WU, Ka Ho 胡家浩

Position Retired Professor
Email khwu@sta.cuhk.edu.hk
Phone Number
Fax Number
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Homepage https://www.sta.cuhk.edu.hk/khwu/

Academic Background

PhD (University of Alberta)

Research Interest

Selected Publications

  1. Zhao-Guo Chen and Ka Ho Wu (2017) Benchmark Forecast and Error Modeling, Journal of Forecasting, Vol 36, 382-394.
  2. Wensheng Wang, Ka Ho Wu and Kyo Shin Hwang (2015) The Berry-esseen Bounds for Sample Rescaled Polyvariograms, Communications in Statistics: Theory and Methods, Vol 44, 3639-3652.
  3. Ka Ho Wu, Zhao-Guo Chen and Wensheng Wang (2014) A robust and practical method of unit root tests, Advances and Applications in Statistics, Vol 41, 21-67.
  4. Douglas P. Wiens and Eden K. H. Wu (2010) A Comparative Study of Robust Designs for M-Estimated Regression Models, Computational Statistics and Data Analysis, Vol 54, 1683-1695.
  5. Zhao-Guo Chen and Ka Ho Wu (2010) Benchmarking using working error models, Advances and Applications in Statistics, Vol 19, 113-148.
  6. Zhao-Guo Chen and Ka Ho Wu (2009) Benchmarking with Default and Fitted Error Models, Working Paper no. BSMD-2009-005-E, Statistics Canada.
  7. Yang, Z. L., Wu, E. K. H. and Desmond, A. F. (2008) Inference for General Parametric Functions in Box-Cox-Type Transformation Models, Canadian Journal of Statistics, Vol 36, 301-319.
  8. Chan, W. S., Cheung, S. H., Zhang L. X. and Wu K. H. (2008) Temporal Aggregation of Equity Return Time-Series Models, Mathematics and Computers in Simulation, Vol 78, 172-180.
  9. Ka Ho Wu and Zhao-Guo Chen (2008) Benchmarking Comparison and Error Modelling, Proceedings of Survey Methods Section, Statistical Society of Canada.
  10. Zhao-Guo Chen and Ka Ho Wu (2006) Comparison of Benchmarking Methods with and without a Survey Eerror Model, International Statistical Review, Vol 74, 285-304.
  11. Wu, K. H., Tang, M. L. and Lee, K. M. (2006) Multiple Testing Procedures for Analyzing Stratified Comparative Clinical Trials Using Odds Ratios, Computational Statistics and Data Analysis, Vol 50, 3324-3342.
  12. Tang, M. L. and Wu, K. H. (2005) A Unified Sequential Test Procedure for Simultaneous Testing the Equality of Several Binomial Proportions to a Specified Standard, Journal of Applied Statistics, Vol 32, 617-624.
  13. Zhao-Guo Chen and Ka Ho Wu (2005) Survey Error Modelling and Benchmarking Comparison When the Survey Error is Very Highly Autocorrelated, Working Paper no. BSMD-2005-013E, Statistics Canada.
  14. Chan, W. S., Cheung, S. H. and Wu, K. H. (2004) Multiple Forecasts with Autoregressive Time Series Models: Case Studies, Mathematics and Computers in Simulation, Vol 64, 421-430.
  15. Cheung S. H., Wu, K. H. and Quek, A. L. (2003) Pairwise Comparisons in Each of Several Groups with Heterogeneous Variances, Biometrical Journal, Vol 45, 325-334.
  16. Cheung, S. H., Wu, K. H. and Lim S. P. (2002) Simultaneous Prediction Intervals for Multiple Comparisons with a Standard, Statistical Paper, Vol 43, 337-347.
  17. Zhao-Guo Chen and Ka Ho Wu (2000) Survey Error Modelling in The Presence of Benchmarks, Proceedings of Survey Methods Section, Statistical Society of Canada, 93-101.
  18. Zhao-Guo Chen, Ka Ho Wu and Rainer Dahlhaus (2000) Hidden Frequency Estimation with Data Tapers, Journal of Time Series Analysis, Vol 21, 13-142.
  19. W.S. Chan, S.H. Cheung and K.H. Wu (1999) Exact Joint Forecast Regions for Vector Autoregressive Models, Journal of Applied Statistics, Vol. 26, 35-44.
  20. Ka Ho Wu, Siu Hung Cheung and Shiu Hang Chan (1998) A Robust Method of Testing Causality, Proceedings of the Third St. Petersburg Workshop on Simulations, 314-319.
  21. Siu Hung Cheung, Ka Ho Wu and Wai Sum Chan (1998) Simultaneous Prediction Intervals for Autoregressive Integrated Moving Average Models: A Comparative Study, Computational Statistics and Data Analysis, Vol 28, 297-306.
  22. Eden K.H. Wu and Julie Zhou (1998) Efficient Bias-robust M-estimators of Location in Kolmogorov Normal Neighbourhoods, Canadian Journal of Statistics, Vol. 26, 257-266.
  23. Douglas P. Wiens, Eden K.H. Wu and Julie Zhou (1998) On the Trimmed Mean and Minimax Variance L-estimation in Kolmogorov Neighbourhoods, Canadian Journal of Statistics, Vol. 26, 231-238.
  24. K.H. Wu and P. S. Chan (1997) Distributions Minimizing Fisher Information for Location in Kolmogorov Neighbourhoods, Annals of the Institute of Statistical Mathematics , Vol. 49, 541-554.
  25. D. Hamilton and Eden K.H. Wu (1995) Confidence Regions for Parameters in the AR(1) Model, Journal of Time Series Analysis, Vol. 16, 249-265.
  26. K.H. Wu and S.H. Cheung (1994) Subset Selection for Normal Means in a Two-Way Design, Biometrical Journal, Vol 34, 165.175.
  27. Denis H.Y. Leung, Francis H.C. Marriott and Eden K.H. Wu (1993) Bandwidth Selection in Robust Smoothing, Journal of Nonparametric Statistics , Vol. 2, 333-339.
  28. Cheung, S. H., Wu, K. H. and Holland, B. (1993) Simultaneous Prediction Intervals for All Pairwise Differences Among Several Future Sample Means, Communications in Statistics: Theory and Methods, Vol 22, 3087-3096. .
  29. Eden K.H. Wu (1992) Distributions Minimizing Fisher Information for Scale in e-contamination Neighbourhoods, Statistics and Probability Letters , Vol. 14, 373-383.
  30. Eden K.H. Wu and Denis H.Y. Leung (1992) Asymptotic Minimax Properties of L-estimators of Scale, Australian Journal of Statistics , Vol. 34, 345-360. (in pdf format).
  31. Douglas P. Wiens and K.H. Eden Wu (1991) “Distributions Minimizing Fisher Information for Scale in Kolmogorov Neighbourhoods”, Canadian Journal of Statistics, Vol 19, pp 179-190.
  32. Douglas P. Wiens and K.H. Eden Wu (1990) Asymptotic Minimax Properties of M-estimators of Scale, Statistics and Probability Letters, Vol 10, 363-368.
  33. Christopher Field and Eden Wu (1988). Extreme Tail Areas of a Linear Combination of Chi-Squares. Technical Report, University of Alberta.

