Kani CHEN
陈卡你
PhD in Statistics
Columbia University, 1994

Professor
Department of Mathematics
Department of Industrial Engineering and Decision Analytics

Program Director of MSc Program in Financial Mathematics

Co-Director of Risk Management and Business Intelligence Program



(852) 2358 7425
makchen@ust.hk
Room 3426
Personal Web

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ORCID
0000-0003-0117-8065

Scopus ID
7410238896




Research Interest Publications Projects Teaching Assignment RPG Supervision Space used




Research Interest

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Survival analysis
Empirical processes
Stochastic modeling
Financial statistics



Publications

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All Years 48 2022 0 2021 2 2020 6 2019 3 2018 1 2017 4 2016 32

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Expand All Collapse All


2021 2

Broken adaptive ridge regression for right-censored survival data
Annals of the Institute of Statistical Mathematics, 5 April 2021
Sun, Zhihua; Liu, Yi; Chen, Kani; Li, Gang Article
Surprise sampling: Improving and extending the local case-control sampling
Electronic Journal of Statistics, v. 15, (1), 2021, p. 2454-2482
Shen, Xinwei; Chen, Kani; Yu, Wen Article

2020 6

Asymptotic theory of sparse Bradley–Terry model
Annals of Applied Probability, v. 30, (5), October 2020, p. 2491-2515
Han, Ruijian; Ye, Rougang; Tan, Chunxi; Chen, Kani Article
Bivariate gamma model
Journal of Multivariate Analysis, v. 180, November 2020, article number 104666
Han, Ruijian; Chen, Kani; Tan, Chunxi Article
Curiosity-Driven Recommendation Strategy for Adaptive Learning via Deep Reinforcement Learning
British Journal of Mathematical and Statistical Psychology, v. 73, (3), 21 February 2020, p. 522-540
Han, Ruijian; Chen, Kani; Tan, Chunxi Article
Estimation of dynamic mixed double factors model in high-dimensional panel data
Soft Computing, v. 24, (4), February 2020, p. 2527-2541
Fang, Guobin; Zhang, Bo; Chen, Kani Article
In vivo single-cell lineage tracing in zebrafish using high-resolution infrared laser-mediated gene induction microscopy
eLife, v. 9, January 2020, article number e52024
He, Sicong; Tian, Ye; Feng, Shachuan; Wu, Yi; Shen, Xinwei; Chen, Kani; He, Yingzhu; Sun, Qiqi; Li, Xuesong; Xu, Jin; Wen, Zilong; Qu, Jianan Article
The broken adaptive ridge procedure and its applications
Statistica Sinica, v. 30, (2), April 2020, p. 1069-1094
Dai, Linlin; Chen, Kani; Li, Gang Article

2019 3

Adaptive Learning Recommendation Strategy Based on Deep Q-learning
Applied Psychological Measurement, July 2019, article number UNSP 8674
Tan, Chunxi; Han, Ruijian; Ye, Rougang; Chen, Kani Article
Efficient Estimation and Computation of Parameters and Nonparametric Functions in Generalized Semi/non-parametric Regression Models
Journal of Econometrics, v. 213, (2), December 2019, p. 593-507
Zhou, Ling; Lin, Huazhen; Chen, Kani; Liang, Hua Article
Maximum Likelihood Estimation in Transformed Linear Regression With Nonnormal Errors
Annals of Statistics, v. 47, (4), August 2019, p. 1864-1892
Tong, Xingwei; Gao, Fuqing; Chen, Kani; Cai, Dingjiao; Sun, Jianguo Article

2018 1

Broken adaptive ridge regression and its asymptotic properties
Journal of Multivariate Analysis, v. 168, November 2018, p. 334-351
Dai, Linlin; Chen, Kani; Sun, Zhihua; Liu, Zhenqiu; Li, Gang Article

2017 4

Binary Switch Portfolio
Quantitative Finance, v. 17, (5), May 2017, p. 763-780
Li, Tengfei; Chen, Kani; Feng, Yang; Ying, Zhiliang Article
End-point Sampling
Statistica Sinica, v. 27, (1), January 2017, p. 415-435
Yao, Yuan; Yu, Wen; Chen, Kani Article
Regression Analysis with Response-selective Sampling
Statistica Sinica, v. 27, (4), October 2017, p. 1699-1714
Chen, Kani; Lin, Yuanyuan; Yao, Yuan; Zhou, Chaoxu Article
Robust rank estimation for transformation models with random effects
Biometrika, v. 104, (4), December 2017, p. 971-986
Lin, Y.y.; Luo, Y.; Xie, S.y.; Chen, Kani Article

