Publication

Research Articles in Refereed Journals (Click the article title for more details if any.)

1. Hui, L.  L. and Chan, K. W. (2024+)
   Rematching estimators for average treatment effects.
   Under review. 

2. Leung, C. W. D. and Chan, K. W. (2024+)
   Testing for Variance Changes under Varying Mean and Serial Correlation.
   Under review. 

3. Gong, H. and Chan, K. W. (2024+)
   Sensitivity Analysis for Non-ignorable missing data via Generalized Estimating Equation.
   Under review. 

4. Leung, M. F. and Chan, K. W. (2024+)
   Principles of Variance Estimation in Online Problems.
   Under review.
   [arXiv: https://arxiv.org/abs/2209.05399]

5. Ip, M. F. and Chan, K. W. (2024)
   Inference of Coarsened Time Series via Generalized Method of Moments.
   To appear in Journal of Time Series Analysis.
   [doi: https://doi.org/10.1111/jtsa.12740]

6. Chan, K. W. & Yau, C. Y. (2024).
   Asymptotically Constant Risk Estimator of the Time-average Variance Constant.
   To appear in Biometrika.
   [doi: https://doi.org/10.1093/biomet/asae003]

7. 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]

8. To, H. K. and Chan, K. W. (2023)
   Mean Stationarity Test in Time Series: A Signal Variance-based Approach.
   Bernoulli, 30, 1231-1256.
   [doi:10.3150/23-BEJ1630]

9. 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/s41598-023-41680-7]

10. 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]

11. Chan, K. W. (2022)
    General and Feasible Tests with Multiply-Imputed Datasets.
    Annals of Statistics, 50, 930–948.
    [doi:10.1214/21-AOS2132]

12. 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]

13. 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]

14. 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/s41598-021-89598-2]

15. 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]

16. 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]

17. 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]