makchen

CHEN, Kani
陳卡你

(PhD Columbia)

Phone: (852) 2358 7425
Email: makchen@ust.hk
Office: Room 3426
Home Page

Professor / Director of MSc in Financial Mathematics



Research Interests

Survival analysis; sequential analysis; boot-strapping; empirical process; stochastic modeling; missing data and EM algorithm

Teaching

  • MAFS6010D  Financial Innovations in Web 3.0

Selected Publications

  Article

  1. A General Pairwise Comparison Model for Extremely Sparse Networks
    • Author(s): Han, Ruijian; Xu, Yiming; Chen, Kani
    • Source: Journal of the American Statistical Association, 15 April 2022
    • Year: 2022

  2. Linearized maximum rank correlation estimation
    • Author(s): Shen, Guohao; Chen, Kani; Huang, Jian; Lin, Yuanyuan
    • Source: Biometrika, May 2022, article number asac027, p. 1-17
    • Year: 2022

  3. Surprise sampling: Improving and extending the local case-control sampling
    • Author(s): Shen, Xinwei; Chen, Kani; Yu, Wen
    • Source: Electronic Journal of Statistics, v. 15, (1), 2021, p. 2454-2482
    • Year: 2021

  4. Broken adaptive ridge regression for right-censored survival data
    • Author(s): Sun, Zhihua; Liu, Yi; Chen, Kani; Li, Gang
    • Source: Annals of the Institute of Statistical Mathematics, April 2021
    • Year: 2021

  5. Asymptotic theory of sparse Bradley–Terry model
    • Author(s): Han, Ruijian ; Ye, Rougang; Tan, Chunxi; Chen, Kani
    • Source: Annals of Applied Probability, v. 30, (5), October 2020, p. 2491-2515
    • Year: 2020

  6. The broken adaptive ridge procedure and its applications
    • Author(s): Dai, Linlin; Chen, Kani; Li, Gang
    • Source: Statistica Sinica, v. 30, (2), April 2020, p. 1069-1094
    • Year: 2020

  7. Bivariate gamma model
    • Author(s): Han, Ruijian; Chen, Kani; Tan, Chunxi
    • Source: Journal of Multivariate Analysis, v. 180, November 2020, article number 104666
    • Year: 2020

  8. Estimation of dynamic mixed double factors model in high-dimensional panel data
    • Author(s): Fang, Guobin; Zhang, Bo; Chen, Kani
    • Source: Soft Computing, v. 24, (4), February 2020, p. 2527-2541
    • Year: 2020

  9. Curiosity-Driven Recommendation Strategy for Adaptive Learning via Deep Reinforcement Learning
    • Author(s): Han, Ruijian ; Chen, Kani; Tan, Chunxi
    • Source: British Journal of Mathematical and Statistical Psychology, 21 February 2020
    • Year: 2020

  10. In vivo single-cell lineage tracing in zebrafish using high-resolution infrared laser-mediated gene induction microscopy
    • Author(s): He, Sicong ECE; Tian, Ye; Feng, Shachuan; Wu, Yi; Shen, Xinwei; Chen, Kani; He, Yingzhu; Sun, Qiqi; Li, Xuesong; Xu, Jin; Wen, Zilong; Qu, Jianan
    • Source: eLife, v. 9, January 2020, article number e52024
    • Year: 2020

  11. Maximum Likelihood Estimation in Transformed Linear Regression With Nonnormal Errors
    • Author(s): Tong, Xingwei; Gao, Fuqing; Chen, Kani; Cai, Dingjiao; Sun, Jianguo
    • Source: Annals of Statistics, v. 47, (4), August 2019, p. 1864-1892
    • Year: 2019

  12. Adaptive Learning Recommendation Strategy Based on Deep Q-learning
    • Author(s): Tan, Chunxi ; Han, Ruijian; Ye, Rougang; Chen, Kani
    • Source: Applied Psychological Measurement, July 2019, article number UNSP 0146621619858674
    • Year: 2019

  13. Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
    • Author(s): Zhou, Ling; Lin, Huazhen; Chen, Kani; Liang, Hua
    • Source: Journal of Econometrics, 2019
    • Year: 2019

  14. Broken adaptive ridge regression and its asymptotic properties
    • Author(s): Dai, Linlin; Chen, Kani ; Sun, Zhihua; Liu, Zhenqiu; Li, Gang
    • Source: Journal of Multivariate Analysis, v. 168, November 2018, p. 334-351
    • Year: 2018