2016 1

Least product relative error estimation
Journal of Multivariate Analysis, v. 144, February 2016, p. 91-98
Chen, Kani; Lin, Yuanyuan; Wang, Zhanfeng; Ying, Zhiliang Article

2015 3

Functional and Parametric Estimation in a Semi-and Nonparametric Model with Application to Mass-Spectrometry Data
International Journal of Biostatistics, v. 11, (2), November 2015, p. 285-303
Ma, Weiping; Feng, Yang; Chen, Kani; Ying, Zhiliang Article
Semiparametric Estimation of a Self-exciting Regression Model with an Application in Recurrent Event Data Analysis
Statistica Sinica, v. 25, (4), October 2015, p. 1503-1526
Bai, Fangfang; Chen, Feng; Chen, Kani Article
Semiparametric transformation models for causal inference in time-to-event studies with all-or-nothing compliance
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 77, (2), March 2015, p. 397-415
Yu, Wen; Chen, Kani; Sobel, Michael E.; Ying, Zhiliang Article

2014 2

Case-cohort analysis of clusters of recurrent events
Lifetime Data Analysis, v. 20, (1), January 2014, p. 1-15
Chen, Feng; Chen, Kani Article
Modeling Event Clustering Using the m-Memory Cox-Type Self-Exciting Intensity Model
International Journal of Statistics and Probability, v. 3, (3), July 2014, p. 126-137
Chen, Feng; Chen, Kani Article

2013 1

Efficient estimation of the censored linear regression model
Biometrika, v. 100, (2), June 2013, p. 525-530
Lin, Yuanyuan; Chen, Kani Article

2012 2

Analysis of cohort survival data with transformation model
Statistica Sinica, v. 22, (2), 2012, p. 489-508
Chen, K.; Sun, L.; Tong, X. Article
Efficient estimation for the Cox model with varying coefficients
Biometrika, v. 99, (2), June 2012, p. 379-392
Chen, Kani; Lin, Huazhen; Zhou, Yong Article

2010 4

ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL
Statistica Sinica, v. 20, (3), 2010, JUL, p. 1025-1041
Chen, Ying; Chen, Kani; Ying, Zhiliang Article
Global Partial Likelihood for Nonparametric Proportional Hazards Models
Journal of the American Statistical Association, v. 105, (490), 2010, JUN, p. 750-760
Chen, Kani; Guo, Shaojun; Sun, Liuquan; Wang, Jane-Ling Article
Least absolute relative error estimation
Journal of the American Statistical Association, v. 105, (491), 2010, Sep, p. 1104-1112
Chen, Kani; Wang, Zhanfeng; Lin, Yuanyuan; Ying, Zhiliang Article
Varying coefficient transformation models with censored data
Biometrika, v. 97, (4), 2010, p. 969-976
Chen, K.; Tong, X. Article

2008 3

Analysis of Absolute Deviation
Biometrika, 95; 107-122
Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng Article
Analysis of least absolute deviation
Biometrika, v. 95, (1), 2008, MAR, p. 107-122
Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng Article
Design-adaptive minimax local linear regression for longitudinal/clustered data
Statistica Sinica, v. 18, (2), 2008, APR, p. 515-534
Chen, Kani; Fan, Jianqing; Jin, Zhezhen Article

2006 1

Partial linear regression models for clustered data
Journal of the American Statistical Association, v. 101, (473), 2006, MAR, p. 195-204
Chen, K.; Jin, ZZ Article

2005 2

Local polynomial regression analysis of clustered data
Biometrika, v. 92, (1), 2005, MAR, p. 59-74
Chen, KN; Jin, ZZ Article
Rank estimation in partial linear model with censored data
Statistica Sinica, v. 15, (3), 2005, JUL, p. 767-779
Chen, KN; Shen, J.; Ying, ZL Article

2004 1

Statistical estimation in the proportional hazards model with risk set sampling
The Annals of Statistics, v. 32, (4), 2004, AUG, p. 1513-1532
Chen, K. Article

2003 1

Linear minimax efficiency of local polynomial regression smoothers
Journal of nonparametric statistics, v. 15, (3), 2003, JUN, p. 343-353
Chen, KN Article

