Chen Wang

Welcome! I am an Assistant Professor in Department of Statistics and Actuarial Science, The University of Hong Kong.

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Contact Information
Run Run Shaw Building, The University of Hong Kong   Pokfulam Road, Hong Kong
Email:      stacw@hku.hk
Phone:    (852) 3917-0064
Fax:         (852) 2858-9041

Education 
PhD in Statistics (2014), NUS

Research Interests
Time Series Analysis, High-dimensional Data Analysis 

Publications

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.

Teaching
STAT2602 Probability and Statistics II
STAT4904 Statistical Learning for Risk Modelling