BSc. MPhil in Risk Management Science (CUHK)
MA. PhD in Statistics (Columbia University)
- Xing, Y., Sit, T. and Wong, H.Y. (2021+), “Nested Simulation Strategies for Risk Measures with Importance Sampling,” To appear in Quantitative Finance.
- 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.
- Sit, T., Yu, Y. and Ying, Z. (2021), “Event History Analysis of Dynamic Communication Networks,” Biometrika, 108, 223–30.
- 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.
- 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
Associate Editor of Journal of Forecasting