2002 1

Semiparametric analysis of transformation models with censored data
Biometrika, v. 89, (3), 2002, SEP, p. 659-668
Chen, KN; Jin, ZZ; Ying, ZL Article

2001 3

Generalized case-cohort sampling
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (4), 2001, p. 791-809
Chen, Kani Article
Parametric and semiparametric models for recapture and removal studies: a likelihood approach
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (3), 2001, p. 607-619
Chen, Kani Article
Parametric models for response-biased sampling
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (4), 2001, p. 775-789
Chen, Kani Article

2000 1

Optimal sequential designs of case-control studies
The Annals of Statistics, v. 28, (5), 2000, OCT, p. 1452-1471
Chen, K. Article

1999 2

A note on uniform consistency of the product-limit estimator with staggered entry
Statistics & probability letters, v. 42, (3), 1999, APR 15, p. 275-281
Chen, K.; Ying, ZL Article
Case-cohort and case-control analysis with Cox's model
Biometrika, v. 86, (4), 1999, DEC, p. 755-764
Chen, K.; Lo, SH Article

1997 1

On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
The Annals of Statistics, v. 25, (3), 1997, JUN, p. 1050-1087
Chen, K.; Lo, SH Article

1996 2

A counterexample to a conjecture concerning the Hall-Wellner band
The Annals of Statistics, v. 24, (2), 1996, APR, p. 641-646
Chen, K.; Ying, ZL Article
On bootstrap accuracy with censored data
The Annals of Statistics, v. 24, (2), 1996, APR, p. 569-595
Chen, K.; Lo, SH Article

1995 1

ON ASYMPTOTIC OPTIMALITY OF ESTIMATING FUNCTIONS
Journal of statistical planning and inference, v. 48, (1), 1995, NOV 1, p. 101-112
CHEN, K.; HEYDE, CC Article


Expand All Collapse All


Article 2

Broken adaptive ridge regression for right-censored survival data
Annals of the Institute of Statistical Mathematics, 5 April 2021
Sun, Zhihua; Liu, Yi; Chen, Kani; Li, Gang
Surprise sampling: Improving and extending the local case-control sampling
Electronic Journal of Statistics, v. 15, (1), 2021, p. 2454-2482
Shen, Xinwei; Chen, Kani; Yu, Wen


Expand All Collapse All


Article 6

Asymptotic theory of sparse Bradley–Terry model
Annals of Applied Probability, v. 30, (5), October 2020, p. 2491-2515
Han, Ruijian; Ye, Rougang; Tan, Chunxi; Chen, Kani
Bivariate gamma model
Journal of Multivariate Analysis, v. 180, November 2020, article number 104666
Han, Ruijian; Chen, Kani; Tan, Chunxi
Curiosity-Driven Recommendation Strategy for Adaptive Learning via Deep Reinforcement Learning
British Journal of Mathematical and Statistical Psychology, v. 73, (3), 21 February 2020, p. 522-540
Han, Ruijian; Chen, Kani; Tan, Chunxi
Estimation of dynamic mixed double factors model in high-dimensional panel data
Soft Computing, v. 24, (4), February 2020, p. 2527-2541
Fang, Guobin; Zhang, Bo; Chen, Kani
In vivo single-cell lineage tracing in zebrafish using high-resolution infrared laser-mediated gene induction microscopy
eLife, v. 9, January 2020, article number e52024
He, Sicong; Tian, Ye; Feng, Shachuan; Wu, Yi; Shen, Xinwei; Chen, Kani; He, Yingzhu; Sun, Qiqi; Li, Xuesong; Xu, Jin; Wen, Zilong; Qu, Jianan
The broken adaptive ridge procedure and its applications
Statistica Sinica, v. 30, (2), April 2020, p. 1069-1094
Dai, Linlin; Chen, Kani; Li, Gang


Expand All Collapse All


Article 3

Adaptive Learning Recommendation Strategy Based on Deep Q-learning
Applied Psychological Measurement, July 2019, article number UNSP 8674
Tan, Chunxi; Han, Ruijian; Ye, Rougang; Chen, Kani
Efficient Estimation and Computation of Parameters and Nonparametric Functions in Generalized Semi/non-parametric Regression Models
Journal of Econometrics, v. 213, (2), December 2019, p. 593-507
Zhou, Ling; Lin, Huazhen; Chen, Kani; Liang, Hua
Maximum Likelihood Estimation in Transformed Linear Regression With Nonnormal Errors
Annals of Statistics, v. 47, (4), August 2019, p. 1864-1892
Tong, Xingwei; Gao, Fuqing; Chen, Kani; Cai, Dingjiao; Sun, Jianguo


