Dr. WANG, Chen
Department of Statistics & Actuarial Science, Faculty of Science, HKU
- 3917 0064
- 2858 9041
- Rm 122, Run Run Shaw Building
- Actuarial Science
- Time Series Analysis
- High-dimensional Data Analysis
- High dimensional cointegration analysis
Publication and news:
- A. Onatski and C. Wang, Alternative asymptotics for cointegration tests in large VARs, Econometrica. 2018, 86: 1465-1478.
- C. Zhang, Z. Bai, J. Hu and C. Wang, Multi-sample test for high-dimensional covariance matrices, Communications in Statistics - Theory and Methods. 2018, 47: 3161-3177.
- J. Hu, Z. Bai, C. Wang and W. Wang, On testing the equality of high dimensional mean vectors with unequal covariance matrices, Annals of the Institute of Statistical Mathematics. 2017, 69: 365-387.
- Z. Bai, and C. Wang, A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix, Statistics and Probability Letters. 2015, 96: 333-340.
- C. Wang, B. Jin, Z. Bai, K. K. Nair and M. C. Harding, Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix, Annals of Applied Probability. 2015, 25: 3624-3683.
- B. Jin, C. Wang, Z. Bai, K. K. Nair and M. C. Harding, Limiting spectral distribution of a symmetrized auto-cross covariance matrix, Annals of Applied Probability. 2014, 24: 1199-1225.