimation from noisy high-frequency data, Computational Statistics & Data Analysis. 2018. |
| Researcher : SHI H |
| List of Research Outputs |
| SHI H. and Yin G., Bayesian enhancement two-stage design for single-arm phase II clinical trials with binary and time-to-event endpoints, Biometrics. The International Biometric Society, 2018, 74: 1055-1064. |
| SHI H. and Yin G., Control of Type I Error Rates in Bayesian Sequential Designs, Bayesian Analysis. International Society for Bayesian Analysis, 2019, 14: 399-425. |
| Yin G. and SHI H., Statistical Design and Analysis in Clinical Trials (in Chinese). Higher Education Press, China, 2018. |
| Researcher : Tian G |
| List of Research Outputs |
| Tian G., JU D., Yuen K.C. and ZHANG C., New EM-type algorithm via stochastic representation for the analysis of truncated normal data with applications in biomedincine, Statistical Methods in Medical Research. 2018, 27(8): 2459-2477. |
| 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 : WEI W |
| List of Research Outputs |
| WEI W., Liang Z. and Yuen K.C., Optimal reinsurance in a compound Poisson risk model with dependence, Journal of Applied Mathematics and Computing. 2018, 389-412. |
| Researcher : Wang C |
| List of Research Outputs |
| Onatski A. and Wang C., Alternative Asymptotics For Cointegration Tests In Large Vars, Econometrica. 2018, 86: 1465-1478. |
| Wang C., Alternative Asymptotics for Cointegration Tests in Large VARs , IASC-ARS Interim Conference and CASC Annual Meeting . 2018. |
| Wang C., Extreme canonical correlations and high-dimensional cointegration Analysis, Random Matrix Theory Workshop. 2018. |
| Wang C., Some new results on random matrix theory with application to analysis of dynamic factor models, Hong Kong Probability Seminar. 2018. |
| Wang C., Spectral distribution of the sample covariance of high-dimensional time series with unit roots , The 3rd International Conference on Econometrics and Statistics . 2019. |
| Zhang C., Bai Z., Hu J. and Wang C., Multi-sample test for high-dimensional covariance matrices, Communications in Statistics - Theory and Methods. 2018, 47: 3161-3177. |
| Researcher : XU H |
| List of Research Outputs |
| XU H., Yu P.L.H. and Alvo M., Detecting change-points in the stress-strength reliability P(X < Y), Applied Stochastic Models in Business and Industry. Wiley, 2019, 35(3): 837-857. |
| Yu P.L.H. and XU H., Rank aggregation using latent-scale distance-based models, Statistics and Computing. 2019, 29(2): 335-349. |
| Researcher : XU R |
| List of Research Outputs |
| XU R., HAN X., Yang H. and Woo J.K., A plan of capital injections based on the claims frequency, Annals of Actuarial Science. Institute and Faculty of Actuaries, 2018, 12: 296-325. |
| Researcher : Xu J |
| Project Title: | Nonparametric Maximum Likelihood and Profile Minorization-Maximiation Methods for correlated failure time data |
| Investigator(s): | Xu J |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 01/2017 |
| Completion Date: | 12/2018 |
| Project Title: | Effective analysis of population pharmacokinetic data with applications to drug development and optimal treatment strategy discovery |
| Investigator(s): | Xu J |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Translational and Applied Research |
| Start Date: | 01/2018 |
| Project Title: | Scalable Quantile Regression and Adaptive Optimal Decision Making |
| Investigator(s): | Xu J |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2018 |
| Project Title: | Sure joint feature screening in nonparametric transformation model with censored survival data |
| Investigator(s): | Xu J |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 01/2019 |
| List of Research Outputs |
| Fang Y. and Xu J., Joint variable screening in the censored accelerated failure time model, Statistica Sinica. 2019. |
| Fang Y., Xu J. and Yang L., Online Bootstrap Confidence Intervals for the Stochastic Gradient Descent Estimator, Journal of Machine Learning Research. 2018, 19. |
| HUANG X., Xu J. and Tian G., ON PROFILE MM ALGORITHMS FOR GAMMA FRAILTY SURVIVAL MODELS, Statistica Sinica. 2019. |
| Tian G., HUANG X. and Xu J., AN ASSEMBLY AND DECOMPOSITION APPROACH FOR CONSTRUCTING SEPARABLE MINORIZING FUNCTIONS IN A CLASS OF MM ALGORITHMS, Statistica Sinica. 2019. |
