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Teaching Staff

Professor WANG, Chen

Professor WANG, Chen

Assistant Professor, School of Computing and Data Science (Statistics and Actuarial Science), Faculty of Science, HKU

PhD(NUS)

  • 3917 0064
  • 2858 9041
  • Rm 122, Run Run Shaw Building

Teaching areas:

  • Statistics
  • Actuarial Science

 

Research interests:

  • Random Matrix Theory
  • Time Series Analysis
  • High-Dimensional Data Analysis

 

Current research:

  • High dimensional cointegration analysis

 

Research team:

  • Statistics

 

Publication and news:

  1. A. Onatski and C. Wang, Alternative asymptotics for cointegration tests in large VARs, Econometrica. 2018, 86: 1465-1478.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
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