Publication

Publications with abstracts can be found here.

1. Ngan, Y. H. and Chan, K. W. (2025+)
   Difference-based inference and estimation of long-run variance function.
   Under review. 

2. Wang, Y. X. and Chan, K. W. (2025+)
   Compatibility of differencing and kernel averaging in spectral density estimation.
   Under review. 

3. Leung, M. F., Chan, K. W., and Shao X. (2025+)
   Online Generalized Method of Moments for Time Series.
   Under review. 

4. Ma, T. T. and Chan, K. W. (2025+)
   Self-normalized jump test for high-frequency data.
   Under review. 

5. Lee, C. M. and Chan, K. W. (2025+)
   Difference-based variance estimators with repeated measurements.
   Under review. 

6. Ma, T. T. and Chan, K. W. (2025+)
   Jittered estimators and tests of jumps under infill asymptotics.
   Under review. 

7. Gong, H. and Chan, K. W. (2025+).
   Sensitivity Analysis for Non-ignorable missing data via Generalized Estimating Equation.
   Under review. 

8. Hui, L.  L. and Chan, K. W. (2025+).
   Rematching estimators for average treatment effects.
   To appear in Statistica Sinica.
   doi: 10.5705/ss.202024.0306

9. Leung, M. F. and Chan, K. W. (2025+).
   Principles of Statistical Inference in Online Problems.
   To appear in Bernoulli.
   arXiv: https://arxiv.org/abs/2209.05399
   website: https://www.e-publications.org/ims/submission/BEJ/user/submissionFile/65105?confirm=4f765502

10. Liu, X. and Chan, K. W. (2024+).
    Positive-definite Converging Kernel Estimation of Long-run Variance.
    To appear in Journal of Business & Economic Statistics.
    doi: 10.1080/07350015.2024.2432945

11. Yu, S. Y., Chan, K. W., Lim, K., Siu, I. C. H., Wong, R. H. L., Wan, I. Y. P. (2024)
    Lower Recurrence Rate After Surgical Treatment for Primary Spontaneous Pneumothorax Using a Digital Chest Drainage System.
    To appear in Innovations: Technology and Techniques in Cardiothoracic and Vascular Surgery.
    doi: 10.1177/15569845241272153

12. Leung, C. W. D. and Chan, K. W. (2024).
    Testing for Variance Changes under Varying Mean and Serial Correlation.
    To appear in Statistica Sinica.
    doi: 10.5705/ss.202023.023

13. Chan, K. W. & Yau, C. Y. (2024).
    Asymptotically Constant Risk Estimator of the Time-average Variance Constant.
    Biometrika, 111, 825-842.
    doi: https://doi.org/10.1093/biomet/asae003

14. Ip, M. F. and Chan, K. W. (2024).
    Inference of Coarsened Time Series via Generalized Method of Moments.
    Journal of Time Series Analysis, 45, 823-846.
    doi: https://doi.org/10.1111/jtsa.12740

15. Cheng, C. H. and Chan, K. W. (2024)
    A General Framework For Constructing Locally Self-Normalized Multiple-Change-Point Tests.
    Journal of Business & Economic Statistics, 42, 719–731.
    doi: 10.1080/07350015.2023.2231041

16. To, H. K. and Chan, K. W. (2024).
    Mean Stationarity Test in Time Series: A Signal Variance-based Approach.
    Bernoulli, 30, 1231-1256.
    doi: 10.3150/23-BEJ1630

17. Yu, S. Y., Chan, K. W., Tsui, C. O., Chan S. and Thung K. H. (2023).
    Non-Steroidal Anti-inflammatory Drugs Reduce Pleural Adhesion in Human: Evidence from Redo Surgery.
    Scientific Reports, 13, 14578.
    doi: 10.1038/s41598-023-41680-

18. Chan, K. W. (2022).
    Optimal Difference-based Variance Estimators in Time Series: A General Framework.
    Annals of Statistics, 50, 1376–1400.
    doi: 10.1214/21-AOS2154

19. Chan, K. W. (2022).
    General and Feasible Tests with Multiply-Imputed Datasets.
    Annals of Statistics, 50, 930–948.
    doi: 10.1214/21-AOS213

20. Chan, K. W. & Meng, X.-L. (2022).
    Multiple Improvements of Multiple Imputation Likelihood Ratio Tests.
    Statistica Sinica, 32, 1489–1514.  
    doi: 10.5705/ss.202019.0314

21. Chan, K. W. (2022).
    Mean-structure and Autocorrelation Consistent Covariance Matrix Estimation.
    Journal of Business & Economic Statistics, 40, 201–215.
    doi: 10.1080/07350015.2020.1796397

22. Yu, P., Chan, K. W., Lau, R., Wan, I., Chen, G. and Ng, C. (2021).
    Uniportal vs. Multiportal Video-Assisted Thoracic Surgery for Major Lung Resection: Fewer Incisions, Less Immunochemokine Disturbances.
    Scientific Reports, 11, 1–6.
    doi: 10.1038/s41598-021-89598-

23. Chan, K. W. & Yau, C. Y. (2017).
    High Order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth.
    Scandinavian Journal of Statistics, 44, 866–898.
    doi: 10.1111/sjos.12279

24. Chan, K. W. & Yau, C. Y. (2017).
    Automatic Optimal Batch Size Selection for Recursive Estimators of Time-Average Covariance Matrix.
    Journal of the American Statistical Association, 112, 1076-1089.
    doi: 10.1080/01621459.2016.1189337

25. Chan, K. W. & Yau, C. Y. (2016).
    New Recursive Estimators of The Time-average Variance Constant.
    Statistics and Computing, 26, 609-627. 
    doi: 10.1007/s11222-015-9548-7