| Xu X., Yuan M., Zhu H., Yang Y., Wang H., Zhou H., Xu J., Zhang L. and Pinheiro J., Full covariate modelling approach in population pharmacokinetics: understanding the underlying hypothesis tests and implications of multiplicity, British Journal of Clinical Pharmacology. 2018, 84: 1525-1534. |
| Yuan M., Xu X., Yang Y., Xu J., Huang X., Tao F., Zhao L., Zhang L. and Pinheiro J., A quick and accurate method for the estimation of covariate effects based on empirical Bayes estimates in mixed-effects modeling: Correction of bias due to shrinkage, Statistical Methods in Medical Research. 2018, 096228021881259. |
| Researcher : YANG Z |
| List of Research Outputs |
| YANG Z., McCaW Z.R. and Yin G., Caplacizumab for Acquired Thrombotic Thrombocytopenic Purpura, New England Journal of Medicine. 2019, 380: e32. |
| YANG Z., McCaw Z.R. and Yin G., Radical Surgery or Watchful Waiting in Prostate Cancer, New England Journal of Medicine. 2019, 380: 1083-1084. |
| Researcher : YOU J |
| List of Research Outputs |
| Tsang C.O.A., YOU J., Li L.F., Tsang C.P., Woo P.P.S., Tsui E.L.H., Yu P.L.H. and Leung G.K.K., Burden of large vessel occlusion stroke and the service gap of thrombectomy: a population-based study using a territory-wide public hospital system registry, International Journal of Stroke. 2019, Epub on 2019-02-11. |
| 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: | 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: | Joint analysis of path-dependent quantities in insurance risk processes |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2016 |
| Project Title: | A study on optimal policies for insurance companies |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| Project Title: | Nonparametric and Numerical Methods for Problems in Insurance Risk Models |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 04/2017 |
| Completion Date: | 09/2019 |
| Project Title: | Properties of Stopped Random Processes and Their Applications |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 04/2018 |
| Project Title: | the 7th International Gerber-Shiu Workshop and short course; Stopped random Processes and Applications to Valuing Guaranteed Minimum Death Benefits |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2018 |
| Completion Date: | 07/2018 |
| Project Title: | Valuation of Life Insurance Liabilities and Related Insurance and Financial Products |
| Investigator(s): | Yang H |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2018 |
| List of Research Outputs |
| Asmussen S., Laub P. and Yang H., Phase-Type Models in Life Insurance:Fitting and Valuation of Equity-Linked Benefits, Risks. MDPI, 2019, 7: 17 (22 pages). |
| Gerber H.U., Shiu E.S.W. and Yang H., A constraint-free approach to optimal reinsurance, Scandinavian Actuarial Journal. Taylor & Francis, 2019, 2019: 62-79. |
| Jin Z., Yang H. and Yin G., Approximation of optimal ergodic dividend strategies using controlled Markov chains, IET Control Theory & Applications. IET, 2018, 12(16): 2194-2204. |
| XU R., HAN X., Yang H. and Woo J.K., A plan of capital injections based on the claims frequency, Annals of Actuarial Science. Institute and Faculty of Actuaries, 2018, 12: 296-325. |
| Yang H., Actuarial Science: An Overview, Taishan Academic Forum – Risk Management and Actuarial Science, Jinan, Shandong, China, October 26-28, 2018. 2018. |
| Yang H., Stopped random Processes and Applications to Actuarial Science, The 4th Int’l Conference on Probability and Stochastic Analysis (ICPSA 2019), Sanya, China, January 5 to 7, 2019. 2019. |
| Yang H., Valuation and Risk Management of Equity-linked Insurance Products, 2018 Workshop on Financial Engineering and Risk Management of Sun Yat-sen University: Internet Finance & Insurance and Risk Management, Guangzhou, China, November 15-17, 2018. 2018. |
| Yang H., Valuation and Risk Management of Equity-linked Insurance Products, Actuarial Risk Modelling and Extreme Values (ARMEV) Workshop, Canberra, Australia, September 6-7, 2018. 2018. |
| Yang H., Valuation of T-year life-contingent options., Workshop on Recent Developments of Actuarial Science and Insurance, Shanghai, China, November 24, 2018. 2018. |
| Zhu J., Siu T.K. and Yang H., Singular dividend optimization for a linear diffusion model with time-inconsistent preferences, European Journal of Operational Research. Elsevier B.V., 2019. |
| Researcher : Yao J.J. |
| 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 |
