SIT, Tony 薛賢鴻

Position Associate Professor
Email tony.sit [at]
Phone Number 3943 7054
Fax Number 2603 5188
Address LSB 106

Academic Background

BSc. MPhil in Risk Management Science (CUHK)

MA. PhD in Statistics (Columbia University)

Research Interest

Selected Publications

  1. Xing, Y., Sit, T. and Wong, H.Y. (2021+), “Nested Simulation Strategies for Risk Measures with Importance Sampling,” To appear in Quantitative Finance.
  2. Chan, K.C.G., Ling, H.K., Sit, T. and Yam, S.C.P. (2021), “Grenander-type Nature of Monotone NPMLE of Multi-sample Biased Sampling Models,” Electronic Journal of Statistics, 15, 2876-904.
  3. Sit, T., Yu, Y. and Ying, Z. (2021), “Event History Analysis of Dynamic Communication Networks,” Biometrika, 108, 223–30.
  4. Chu, C.W., Sit, T. and Xu, G. (2021), “Transformed Dynamic Quantile Regression on Censored Data,” Journal of the American Statistical Association, 116, 874–86.
  5. Cai, Z. and Sit, T. (2020), “Censored Quantile Regression Model with Time-Varying Covariates under Length-Biased Sampling,” Biometrics, 76, 1201–15.

Please refer to my personal website for more publications in refereed journals.

Major Research Grants

GRF: On Efficiency of Censored Quantile Regression
GRF: Challenges in Censored Quantile Regression: Time-dependent Covariates, Heterogeneity
and Distributed Systems
GRF: Censored Quantile Regression with Time-dependent Covariates and Other Extensions

Professional Activities

Associate Editor of Journal of Forecasting