  15. Binary Switch Portfolio
    • Author(s): Li, Tengfei; Chen, Kani; Feng, Yang; Ying, Zhiliang
    • Source: Quantitative Finance. , v. 17, (5), May 2017, p. 763-780
    • Year: 2017

  16. End-point Sampling
    • Author(s): Yao, Yuan; Yu, Wen; Chen, Kani
    • Source: Statistica Sinica. , v. 27, (1), January 2017, p. 415-435
    • Year: 2017

  17. Robust rank estimation for transformation models with random effects
    • Author(s): Lin, Y.y. ; Luo, Y. ; Xie, S.y. ; Chen, Kani
    • Source: Biometrika. , v. 104, (4), December 2017, p. 971-986
    • Year: 2017

  18. Regression Analysis with Response-selective Sampling
    • Author(s): Chen, Kani ; Lin, Yuanyuan; Yao, Yuan ; Zhou, Chaoxu
    • Source: Statistica Sinica. , v. 27, (4), October 2017, p. 1699-1714
    • Year: 2017

  19. Least product relative error estimation
    • Author(s): Chen, Kani; Lin, Yuanyuan; Wang, Zhanfeng; Ying, Zhiliang
    • Source: Journal of Multivariate Analysis. , v. 144, February 2016, p. 91-98
    • Year: 2016

  20. Semiparametric transformation models for causal inference in time-to-event studies with all-or-nothing compliance
    • Author(s): Yu, Wen; Chen, Kani; Sobel, Michael E.; Ying, Zhiliang
    • Source: Journal of the Royal Statistical Society. Series B: Statistical Methodology. , v. 77, (2), March 2015, p. 397-415
    • Year: 2015

  21. Functional and Parametric Estimation in a Semi-and Nonparametric Model with Application to Mass-Spectrometry Data
    • Author(s): Ma, Weiping; Feng, Yang; Chen, Kani; Ying, Zhiliang
    • Source: International Journal of Biostatistics. , v. 11, (2), November 2015, p. 285-303
    • Year: 2015

  22. Semiparametric Estimation of a Self-exciting Regression Model with an Application in Recurrent Event Data Analysis
    • Author(s): Bai, Fangfang; Chen, Feng; Chen, Kani
    • Source: Statistica Sinica. , v. 25, (4), October 2015, p. 1503-1526
    • Year: 2015

  23. Case-cohort analysis of clusters of recurrent events
    • Author(s): Chen, Feng; Chen, Kani
    • Source: Lifetime Data Analysis. , v. 20, (1), January 2014, p. 1-15
    • Year: 2014

  24. Modeling Event Clustering Using the m-Memory Cox-Type Self-Exciting Intensity Model
    • Author(s): Chen, Feng; Chen, Kani
    • Source: International Journal of Statistics and Probability. , v. 3, (3), July 2014, p. 126-137
    • Year: 2014

  25. Efficient estimation of the censored linear regression model
    • Author(s): Lin, Yuanyuan; Chen, Kani
    • Source: Biometrika. , v. 100, (2), June 2013, p. 525-530
    • Year: 2013

  26. Efficient estimation for the Cox model with varying coefficients
    • Author(s): Chen, Kani; Lin, Huazhen; Zhou, Yong
    • Source: Biometrika. , v. 99, (2), June 2012, p. 379-392
    • Year: 2012

  27. Analysis of cohort survival data with transformation model
    • Author(s): Chen, K.; Sun, L.; Tong, X.
    • Source: Statistica Sinica. , v. 22, (2), 2012, p. 489-508
    • Year: 2012

  28. Global Partial Likelihood for Nonparametric Proportional Hazards Models
    • Author(s): Chen, Kani; Guo, Shaojun; Sun, Liuquan; Wang, Jane-Ling
    • Source: Journal of the American Statistical Association. , v. 105, (490), 2010, JUN, p. 750-760
    • Year: 2010

  29. ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL
    • Author(s): Chen, Ying; Chen, Kani; Ying, Zhiliang
    • Source: Statistica Sinica. , v. 20, (3), 2010, JUL, p. 1025-1041
    • Year: 2010

  30. Varying coefficient transformation models with censored data
    • Author(s): Chen, K.; Tong, X.
    • Source: Biometrika. , v. 97, (4), 2010, p. 969-976
    • Year: 2010

  31. Least absolute relative error estimation
    • Author(s): Chen, Kani; Wang, Zhanfeng; Lin, Yuanyuan; Ying, Zhiliang
    • Source: Journal of the American Statistical Association. , v. 105, (491), 2010, Sep, p. 1104-1112
    • Year: 2010

