WU, Ka Ho 胡家浩

Position	Retired Professor
Email	khwu@sta.cuhk.edu.hk




Homepage	https://www.sta.cuhk.edu.hk/khwu/

Academic Background

PhD (University of Alberta)

Research Interest

Benchmarking Multiple Comparisons Robustness Time Series

Selected Publications

Zhao-Guo Chen and Ka Ho Wu (2017) Benchmark Forecast and Error Modeling, Journal of Forecasting, Vol 36, 382-394.
Wensheng Wang, Ka Ho Wu and Kyo Shin Hwang (2015) The Berry-esseen Bounds for Sample Rescaled Polyvariograms, Communications in Statistics: Theory and Methods, Vol 44, 3639-3652.
Ka Ho Wu, Zhao-Guo Chen and Wensheng Wang (2014) A robust and practical method of unit root tests, Advances and Applications in Statistics, Vol 41, 21-67.
Douglas P. Wiens and Eden K. H. Wu (2010) A Comparative Study of Robust Designs for M-Estimated Regression Models, Computational Statistics and Data Analysis, Vol 54, 1683-1695.
Zhao-Guo Chen and Ka Ho Wu (2010) Benchmarking using working error models, Advances and Applications in Statistics, Vol 19, 113-148.
Zhao-Guo Chen and Ka Ho Wu (2009) Benchmarking with Default and Fitted Error Models, Working Paper no. BSMD-2009-005-E, Statistics Canada.
Yang, Z. L., Wu, E. K. H. and Desmond, A. F. (2008) Inference for General Parametric Functions in Box-Cox-Type Transformation Models, Canadian Journal of Statistics, Vol 36, 301-319.
Chan, W. S., Cheung, S. H., Zhang L. X. and Wu K. H. (2008) Temporal Aggregation of Equity Return Time-Series Models, Mathematics and Computers in Simulation, Vol 78, 172-180.
Ka Ho Wu and Zhao-Guo Chen (2008) Benchmarking Comparison and Error Modelling, Proceedings of Survey Methods Section, Statistical Society of Canada.
Zhao-Guo Chen and Ka Ho Wu (2006) Comparison of Benchmarking Methods with and without a Survey Eerror Model, International Statistical Review, Vol 74, 285-304.
Wu, K. H., Tang, M. L. and Lee, K. M. (2006) Multiple Testing Procedures for Analyzing Stratified Comparative Clinical Trials Using Odds Ratios, Computational Statistics and Data Analysis, Vol 50, 3324-3342.
Tang, M. L. and Wu, K. H. (2005) A Unified Sequential Test Procedure for Simultaneous Testing the Equality of Several Binomial Proportions to a Specified Standard, Journal of Applied Statistics, Vol 32, 617-624.
Zhao-Guo Chen and Ka Ho Wu (2005) Survey Error Modelling and Benchmarking Comparison When the Survey Error is Very Highly Autocorrelated, Working Paper no. BSMD-2005-013E, Statistics Canada.
Chan, W. S., Cheung, S. H. and Wu, K. H. (2004) Multiple Forecasts with Autoregressive Time Series Models: Case Studies, Mathematics and Computers in Simulation, Vol 64, 421-430.
Cheung S. H., Wu, K. H. and Quek, A. L. (2003) Pairwise Comparisons in Each of Several Groups with Heterogeneous Variances, Biometrical Journal, Vol 45, 325-334.
Cheung, S. H., Wu, K. H. and Lim S. P. (2002) Simultaneous Prediction Intervals for Multiple Comparisons with a Standard, Statistical Paper, Vol 43, 337-347.
Zhao-Guo Chen and Ka Ho Wu (2000) Survey Error Modelling in The Presence of Benchmarks, Proceedings of Survey Methods Section, Statistical Society of Canada, 93-101.
Zhao-Guo Chen, Ka Ho Wu and Rainer Dahlhaus (2000) Hidden Frequency Estimation with Data Tapers, Journal of Time Series Analysis, Vol 21, 13-142.
W.S. Chan, S.H. Cheung and K.H. Wu (1999) Exact Joint Forecast Regions for Vector Autoregressive Models, Journal of Applied Statistics, Vol. 26, 35-44.
