Academic Background

Research Interest

Selected Publications

1. Flexible Modelling of Random Effects in Linear Mixed Models — a Bayesian approach (with Hu, Inchi). Published in Computational Statistics and Data Analysis 52 (3), 1347-1361 (2008).
2. Evaluation of the CASPAR criteria for Psoriatic Arthritis in Chinese (with Leung Y. Y., Tam L. S., Lau R. W. H., Li T. K., Zhu T. Y., Kun E. W., Li E. K.). Published in Rheumatology 49 (2010), p. 112-115.
3. A Matching Prior for Extreme Quantile Estimation of the Generalized Pareto Distribution. Published in Journal of Statistical Planning and Inference 140 (2010) p.1513-1518.
4. On the use of Jeffreys priors for the Student-t distribution. Published in Journal of Statistical Computation and Simulation Vol. 82, no. 7, 1015-1021 (2012).
5. Option Pricing with Markov Switching (with Fuh, Cheng-Der, Hu, Inchi, Wang, Ren-Her). Published in Journal of Data Science v.10, no.3, p.511-535 (2012).
6. Stress testing correlation matrix: a maximum empirical likelihood approach.  Published in Journal of Statistical Computation and Simulation Vol. 86, no. 14, 2707-2713 (2016).