Kin Wai Chan

发表

General and feasible tests with multiply-imputed datasets

Kin Wai Chan, 2021, The Annals of Statistics.

Optimal difference-based variance estimators in time series: A general framework

Kin Wai Chan, 2021, The Annals of Statistics.

Automatic Optimal Batch Size Selection for Recursive Estimators of Time-Average Covariance Matrix

Kin Wai Chan, C. Yau, 2017 .

A General Framework For Constructing Locally Self-Normalized Multiple-Change-Point Tests

Kin Wai Chan, Cheuk Hin Cheng, 2022, 2205.00304.

Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation

Kin Wai Chan, 2020, Journal of Business & Economic Statistics.

High‐order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth

Kin Wai Chan, C. Yau, 2017 .

New recursive estimators of the time-average variance constant

Kin Wai Chan, C. Yau, 2015, Statistics and Computing.

Multiple Improvements of Multiple Imputation Likelihood Ratio Tests

Xiao-Li Meng, Kin Wai Chan, Kin Wai Chan, 2017, 1711.08822.

Put Your Money Where Your Mouth is: Do Financial Firms Follow Their Own Recommendations?

Kin Wai Chan, Charles Chang, Albert Y. Wang, 2009 .