  32. Analysis of least absolute deviation
    • Author(s): Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng
    • Source: Biometrika. , v. 95, (1), 2008, MAR, p. 107-122
    • Year: 2008

  33. Design-adaptive minimax local linear regression for longitudinal/clustered data
    • Author(s): Chen, Kani; Fan, Jianqing; Jin, Zhezhen
    • Source: Statistica Sinica. , v. 18, (2), 2008, APR, p. 515-534
    • Year: 2008

  34. Analysis of Absolute Deviation
    • Author(s): Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng
    • Source: Biometrika. , 95; 107-122
    • Year: 2008

  35. Partial linear regression models for clustered data
    • Author(s): Chen, K.; Jin, ZZ
    • Source: Journal of the American Statistical Association. , v. 101, (473), 2006, MAR, p. 195-204
    • Year: 2006

  36. Local polynomial regression analysis of clustered data
    • Author(s): Chen, KN; Jin, ZZ
    • Source: Biometrika. , v. 92, (1), 2005, MAR, p. 59-74
    • Year: 2005

  37. Rank estimation in partial linear model with censored data
    • Author(s): Chen, KN; Shen, J.; Ying, ZL
    • Source: Statistica Sinica. , v. 15, (3), 2005, JUL, p. 767-779
    • Year: 2005

  38. Statistical estimation in the proportional hazards model with risk set sampling
    • Author(s): Chen, K.
    • Source: The Annals of Statistics. , v. 32, (4), 2004, AUG, p. 1513-1532
    • Year: 2004

  39. Linear minimax efficiency of local polynomial regression smoothers
    • Author(s): Chen, KN
    • Source: Journal of nonparametric statistics. , v. 15, (3), 2003, JUN, p. 343-353
    • Year: 2003

  40. Semiparametric analysis of transformation models with censored data
    • Author(s): Chen, KN; Jin, ZZ; Ying, ZL
    • Source: Biometrika. , v. 89, (3), 2002, SEP, p. 659-668
    • Year: 2002

  41. Parametric and semiparametric models for recapture and removal studies: a likelihood approach
    • Author(s): Chen, K.
    • Source: Journal OF The Royal STATISTICAL Society Series b-statistical Methodology. , v. 63, (Part 3), 2001, p. 607-619
    • Year: 2001

  42. Parametric models for response-biased sampling
    • Author(s): Chen, KN
    • Source: Journal OF The Royal STATISTICAL Society Series b-statistical Methodology. , v. 63, (Part 4), 2001, p. 775-789
    • Year: 2001

  43. Generalized case-cohort sampling
    • Author(s): Chen, KN
    • Source: Journal OF The Royal STATISTICAL Society Series b-statistical Methodology. , v. 63, (Part 4), 2001, p. 791-809
    • Year: 2001

  44. Optimal sequential designs of case-control studies
    • Author(s): Chen, K.
    • Source: The Annals of Statistics. , v. 28, (5), 2000, OCT, p. 1452-1471
    • Year: 2000

  45. A note on uniform consistency of the product-limit estimator with staggered entry
    • Author(s): Chen, K.; Ying, ZL
    • Source: Statistics & probability letters. , v. 42, (3), 1999, APR 15, p. 275-281
    • Year: 1999

  46. Case-cohort and case-control analysis with Cox's model
    • Author(s): Chen, K.; Lo, SH
    • Source: Biometrika. , v. 86, (4), 1999, DEC, p. 755-764
    • Year: 1999

  47. On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
    • Author(s): Chen, K.; Lo, SH
    • Source: The Annals of Statistics. , v. 25, (3), 1997, JUN, p. 1050-1087
    • Year: 1997

  48. A counterexample to a conjecture concerning the Hall-Wellner band
    • Author(s): Chen, K.; Ying, ZL
    • Source: The Annals of Statistics. , v. 24, (2), 1996, APR, p. 641-646
    • Year: 1996

  49. On bootstrap accuracy with censored data
    • Author(s): Chen, K.; Lo, SH
    • Source: The Annals of Statistics. , v. 24, (2), 1996, APR, p. 569-595
    • Year: 1996

  50. ON ASYMPTOTIC OPTIMALITY OF ESTIMATING FUNCTIONS
    • Author(s): CHEN, K.; HEYDE, CC
    • Source: Journal of statistical planning and inference. , v. 48, (1), 1995, NOV 1, p. 101-112
    • Year: 1995