| Project Title: | Heavy-tailed large sample covariance matrices and applications |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| Project Title: | Central limit theorems for linear statistics of a general Wigner matrix with heterogeneous fourth moments and application |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2018 |
| List of Research Outputs |
| Researcher : Yao JJ |
| 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 |
| Project Title: | Heavy-tailed large sample covariance matrices and applications |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| Project Title: | Central limit theorems for linear statistics of a general Wigner matrix with heterogeneous fourth moments and application |
| Investigator(s): | Yao JJ |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 09/2018 |
| List of Research Outputs |
| LI W.M., LI Z. and Yao J.J., Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application, Scandinavian Journal of Statistics. 2018, 45: 699-728. |
| SHEN K., Yao J.J. and Li W.K., On a spiked model for large volatility matrix estimation from noisy high-frequency data, Computational Statistics & Data Analysis. 2018. |
| Yao J.J., Associate Editor, Journal of Multivariate Analysis. 2019. |
| Researcher : Yin G |
| Project Title: | Robust Detection of Multiple Change-Points with High-dimensional Data |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2016 |
| Project Title: | Metric-based Reinforcement Nearest-Neighbor Tree Partition |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 05/2018 |
| Completion Date: | 04/2019 |
| Project Title: | New Statistical Designs for Drug-Combination Trials and Basket Trials |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2018 |
| Project Title: | XXIXTH INTERNATIONAL BIOMETRIC CONFERENCE; The Delaunay Triangulation Learner |
| Investigator(s): | Yin G |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 07/2018 |
| Completion Date: | 07/2018 |
| Project Title: | The response-aided clustering, multi-scale Bayesian change point detection, and error contaminated functional quantile regression with the applications to the BOSS data. |
| Investigator(s): | Yin G, Jiang F |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2018 |
| List of Research Outputs |
| DONG F. and Yin G., Maximum likelihood estimation for incomplete multinomial data via the weaver algorithm, Statistics and Computing. Springer, 2018, 28: 1095-1117. |
| Jiang F., Yin G. and Dominici F., Bayesian model selection approach to boundary detection with non-local priors, In Proceedings of the 32nd International Conference on Neural Information Processing Systems (NIPS'18), Samy Bengio, Hanna M. Wallach, Hugo Larochelle, Kristen Grauman, and Nicolò Cesa-Bianchi (Eds.) . Curran Associates Inc., USA., 2018, 1978-1987. |
| Jiang F., Cheng Q., Yin G. and Shen H., Functional Censored Quantile Regression, Journal of the American Statistical Association. Taylor & Francis, 2019, Forthcoming: 1-24. |
| Jiang F., Ma Y. and Yin G., Kernel-based adaptive randomization toward balance in continuous and discrete covariates, Statistica Sinica. 2018, 28: 2841-2856. |
| LAM C.K., Xu Y. and Yin G., Dynamic portfolio choice without cash, Quantitative Finance. 2019, 19: 313-326. |
| LIN R. and Yin G., Uniformly most powerful Bayesian interval design for phase I dose-finding trials, Pharmaceutical Statistics. 2018, 17: 710-724. |
| Li H., Cao Z. and Yin G., Varying-association copula models for multivariate survival data, Canadian Journal of Statistics. 2018, 46: 556-576. |
| SHI H. and Yin G., Bayesian enhancement two-stage design for single-arm phase II clinical trials with binary and time-to-event endpoints, Biometrics. The International Biometric Society, 2018, 74: 1055-1064. |
| SHI H. and Yin G., Control of Type I Error Rates in Bayesian Sequential Designs, Bayesian Analysis. International Society for Bayesian Analysis, 2019, 14: 399-425. |
| Wang G., Zou C. and Yin G., Change-point detection in multinomial data with a large number of categories, The Annals of Statistics. Institute of Mathematical Statistics, 2018, 46: 2020-2044. |
| Wang N.Y. and Yin G., Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric, Stochastics. 2019, 1-10. |
| YANG Z., McCaW Z.R. and Yin G., Caplacizumab for Acquired Thrombotic Thrombocytopenic Purpura, New England Journal of Medicine. 2019, 380: e32. |
| YANG Z., McCaw Z.R. and Yin G., Radical Surgery or Watchful Waiting in Prostate Cancer, New England Journal of Medicine. 2019, 380: 1083-1084. |
