Research Output per year
Personal profile
Personal profile
Chinese Name : 李偉強
B.Sc. (First class with Distinction) in Mathematics,
York University, Canada (1975)
M.A. in Mathematics, York University, Canada (1976)
Ph.D. in Statistics, University of Western Ontario (1981)
Elected Member, International Statistical Institute (1991)
Elected Fellow, American Statistical Association (2003)
Elected Fellow, Institute of Mathematical Statistics (2006)
Honorary Member, Hong Kong Statistical Society, conferred March, 2009
Outstanding Service Award, International Chinese Statistical Association, conferred August, 2009
Research interests
Time Series Analysis;
Financial Econometrics;
Financial Risk Management;
Big Data Analytics;
Environmetrics;
Stochastic Processes with Applications to Hydrology and Climatology;
Extreme Value Theory;
Spatial Statistics;
Sampling Methods
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Network
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Research Outputs
Conditional quantile estimation for hysteretic autoregressive models
LI, D., ZENG, R., ZHANG, L., LI, W. K. & LI, G., Apr 2020, In : Statistica Sinica. 30, 2, p. 809-827Research output: Contribution to journal › Article
Evaluation methods for portfolio management
LAW, K. K. F., LI, W. K. & YU, P. L. H., Apr 2020, In : Applied Stochastic Models in Business and Industry.Research output: Contribution to journal › Article
Modeling RCOV matrices with a generalized threshold conditional autoregressive Wishart model
CUI, Y., ZHU, F. & LI, W. K., 2020, In : Statistics and its Interface. 13, 1, p. 77-89Research output: Contribution to journal › Article
Unit root testing on buffered autoregressive model
WANG, D. & LI, W. K., Apr 2020, In : Statistica Sinica. 30, 2, p. 977-1003Research output: Contribution to journal › Article
Variable screening for survival data in the presence of heterogeneous censoring
XU, J., LI, W. K. & YING, Z., Apr 2020, In : Scandinavian Journal of Statistics.Research output: Contribution to journal › Article