Keith, keith

CHAN, Kin Wai 陳健威

Position Assistant Professor
Email kinwaichan [at] cuhk.edu.hk
Phone Number 3943 7923
Fax Number 2603 5188
Address LSB 115
Homepage https://www.sta.cuhk.edu.hk/kwchan/
Related News

01/12/2021

New Publication in Annals of Statistics: Optimal Difference-based Variance Estimators in Time Series: A General Framework (2021+).

New Publication in Annals of Statistics: General and Feasible Tests with Multiply-Imputed Datasets (2021+).

New Publication in Scientific Reports: Uniportal vs. Multiportal Video-Assisted Thoracic Surgery for Major Lung Resection: Fewer Incisions, Less Immunochemokine Disturbances (2021).

New Publication in Statistica Sinica: Multiple Improvements of Multiple Imputation Likelihood Ratio Tests (2021+).

New Publication in Journal of Business & Economic Statistics: Mean-structure and Autocorrelation Consistent Covariance Matrix Estimation (2021+).

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

  1. Chan, K. W. (2021+) Optimal Difference-based Variance Estimators in Time Series: A General Framework. Annals of Statistics (to appear).
  2. Chan, K. W. (2021+). General and Feasible Tests with Multiply-Imputed Datasets. Annals of Statistics (to appear).
  3. 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]
  4. Chan, K. W. & Meng, X.-L. (2021+). Multiple Improvements of Multiple Imputation Likelihood Ratio Tests. Statistica Sinica (to appear). [doi:10.5705/ss.202019.0314]
  5. Chan, K. W. (2021+). Mean-structure and Autocorrelation Consistent Covariance Matrix Estimation. Journal of Business & Economic Statistics (to appear). [doi:10.1080/07350015.2020.1796397]
  6. 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]
  7. 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]
  8. 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)
  • 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

Professional Activities

  • The 5th International Conference on Econometrics and Statistics, session organizer (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.

Teaching

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