| Yin G., Chen N. and Lee J.J., Bayesian Adaptive Randomization and Trial Monitoring with Predictive Probability for Time-to-Event Endpoint, Statistics in Biosciences. Springer, 2018, 10: 420-438. |
| Yin G. and SHI H., Statistical Design and Analysis in Clinical Trials (in Chinese). Higher Education Press, China, 2018. |
| 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 TYP, Lam KF, Lum TYS |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Strategic Public Policy Research |
| Start Date: | 03/2013 |
| Completion Date: | 08/2018 |
| 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 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: | 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: | Study on Identifying and Locating Poor Elderly in Hong Kong |
| Investigator(s): | Yip PSF |
| Department: | HKJC Ctr for Suicide Research & Preventn |
| Source(s) of Funding: | Oxfam Hong Kong |
| Start Date: | 07/2016 |
| Project Title: | The effect of individual- and neighborhood- socioeconomic status on older adult’s health: a cross-sectional and prospective cohort study in Hong Kong |
| Investigator(s): | Yip PSF, Chan CH, Lum TYS |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| Project Title: | Connect Vulnerable Youth by Activating Their Social Networks |
| Investigator(s): | Yip PSF, Cheng Q |
| Department: | HKJC Ctr for Suicide Research & Preventn |
| Source(s) of Funding: | Hongkong Bank Foundation General Award |
| Start Date: | 07/2017 |
| Project Title: | Online Crisis Support Service for Youth Project |
| Investigator(s): | Yip PSF, Cheng Q |
| Department: | HKJC Ctr for Suicide Research & Preventn |
| Source(s) of Funding: | The Hong Kong Jockey Club Charities Trust - General Award |
| Start Date: | 09/2017 |
| Project Title: | An early warning system for self harm behavior |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 05/2018 |
| Completion Date: | 04/2019 |
| Project Title: | 癌症患者自殺風險研究 |
| Investigator(s): | Yip PSF, Lam TC, Luo H, Chau PH, Emery CR |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Li Ka Shing Foundation |
| Start Date: | 03/2019 |
| Project Title: | Advancing Science in Suicide Prevention and Promoting Mental Wellness for Youth (TRS) |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Seed Funding for Strategic Interdisciplinary Research Scheme |
| Start Date: | 06/2019 |
| Project Title: | Estimation of lifetime risk of divorce : a comparative study for Singapore, Japan, the UK, and Australia |
| Investigator(s): | Yip PSF |
| Department: | Soc Work & Social Administration |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 06/2019 |
| 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 |
| Project Title: | Contributing to the Development of Hong Kong into a Global Fintech Hub |
| Investigator(s): | Yu PLH |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Theme-based Research Scheme |
| Start Date: | 01/2019 |
| List of Research Outputs |
| Gao J., Cheng Q. and Yu P.L.H., Detecting comments showing risk for suicide in YouTube, In: Kohei Arai, Rahul Bhatia, Supriya Kapoor , Future Technologies Conference (FTC) 2018. Switzerland, Springer, 1: 385-400. |
| HAN Y., Yu P.L.H. and Mathew T., Shrinkage estimation of Kelly portfolios, Quantitative Finance. England, Taylor & Francis Group, 2019, 19(2): 277-287. |
| LAW K.F., Li W.K. and Yu P.L.H., A single-stage approach for cointegration-based pairs trading, Finance Research Letters. 2018, 26: 177-184. |
| Tsang C.O.A., YOU J., Li L.F., Tsang C.P., Woo P.P.S., Tsui E.L.H., Yu P.L.H. and Leung G.K.K., Burden of large vessel occlusion stroke and the service gap of thrombectomy: a population-based study using a territory-wide public hospital system registry, International Journal of Stroke. 2019, Epub on 2019-02-11. |
| XU H., Yu P.L.H. and Alvo M., Detecting change-points in the stress-strength reliability P(X < Y), Applied Stochastic Models in Business and Industry. Wiley, 2019, 35(3): 837-857. |
| Yu P.L.H., Associate Editor, Computational Statistics. 2018. |
| Yu P.L.H., Associate Editor, In: Dr. Chia-Lin Chang and Dr. Michael McAleer, Journal of Health & Medical Economics. 2018. |
| Yu P.L.H., Associate Editor, Statistics, Optimization and Information Computing. 2018. |
| Yu P.L.H. and XU H., Rank aggregation using latent-scale distance-based models, Statistics and Computing. 2019, 29(2): 335-349. |
| 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: | Optimality Studies for Contemporary Insurance Models |
