Faculty
LEUNG, Pui Lam
Name LEUNG, Pui Lam粱沛霖
Position Associate Professor
Email plleung [at] sta.cuhk.edu.hk
Phone Number 3943 7926
Fax Number 2603 5188
Address LSB 115
Detail Image
Academic Background
BSc(CUHK)
MA, PhD(Michigan)
Research Interest
Multivariate Analysis
Decision-Theoretic Estimation
Data Mining

Selected Publications
1. Leung, P.L. and Ng, F.Y.

    "Improved estimation of a covariance matrix in an elliptically contoured matrix distribution", Journal of Multivariate Analysis, 88, 131-137 (2004).

2. Leung, P.L. and Lau, K.

    "Estimating the city-block two-dimensional scaling model with simulated annealing", European Journal of Operational Research, 158, 518-524 (2004).

3. Leung, P.L., Kin-nam Lau and Li Chi-Yin

    "Cluster analysis using unidimensional scaling", Advances in data mining and modeling, (Eds. Ching, W.K. and Ng, K.P.), World Scientific, 40-47 (2003).

4. Leung, P.L. and Ng, F.Y.

    "Improved estimation of parameter matrices in a one-sample and two-sample problems", Annals of the Institute of Statistical mathematics, 53, 769-780 (2001).

5.  Lau, K., Leung, P.L. and Tse, K.

    "A mathematical programming approach to clusterwise regression models and its extensions", European Journal of operational research, 116, 640-652 (1999).

6. Lau, K., Leung, P.L. and Tse, K.

    "A nonlinear programming approach to metric unidimensional scaling", Journal of Classification, 15, 3-14 (1998).

7. Leung, P.L. and Chan, W.Y.

    "Estimation of the scale matrix and its eigenvalues in the Wishart and the multivariate F distribution", Annals of the Institute of Statistical Mathematics, 50, 523-530 (1998).

8. Gomersall, C. Leung, P.L., Gin, T., Young, R., Poon, W.S. and Oh, T.

    "A comparison of the Hammamatsu NIRO 500 and the INVOS 3100 near-infrared spectrophotometers", Anaesthesia and Intensive Care, 26, 548-557 (1998).

9. Lo, M. and Leung, P.L.

    "Decision theoretic estimation of functions of the canonical correlation coefficients", Communications in Statistics, 25, 1985-1995 (1996).

10. Leung, P.L., and Lo, M.

    "An identity for the noncentral multivariate F distribution with application", Statistica Sinica, 6,  419-431 (1996).

11. Fan, D., Lau, K., Leung, P.L.
    "Combining ordinal forecasts with an application in a financial market", Journal of Forecasting, 15, 37-48 (1996).

12. Leung, P.L.

    "Improved estimation of functions of the canonical correlation coefficients", Communications in Statistics, 23, 831-840 (1994).

13. Leung, P.L.

    "An identity for the noncentral Wishart distribution with application", Journal of Multivariate Analysis, 48, 107-114 (1994).

14. Leung, P.L.

    "Estimation of eigenvalues of the scale matrix of the multivariate F distribution", Communications in Statistics, 21, 1845-1856 (1992).

15. Barnett, G., Crowe, S., Hudson, M., Leung, P.L., Notodiputro, K., Proudfoot, R., Sims, J.

    "The use of small scale prototype in image reconstruction form projection", Journal of Applied Statistics, 16, 223-242(1990).

16. Jhun, M. and Leung, P.L.

    "Monte Carlo method for Foutz goodness-of-fit test", Journal of Statistical Computation and Simulation, 29, 309-316 (1988).

17. Leung, P.L. and Muirhead, R.J.

    "On estimating characteristic roots in a two-sample problem", Statistical Decision Theory and Related Topic IV, vol. 1 (S.S. Gupta and J.O. Berger ed.) 397-402, Springer-Verlag  (1988).

18. Leung, P.L. and Muirhead, R.J.

    "Estimation of parameter matrices and eigenvalues in MANOVA and canonical correlation analysis", Annals of Statistics, 15, vol. 4, 1651-1666 (1987).

19. Muirhead, R.J. and Leung, P.L.

    "Estimating functions of canonical correlation coefficients", Linear algebra and its applications, 70, 173-183 (1985).


Teaching

2014-15 Term 1:
STAT2009 Introduction to Programming Language for Statistics
RMSC4002 Data Analysis in Finance and Risk Management Science
RMSC5001 Advanced Statistical Theory In Risk Management

2014-15 Term 2:
STAT4002 Multivariate Techniques with Business Applications 
STAT5104 Data Mining


Back to Faculty