**Chen Wang**

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

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

PhD in Statistics (2014), NUS

Publications

A. Onatski and C. Wang, Spectral distribution of the sample covariance of high-dimensional time series with unit roots,

Z. Bai, J. Hu, C. Wang and C. Zhang,

A. Onatski and C. Wang

A. Onatski and C. Wang

C. Zhang, Z. Bai, J. Hu and C. Wang, Multi-sample test for high-dimensional covariance matrices,

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.

Teaching

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.

STAT2602 Probability and Statistics II

STAT3600 Linear Statistical Analysis

STAT4904 Statistical Learning for Risk Modelling