| Investigator(s): | Yuen KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 01/2017 |
| Project Title: | Empirical likelihood-based U-structured statistical inference for high-dimensional data |
| Investigator(s): | Yuen KC |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 06/2018 |
| Completion Date: | 06/2019 |
| List of Research Outputs |
| Dong Y., Wang G. and Yuen K.C., Correlated default models driven by a multivariate regime-switching shot noise process, IMA Journal of Management Mathematics. 2018, 29(4): 351-375. |
| Han X., Liang Z. and Yuen K.C., Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure, Scandinavian Actuarial Journal. 2018, 2018(10): 863-889. |
| Tian G., JU D., Yuen K.C. and ZHANG C., New EM-type algorithm via stochastic representation for the analysis of truncated normal data with applications in biomedincine, Statistical Methods in Medical Research. 2018, 27(8): 2459-2477. |
| WEI W., Liang Z. and Yuen K.C., Optimal reinsurance in a compound Poisson risk model with dependence, Journal of Applied Mathematics and Computing. 2018, 389-412. |
| Wang W., Wu X., Peng X. and Yuen K.C., A note on joint occupation times of spectrally negative Levy risk processes with tax, Statistics and Probability Letters. 2018, 140: 13-22. |
| Wu X., Yuen K.C. and Zhang P., Aggregate claim models with one-way and two-way dependence among individual claims, Statistics, Optimization and Computing. 2018, 6(3): 468-482. |
| Yuen K.C., Computational Statistics and Data Analysis, Associate Editor, 2019. |
| Yuen K.C., Incorporating predictive analytics in an actuarial curriculum – Data Analytics Education at HKU, The 1st First Asia-Pacific Actuarial Teaching Conference, The University of Hong Kong, Hong Kong. 2018. |
| Yuen K.C., Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure, School of Mathematics, Nankai University, Tianjin, China. 2018. |
| Yuen K.C., Optimal reinsurance with dependent risks, College of Economics, Shenzhen University, Shenzhen, China. 2018. |
| Yuen K.C., Optimal reinsurance with dependent risks, Department of Mathematics, Southern University of Science and Technology, Shenzhen, China. 2018. |
| Zhang C., Liang Z. and Yuen K.C., Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion, International Journal of Financial Engineering. World Scientific, 2019, 6(1): 1950004-45. |
| Researcher : ZHANG C |
| List of Research Outputs |
| Tian G., JU D., Yuen K.C. and ZHANG C., New EM-type algorithm via stochastic representation for the analysis of truncated normal data with applications in biomedincine, Statistical Methods in Medical Research. 2018, 27(8): 2459-2477. |
| Researcher : ZHENG Y |
| List of Research Outputs |
| ZHENG Y., ZHU Q., Li G. and XIAO Z., Hybrid Quantile Regression Estimation For Time Series Models With Conditional Heteroscedasticity, Journal of the Royal Statistical Society: Series B (Statistical Methodology). 2018, 80: 975-993. |
| Zhu Q., Zheng Y. and Li G., Linear double autoregression, Journal of Econometrics. 2018, 207: 162-174. |
| Researcher : Zhu K |
| Project Title: | Model diagnostics checking for nonlinear co-integrating regression |
| Investigator(s): | Zhu K |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research for New Staff |
| Start Date: | 05/2017 |
| Completion Date: | 04/2019 |
| Project Title: | On some new tests for multivariate time series models |
| Investigator(s): | Zhu K |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | General Research Fund (GRF) |
| Start Date: | 07/2018 |
| Project Title: | New time series models for realized covariance matrices |
| Investigator(s): | Zhu K |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | Seed Fund for Basic Research |
| Start Date: | 04/2019 |
| Project Title: | The 3rd International Conference on Econometrics and Statistics (EcoSta 2019) ; Non-standard inference for augmented double autoregressive models with null volatility coefficients |
| Investigator(s): | Zhu K |
| Department: | Statistics & Actuarial Science |
| Source(s) of Funding: | URC/CRCG - Conference Support for Teaching Staff |
| Start Date: | 06/2019 |
| Completion Date: | 06/2019 |
| List of Research Outputs |
| Li D., Guo S. and Zhu K., Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity, Econometric Reviews. 2019, 38: 319-331. |
| Wang Q., Wu D. and Zhu K., Model checks for nonlinear cointegrating regression, Journal of Econometrics. 2018, 207: 261-284. |