• 3658 Citations
  • 31 h-Index
1985 …2020

Research output per year

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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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Research Outputs

  • 3658 Citations
  • 31 h-Index
  • 134 Article
  • 9 Chapter
  • 2 Book

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. 809-827

Research output: Contribution to journalArticle

  • 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 journalArticle

  • 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. 77-89

    Research output: Contribution to journalArticle

  • Unit root testing on buffered autoregressive model

    WANG, D. & LI, W. K., Apr 2020, In : Statistica Sinica. 30, 2, p. 977-1003

    Research output: Contribution to journalArticle

  • 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 journalArticle