Research Grants

EARMARKED RESEARCH GRANTS:

Principal Investigator:

  • 2007-10 Nonlinear benchmarking and survey error modelling (with Dr. Z.- G Chen; Hong Kong General Research Fund, HK$405,000).
  • 2002-04 Benchmarking socio-economic time series with survey error modelling (wiith Dr. Z.- G. Chen, Dr. S. H. Cheung; Hong Kong Research Grants Council Earmarked Grant, HK$463,137).
  • 1997-99 Multiple forecasts and casuality analysis in time series modelling (with Dr. S. H. Cheung and Dr. P. S. Chan; Hong Kong Research Grants Council Earmarked Grant, HK$200,000).

Co-Investigator:

  • 2002-04 Sensitivity Analysis of Family Selection in Multiple Inferences (with Dr. S. H. Cheung; Hong Kong Research Grants Council Earmarked Grant, HK$300,000).

OTHER GRANTS:

Principal Investigator:

  • 2011-12 Method of determining the order of nonstationary time series based on Polyvariogram, awarded by the CUHK Research Committee Funding, with Dr. Z. G. Chen.
  • 2001-02 Multiple forecasts with autoregressive time series models, awarded by the CUHK Research Committee Funding, with Dr. S. H. Cheung.
  • 2000-01 A graphical approach for determining the order of non-stationary time series, awarded by the CUHK Research Committee Funding, with Dr. Z. G. Chen.
  • 1998-99 Third analysis of survey error, awarded by the CUHK Research Committee Funding, with Dr. Z. G. Chen.
  • 1998 Hidden frequency estimation and data taper, a Summer Research Grant awarded by the Block Grant from the Hong Kong Government.
  • 1996-97 On the minimax variance L-estimation of location in Kolmogorov neighbourhoods of normal distribution, awarded by the CUHK Research Committee Funding.
  • 1994-95 Asymptotic minimax variance M-estimators of the location parameter over Kolmogorov neighbourhoods – asymmetric case, awarded by the CUHK Research Committee Funding, with Dr. P. S. Chan.
  • 1992-93 Simultaneous prediction intervals for all pairwise differences among several future sample means, awards by the CUHK Research Committee Funding, with Dr. S.H. Cheung.
  • 1990-91 An exact method for constructing confidence regions in a first order autoregressive model, awarded by the CUHK Research Committee Funding.

Co-Investigator:

  • 2001-02 Multiple Comparisons and bioequivalence studies in two-way designs, awarded by the CUHK Research Committee Funding, with Dr. S. H. Cheung.
  • 1995-96 Exact simultaneous prediction intervals for multiple forecasts from integrated autoregressive moving average model, awarded by the CUHK Research Committee Funding, with Dr. S. H. Cheung.

Honours and Awards


Exemplary Teaching Award
Faculty of Science, CUHK (2000-2001, 2003-2004, 2008-2009)