Expand All Collapse All


Article 1

Broken adaptive ridge regression and its asymptotic properties
Journal of Multivariate Analysis, v. 168, November 2018, p. 334-351
Dai, Linlin; Chen, Kani; Sun, Zhihua; Liu, Zhenqiu; Li, Gang


Expand All Collapse All


Article 4

Binary Switch Portfolio
Quantitative Finance, v. 17, (5), May 2017, p. 763-780
Li, Tengfei; Chen, Kani; Feng, Yang; Ying, Zhiliang
End-point Sampling
Statistica Sinica, v. 27, (1), January 2017, p. 415-435
Yao, Yuan; Yu, Wen; Chen, Kani
Regression Analysis with Response-selective Sampling
Statistica Sinica, v. 27, (4), October 2017, p. 1699-1714
Chen, Kani; Lin, Yuanyuan; Yao, Yuan; Zhou, Chaoxu
Robust rank estimation for transformation models with random effects
Biometrika, v. 104, (4), December 2017, p. 971-986
Lin, Y.y.; Luo, Y.; Xie, S.y.; Chen, Kani


Expand All Collapse All


Article 1

Least product relative error estimation
Journal of Multivariate Analysis, v. 144, February 2016, p. 91-98
Chen, Kani; Lin, Yuanyuan; Wang, Zhanfeng; Ying, Zhiliang


Expand All Collapse All


Article 3

Functional and Parametric Estimation in a Semi-and Nonparametric Model with Application to Mass-Spectrometry Data
International Journal of Biostatistics, v. 11, (2), November 2015, p. 285-303
Ma, Weiping; Feng, Yang; Chen, Kani; Ying, Zhiliang
Semiparametric Estimation of a Self-exciting Regression Model with an Application in Recurrent Event Data Analysis
Statistica Sinica, v. 25, (4), October 2015, p. 1503-1526
Bai, Fangfang; Chen, Feng; Chen, Kani
Semiparametric transformation models for causal inference in time-to-event studies with all-or-nothing compliance
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 77, (2), March 2015, p. 397-415
Yu, Wen; Chen, Kani; Sobel, Michael E.; Ying, Zhiliang


Expand All Collapse All


Article 2

Case-cohort analysis of clusters of recurrent events
Lifetime Data Analysis, v. 20, (1), January 2014, p. 1-15
Chen, Feng; Chen, Kani
Modeling Event Clustering Using the m-Memory Cox-Type Self-Exciting Intensity Model
International Journal of Statistics and Probability, v. 3, (3), July 2014, p. 126-137
Chen, Feng; Chen, Kani


Expand All Collapse All


Article 1

Efficient estimation of the censored linear regression model
Biometrika, v. 100, (2), June 2013, p. 525-530
Lin, Yuanyuan; Chen, Kani


Expand All Collapse All


Article 2

Analysis of cohort survival data with transformation model
Statistica Sinica, v. 22, (2), 2012, p. 489-508
Chen, K.; Sun, L.; Tong, X.
Efficient estimation for the Cox model with varying coefficients
Biometrika, v. 99, (2), June 2012, p. 379-392
Chen, Kani; Lin, Huazhen; Zhou, Yong


Expand All Collapse All


Article 4

ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL
Statistica Sinica, v. 20, (3), 2010, JUL, p. 1025-1041
Chen, Ying; Chen, Kani; Ying, Zhiliang
Global Partial Likelihood for Nonparametric Proportional Hazards Models
Journal of the American Statistical Association, v. 105, (490), 2010, JUN, p. 750-760
Chen, Kani; Guo, Shaojun; Sun, Liuquan; Wang, Jane-Ling
Least absolute relative error estimation
Journal of the American Statistical Association, v. 105, (491), 2010, Sep, p. 1104-1112
Chen, Kani; Wang, Zhanfeng; Lin, Yuanyuan; Ying, Zhiliang
Varying coefficient transformation models with censored data
Biometrika, v. 97, (4), 2010, p. 969-976
Chen, K.; Tong, X.


