Keith, keith
CHAN, Kin Wai 陳健威
| Position | Assistant Professor |
| kinwaichan [at] cuhk.edu.hk | |
| ORCiD | 0000-0003-2022-547X |
| Phone Number | 3943 7923 |
| Fax Number | 2603 5188 |
| Address | LSB 115 |
| Homepage | https://www.sta.cuhk.edu.hk/kwchan/ |
Academic Background
Ph.D., Statistics, Harvard University (Supervisor: Xiao-Li Meng)
A.M., Statistics, Harvard University
M.Phil., Risk Management Science, CUHK
B.Sc., Risk Management Science (First Class Honors), CUHK
Research Interest
Covariance matrix estimationMissing dataMulti-phase inferenceMultiple imputationNon-parametric methodsTime Series
Publication
- Cheng, C. H. and Chan, K. W. (2022) A General Framework For Constructing Locally Self-Normalized Multiple-Change-Point Tests. Submitted. [arXiv: https://arxiv.org/abs/2205.00304]
- Chan, K. W. (2022) Optimal Difference-based Variance Estimators in Time Series: A General Framework. Annals of Statistics, 50, 1376–1400. [doi:10.1214/21-AOS2154]
- Chan, K. W. (2022). General and Feasible Tests with Multiply-Imputed Datasets. Annals of Statistics, 50, 1376–1400. [doi:10.1214/21-AOS2132]
- Yu, P., Chan, K. W., Lau, R., Wan, I., Chen, G. and Ng, C. (2021). Uniportal vs. Multiportal Video-Assisted Thoracic Surgery for Major Lung Resection: Fewer Incisions, Less Immunochemokine Disturbances. Scientific Reports, 11, 1–6. [doi:10.1038/s41598-021-89598-2]
- Chan, K. W. & Meng, X.-L. (2022). Multiple Improvements of Multiple Imputation Likelihood Ratio Tests. Statistica Sinica, 32, 1489–1514. [doi:10.5705/ss.202019.0314]
- Chan, K. W. (2022). Mean-structure and Autocorrelation Consistent Covariance Matrix Estimation. Journal of Business & Economic Statistics, 40, 201–215. [doi:10.1080/07350015.2020.1796397]
- 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. [doi:10.1080/01621459.2016.1189337]
- 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. [doi:10.1080/01621459.2016.1189337]
- Chan, K. W. and Yau, C. Y. (2016). New Recursive Estimators of the Time-average Variance Constant. Statistics and Computing, 26, 609–627. [doi:10.1007/s11222-015-9548-7]
Honours and Awards
- Faculty Exemplary Teaching Award, CUHK (2019, 2011)
- Early Career Award, Research Grants Council, Hong Kong (2019)
- Distinction in Teaching Award, Harvard University (Fall 2016, Spring 2017, Fall 2017, Spring 2018)
- Best Teaching Assistant Award, Department of Statistics, CUHK (2013-14)
Major Research/Teaching Grants
Research Grants
- Grant: RGC-GRF (awarded by the Research Grants Council of HKSAR)
Title: General and Superoptimal Recursive Estimators of Time-average Variance.
Role: Principal Investigator
Period: 2021–2023 - Grant: RGC-GRF (awarded by the Research Grants Council of HKSAR)
Title: A General Framework: Difference-based Variance Estimators.
Role: Principal Investigator
Period: 2020–2022 - Grant: RGC-ECS (awarded by the Research Grants Council of HKSAR)
Title: Multiple Incompatibility Problems in Multiple Imputation.
Role: Principa Investigator
Period: 2019–2021
Remark: This grant is awarded the Early Career Award (2019). - Grant: CUHK Direct Grants, CUHK Research Committee
Title: Estimation of Asymptotic Covariance Matrix for Non-stationary Time Series.
Role: Principal Investigator
Period: 2018–2019
Teaching Grants
- Grant: Funding Scheme for Virtual Teaching and Learning (awarded by CUHK)
Title: Accumulation of e-resources and Acceleration of Latest Analysis Dissemination.
Role: Principal supervisor
Period: August 2021–July 2022
Graduate Students
- Current graduate students
- Hui (Iris) GONG. PhD in Statistics, CUHK (expected 2022).
- Kai Pan (Ben) CHU. MPhil in Risk Management Science, CUHK (expected 2023).
- Xu (Lexi) LIU. MPhil in Risk Management Science, CUHK (expected 2023).
- Cheuk Hin (Andy) CHENG. MPhil in Risk Management Science, CUHK (expected 2023).
- Zerun WANG. MPhil in Statistics, CUHK (expected 2023).
- Di SU. MPhil in Statistics, CUHK (expected 2023).
- Hon Kiu (James) TO. MPhil in Statistics, CUHK (expected 2022).
- Cheuk Wai Dominic LEUNG. MPhil in Risk Management Science, CUHK (expected 2022).
- Man Fai (Billy) IP. MPhil in Risk Management Science, CUHK (expected 2022).
- Past graduate students
- Man Fung (Heman) LEUNG. MPhil in Risk Management Science, CUHK (2021). Pursuing PhD in Statistics at University of Illinois Urbana-Champaign.
- Yuhang (Tom) LIN. MPhil in Statistics, CUHK (2020). Pursuing PhD in Statistics at Iowa State University.
- Yi Cheong (Ian) NG. MPhil in Statistics, CUHK (2020). Graduate job: Research manager in C&SD.