Faculty
CHAN, Kin Wai 陳健威
Name CHAN, Kin Wai 陳健威
Position Assistant Professor
Email kinwaichan [at] sta.cuhk.edu.hk
Phone Number 3943 7923
Fax Number 2603 5188
Address LSB 115
Homepage http://www.sta.cuhk.edu.hk/KWChan/
Detail Image
Academic Background
2018: Ph.D. & M.A. in Statistics, Harvard University (Supervisor: Xiao-Li Meng)
2015: M.Phil. in Risk Management Science, CUHK (Supervisor: Chun Yip Yau)
2013: B.Sc. in Risk Management Science (First Class Honors), CUHK 


Research Interest
Time series
Missing data
Multiple imputation
Multi-phase inference
Non-parametric methods
Covariance matrix estimation


Selected Publications
  1. Chan, K. W. and Yau, C. Y. (2017). Automatic Optimal Batch Size Selection For Recursive Estimators of Time-average Covariance Matrix. Journal of American Statistical Association, 112, 1076–1089. 
  2. Chan, K. W. and Yau, C. Y. (2017). High Order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth. Scandinavian Journal of Statistics, 44, 866–898.
  3. Chan, K. W. and Yau, C. Y. (2016). New Recursive Estimators of the Time-average Variance Constant. Statistics and Computing, 26, 609–627. 

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