Expand All Collapse All


Article 3

Analysis of Absolute Deviation
Biometrika, 95; 107-122
Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng
Analysis of least absolute deviation
Biometrika, v. 95, (1), 2008, MAR, p. 107-122
Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng
Design-adaptive minimax local linear regression for longitudinal/clustered data
Statistica Sinica, v. 18, (2), 2008, APR, p. 515-534
Chen, Kani; Fan, Jianqing; Jin, Zhezhen


Expand All Collapse All


Article 1

Partial linear regression models for clustered data
Journal of the American Statistical Association, v. 101, (473), 2006, MAR, p. 195-204
Chen, K.; Jin, ZZ


Expand All Collapse All


Article 2

Local polynomial regression analysis of clustered data
Biometrika, v. 92, (1), 2005, MAR, p. 59-74
Chen, KN; Jin, ZZ
Rank estimation in partial linear model with censored data
Statistica Sinica, v. 15, (3), 2005, JUL, p. 767-779
Chen, KN; Shen, J.; Ying, ZL


Expand All Collapse All


Article 1

Statistical estimation in the proportional hazards model with risk set sampling
The Annals of Statistics, v. 32, (4), 2004, AUG, p. 1513-1532
Chen, K.


Expand All Collapse All


Article 1

Linear minimax efficiency of local polynomial regression smoothers
Journal of nonparametric statistics, v. 15, (3), 2003, JUN, p. 343-353
Chen, KN


Expand All Collapse All


Article 1

Semiparametric analysis of transformation models with censored data
Biometrika, v. 89, (3), 2002, SEP, p. 659-668
Chen, KN; Jin, ZZ; Ying, ZL


Expand All Collapse All


Article 3

Generalized case-cohort sampling
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (4), 2001, p. 791-809
Chen, Kani
Parametric and semiparametric models for recapture and removal studies: a likelihood approach
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (3), 2001, p. 607-619
Chen, Kani
Parametric models for response-biased sampling
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (4), 2001, p. 775-789
Chen, Kani


Expand All Collapse All


Article 1

Optimal sequential designs of case-control studies
The Annals of Statistics, v. 28, (5), 2000, OCT, p. 1452-1471
Chen, K.


Expand All Collapse All


Article 2

A note on uniform consistency of the product-limit estimator with staggered entry
Statistics & probability letters, v. 42, (3), 1999, APR 15, p. 275-281
Chen, K.; Ying, ZL
Case-cohort and case-control analysis with Cox's model
Biometrika, v. 86, (4), 1999, DEC, p. 755-764
Chen, K.; Lo, SH


Expand All Collapse All


Article 1

On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
The Annals of Statistics, v. 25, (3), 1997, JUN, p. 1050-1087
Chen, K.; Lo, SH


Expand All Collapse All


Article 2

A counterexample to a conjecture concerning the Hall-Wellner band
The Annals of Statistics, v. 24, (2), 1996, APR, p. 641-646
Chen, K.; Ying, ZL
On bootstrap accuracy with censored data
The Annals of Statistics, v. 24, (2), 1996, APR, p. 569-595
Chen, K.; Lo, SH


Expand All Collapse All


Article 1

ON ASYMPTOTIC OPTIMALITY OF ESTIMATING FUNCTIONS
Journal of statistical planning and inference, v. 48, (1), 1995, NOV 1, p. 101-112
CHEN, K.; HEYDE, CC


Expand All Collapse All


2016 1

Least product relative error estimation
Journal of Multivariate Analysis, v. 144, February 2016, p. 91-98
Chen, Kani; Lin, Yuanyuan; Wang, Zhanfeng; Ying, Zhiliang Article

2015 3

Functional and Parametric Estimation in a Semi-and Nonparametric Model with Application to Mass-Spectrometry Data
International Journal of Biostatistics, v. 11, (2), November 2015, p. 285-303
Ma, Weiping; Feng, Yang; Chen, Kani; Ying, Zhiliang Article
Semiparametric Estimation of a Self-exciting Regression Model with an Application in Recurrent Event Data Analysis
Statistica Sinica, v. 25, (4), October 2015, p. 1503-1526
Bai, Fangfang; Chen, Feng; Chen, Kani Article
Semiparametric transformation models for causal inference in time-to-event studies with all-or-nothing compliance
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 77, (2), March 2015, p. 397-415
Yu, Wen; Chen, Kani; Sobel, Michael E.; Ying, Zhiliang Article

