Phyllis Wan
I am an Assistant Professor in Statistics at the Erasmus School of Economics, Erasmus University Rotterdam.
I received my PhD from the Department of Statistics at Columbia University, under the supervision of Prof. Richard Davis.
Contact
Erasmus School of Economics, E T-45
Erasmus University Rotterdam
P.O. Box 1738
3000DR Rotterdam, the Netherlands
wan at ese.eur.nl
Papers
Goodness-of-fit testing for time series models via distance covariance (2022), with Davis, R.A., in Journal of Econometrics. [link, arXiv]
Parametric and non-parametric estimation of extreme earthquake events: the joint tail inference for mainshocks and aftershocks (2021), with Cai, J.-J. and Ozel, G., in Extremes. [link, arXiv, codes]
K-means clustering of extremes (2020), with Janßen, A., in Electronic Journal of Statistics [link, arXiv]
Forecasting the urban skyline with extreme value analysis (2020), with Auerbach, J.L., in International Journal of Forecasting. [link, arXiv]
Are extreme value estimation methods useful for network data? (2020), with Wang, T., Davis, R.A. and Resnick, S.I., in Extremes. [link, arXiv]
Threshold selection for multivariate heavy-tailed data (2019), with Davis, R.A., in Extremes. [link, arXiv]
Applications of distance covariance to time series (2018), with Davis, R.A., Matsui, M. and Mikosch, T., in Bernoulli. [link, arXiv]
Fitting the linear preferential attachment model (2017), with Wang, T., Davis, R.A. and Resnick, S.I., in Electronic Journal of Statistics. [link, arXiv]
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model (2016), with Samorodnitsky, G., Resnick, S.I., Towsley, D., Davis, R.A. and Willis, A., in Journal of Applied Probability. [link, arXiv]
Teaching
@Erasmus
FEM21039: Topics in Advanced Statistics
FEB12005: Toegepaste Statistiek 2
FEB12005X: Applied Statistics 2
FEB23015: Seminar in Business Analytics and Quantitative Marketing
@Columbia
STAT 1111: Introduction to Statistics
Review for Theoretical Statistics PhD Qualification Exam