SIT, Tony 薛贤鸿Position Associate Professor
Email tony.sit [at] cuhk.edu.hk
Phone Number 3943 7054
Fax Number 2603 5188
Address LSB 106
Homepage https://www.sta.cuhk.edu.hk/tonysit/
Related News
11/07/2021
New Publication in Electronic Journal of Statistics: On Asymptotic Equivalence of the NPMLE of a Monotone Density and a Grenander-type Estimator in Multi-sample Biased Sampling Models.
Academic BackgroundBSc. MPhil in Risk Management Science (CUHK)
MA. PhD in Statistics (Columbia University)
Research InterestLife-time Data AnalysisNetwork ModellingRisk Management and Statistical FinanceSemiparametric Inference
Selected PublicationsXing, Y., Sit, T. and Wong, H.Y. (2021+), “Nested Simulation Strategies for Risk Measures with Importance Sampling,” To appear in Quantitative Finance.
Chan, K.C.G., Ling, H.K., Sit, T. and Yam, S.C.P. (2021), “Grenander-type Nature of Monotone NPMLE of Multi-sample Biased Sampling Models,” Electronic Journal of Statistics, 15, 2876-904.
Sit, T., Yu, Y. and Ying, Z. (2021), “Event History Analysis of Dynamic Communication Networks,” Biometrika, 108, 223–30.
Chu, C.W., Sit, T. and Xu, G. (2021), “Transformed Dynamic Quantile Regression on Censored Data,” Journal of the American Statistical Association, 116, 874–86.
Cai, Z. and Sit, T. (2020), “Censored Quantile Regression Model with Time-Varying Covariates under Length-Biased Sampling,” Biometrics, 76, 1201–15.
Please refer to my personal website for more publications in refereed journals.
Major Research Grants2022-2024
GRF: On Efficiency of Censored Quantile Regression
2021-2023
GRF: Challenges in Censored Quantile Regression: Time-dependent Covariates, Heterogeneity
and Distributed Systems
2019-2021
GRF: Censored Quantile Regression with Time-dependent Covariates and Other Extensions
Professional Activities2021-
Associate Editor of Journal of Forecasting
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香港中文大学统计学系老师教授导师介绍简介-SIT, Tony 薛贤鸿
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