2014 2

Case-cohort analysis of clusters of recurrent events
Lifetime Data Analysis, v. 20, (1), January 2014, p. 1-15
Chen, Feng; Chen, Kani Article
Modeling Event Clustering Using the m-Memory Cox-Type Self-Exciting Intensity Model
International Journal of Statistics and Probability, v. 3, (3), July 2014, p. 126-137
Chen, Feng; Chen, Kani Article

2013 1

Efficient estimation of the censored linear regression model
Biometrika, v. 100, (2), June 2013, p. 525-530
Lin, Yuanyuan; Chen, Kani Article

2012 2

Analysis of cohort survival data with transformation model
Statistica Sinica, v. 22, (2), 2012, p. 489-508
Chen, K.; Sun, L.; Tong, X. Article
Efficient estimation for the Cox model with varying coefficients
Biometrika, v. 99, (2), June 2012, p. 379-392
Chen, Kani; Lin, Huazhen; Zhou, Yong Article

2010 4

ANALYSIS OF MULTIVARIATE FAILURE TIME DATA USING MARGINAL PROPORTIONAL HAZARDS MODEL
Statistica Sinica, v. 20, (3), 2010, JUL, p. 1025-1041
Chen, Ying; Chen, Kani; Ying, Zhiliang Article
Global Partial Likelihood for Nonparametric Proportional Hazards Models
Journal of the American Statistical Association, v. 105, (490), 2010, JUN, p. 750-760
Chen, Kani; Guo, Shaojun; Sun, Liuquan; Wang, Jane-Ling Article
Least absolute relative error estimation
Journal of the American Statistical Association, v. 105, (491), 2010, Sep, p. 1104-1112
Chen, Kani; Wang, Zhanfeng; Lin, Yuanyuan; Ying, Zhiliang Article
Varying coefficient transformation models with censored data
Biometrika, v. 97, (4), 2010, p. 969-976
Chen, K.; Tong, X. Article

2008 3

Analysis of Absolute Deviation
Biometrika, 95; 107-122
Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng Article
Analysis of least absolute deviation
Biometrika, v. 95, (1), 2008, MAR, p. 107-122
Chen, Kani; Ying, Zhiliang; Zhang, Hong; Zhao, Lincheng Article
Design-adaptive minimax local linear regression for longitudinal/clustered data
Statistica Sinica, v. 18, (2), 2008, APR, p. 515-534
Chen, Kani; Fan, Jianqing; Jin, Zhezhen Article

2006 1

Partial linear regression models for clustered data
Journal of the American Statistical Association, v. 101, (473), 2006, MAR, p. 195-204
Chen, K.; Jin, ZZ Article

2005 2

Local polynomial regression analysis of clustered data
Biometrika, v. 92, (1), 2005, MAR, p. 59-74
Chen, KN; Jin, ZZ Article
Rank estimation in partial linear model with censored data
Statistica Sinica, v. 15, (3), 2005, JUL, p. 767-779
Chen, KN; Shen, J.; Ying, ZL Article

2004 1

Statistical estimation in the proportional hazards model with risk set sampling
The Annals of Statistics, v. 32, (4), 2004, AUG, p. 1513-1532
Chen, K. Article

2003 1

Linear minimax efficiency of local polynomial regression smoothers
Journal of nonparametric statistics, v. 15, (3), 2003, JUN, p. 343-353
Chen, KN Article

2002 1

Semiparametric analysis of transformation models with censored data
Biometrika, v. 89, (3), 2002, SEP, p. 659-668
Chen, KN; Jin, ZZ; Ying, ZL Article

2001 3

Generalized case-cohort sampling
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (4), 2001, p. 791-809
Chen, Kani Article
Parametric and semiparametric models for recapture and removal studies: a likelihood approach
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (3), 2001, p. 607-619
Chen, Kani Article
Parametric models for response-biased sampling
Journal of the Royal Statistical Society. Series B: Statistical Methodology, v. 63, (4), 2001, p. 775-789
Chen, Kani Article

2000 1

Optimal sequential designs of case-control studies
The Annals of Statistics, v. 28, (5), 2000, OCT, p. 1452-1471
Chen, K. Article

1999 2

A note on uniform consistency of the product-limit estimator with staggered entry
Statistics & probability letters, v. 42, (3), 1999, APR 15, p. 275-281
Chen, K.; Ying, ZL Article
Case-cohort and case-control analysis with Cox's model
Biometrika, v. 86, (4), 1999, DEC, p. 755-764
Chen, K.; Lo, SH Article

1997 1

On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
The Annals of Statistics, v. 25, (3), 1997, JUN, p. 1050-1087
Chen, K.; Lo, SH Article

1996 2

A counterexample to a conjecture concerning the Hall-Wellner band
The Annals of Statistics, v. 24, (2), 1996, APR, p. 641-646
Chen, K.; Ying, ZL Article
On bootstrap accuracy with censored data
The Annals of Statistics, v. 24, (2), 1996, APR, p. 569-595
Chen, K.; Lo, SH Article

1995 1

ON ASYMPTOTIC OPTIMALITY OF ESTIMATING FUNCTIONS
Journal of statistical planning and inference, v. 48, (1), 1995, NOV 1, p. 101-112
CHEN, K.; HEYDE, CC Article


No Publications






Teaching Assignment

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2021-22 Winter 0 2021-22 Fall 3 2020-21 Summer 1 2020-21 Spring 8 2020-21 Winter 0 2020-21 Fall 5

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MAFS6010A Decentralized Finance
RMBI2001 Academic and Professional Development in Risk Management and Business Intelligence
RMBI4980 Risk Management and Business Intelligence Capstone Project I


UROP1100D Undergraduate Research Opportunities Series 1


MAFS6001 Capstone Project in Financial Mathematics II
MAFS6100E Independent Project
MATH3425 Stochastic Modeling
MATH4999 Independent Capstone Project
MSBD5013 Statistical Prediction
RMBI2001 Academic and Professional Development in Risk Management and Business Intelligence
RMBI4980 Risk Management and Business Intelligence Capstone Project I
RMBI4990 Risk Management and Business Intelligence Capstone Project II


MAFS6000 Capstone Project in Financial Mathematics
MAFS6100A Independent Project
MATH4999 Independent Capstone Project
RMBI2001 Academic and Professional Development in Risk Management and Business Intelligence
RMBI4980 Risk Management and Business Intelligence Capstone Project I


No Teaching Assignments


No Teaching Assignments






Research Postgraduate (RPG) Supervision From January 2019 to December 2022 (As of 30 January 2022)

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All Supervisions Current RPGs Graduated RPGs

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Current RPGs

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Doctor of Philosophy DE LAVAISSIERE DE LAVERGNE, Cyril Jonathan
Financial Technology( 2021 - )

FAN, Zheqi
Financial Technology( 2021 - )

SHANG, Zhenhang
Mathematics( 2021 - )

SUN, Lei
Mathematics( 2021 - )

YE, Chenlu (co-supervision)
Artificial Intelligence( 2021 - )

SHEN, Lue
Mathematics( 2020 - )

ZHA, Mengyue
Mathematics( 2020 - )

CHEN, Zhishuang
Mathematics( 2019 - )

SHEN, Xinwei (co-supervision)
Mathematics( 2018 - )

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Graduated RPGs

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Doctor of Philosophy HAN, Ruijian
Mathematics( Completed in 2020 )

TAN, Chunxi
Mathematics( Completed in 2020 )

YE, Rougang
Mathematics( Completed in 2020 )

YE, Yushi
Mathematics( Completed in 2019 )

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Master of Philosophy DE LAVAISSIERE DE LAVERGNE, Cyril Jonathan
Mathematics( Completed in 2021 )

FANG, Mengjie (co-supervision)
Mathematics( Completed in 2021 )









ProjectsFrom January 2020 to December 2022

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All Projects 5 Leading Projects 4 Participating Projects 1

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Efficient estimation in censored quantile regression.


删失分位数回归中的有效估计 Leading


RGC - General Research Fund


Project Team (HKUST)
CHEN Kani (Lead)


2022 -




A Trading Bot By Ensemble Learning


一个集成学习的交易机器人 Leading


Innovation and Technology Fund


Project Team (HKUST)
CHEN Kani (Lead)
CAI Ning
WU Lixin
YANG Can


2021 -




Financial Trading Powered by Artificial Intelligence


人工智能在金融交易的应用 Participating


Innovation and Technology Fund


Project Team (HKUST)
ZHANG Tong (Lead)
CHEN Kani


2020 -




Portfolio Management via Reinforcement Learning


强化学习在组合管理的应用 Leading


Innovation and Technology Fund, Magnum Research Limited


Project Team (HKUST)
CHEN Kani (Lead)


2019 - 2021




M-memory self-exciting processes


M记忆自激过程 Leading


RGC - General Research Fund


Project Team (HKUST)
CHEN Kani (Lead)


2016 - 2020