Ka Ho Wu, Siu Hung Cheung and Shiu Hang Chan (1998) A Robust Method of Testing Causality, Proceedings of the Third St. Petersburg Workshop on Simulations, 314-319.
Siu Hung Cheung, Ka Ho Wu and Wai Sum Chan (1998) Simultaneous Prediction Intervals for Autoregressive Integrated Moving Average Models: A Comparative Study, Computational Statistics and Data Analysis, Vol 28, 297-306.
Eden K.H. Wu and Julie Zhou (1998) Efficient Bias-robust M-estimators of Location in Kolmogorov Normal Neighbourhoods, Canadian Journal of Statistics, Vol. 26, 257-266.
Douglas P. Wiens, Eden K.H. Wu and Julie Zhou (1998) On the Trimmed Mean and Minimax Variance L-estimation in Kolmogorov Neighbourhoods, Canadian Journal of Statistics, Vol. 26, 231-238.
K.H. Wu and P. S. Chan (1997) Distributions Minimizing Fisher Information for Location in Kolmogorov Neighbourhoods, Annals of the Institute of Statistical Mathematics , Vol. 49, 541-554.
D. Hamilton and Eden K.H. Wu (1995) Confidence Regions for Parameters in the AR(1) Model, Journal of Time Series Analysis, Vol. 16, 249-265.
K.H. Wu and S.H. Cheung (1994) Subset Selection for Normal Means in a Two-Way Design, Biometrical Journal, Vol 34, 165.175.
Denis H.Y. Leung, Francis H.C. Marriott and Eden K.H. Wu (1993) Bandwidth Selection in Robust Smoothing, Journal of Nonparametric Statistics , Vol. 2, 333-339.
Cheung, S. H., Wu, K. H. and Holland, B. (1993) Simultaneous Prediction Intervals for All Pairwise Differences Among Several Future Sample Means, Communications in Statistics: Theory and Methods, Vol 22, 3087-3096. .
Eden K.H. Wu (1992) Distributions Minimizing Fisher Information for Scale in e-contamination Neighbourhoods, Statistics and Probability Letters , Vol. 14, 373-383.
Eden K.H. Wu and Denis H.Y. Leung (1992) Asymptotic Minimax Properties of L-estimators of Scale, Australian Journal of Statistics , Vol. 34, 345-360. (in pdf format).
Douglas P. Wiens and K.H. Eden Wu (1991) “Distributions Minimizing Fisher Information for Scale in Kolmogorov Neighbourhoods”, Canadian Journal of Statistics, Vol 19, pp 179-190.
Douglas P. Wiens and K.H. Eden Wu (1990) Asymptotic Minimax Properties of M-estimators of Scale, Statistics and Probability Letters, Vol 10, 363-368.
Christopher Field and Eden Wu (1988). Extreme Tail Areas of a Linear Combination of Chi-Squares. Technical Report, University of Alberta.

Research Grants

EARMARKED RESEARCH GRANTS:

Principal Investigator:

2007-10 Nonlinear benchmarking and survey error modelling (with Dr. Z.- G Chen; Hong Kong General Research Fund, HK$405,000).

2002-04 Benchmarking socio-economic time series with survey error modelling (wiith Dr. Z.- G. Chen, Dr. S. H. Cheung; Hong Kong Research Grants Council Earmarked Grant, HK$463,137).

1997-99 Multiple forecasts and casuality analysis in time series modelling (with Dr. S. H. Cheung and Dr. P. S. Chan; Hong Kong Research Grants Council Earmarked Grant, HK$200,000).

Co-Investigator:

2002-04 Sensitivity Analysis of Family Selection in Multiple Inferences (with Dr. S. H. Cheung; Hong Kong Research Grants Council Earmarked Grant, HK$300,000).

OTHER GRANTS:

Principal Investigator:

2011-12 Method of determining the order of nonstationary time series based on Polyvariogram, awarded by the CUHK Research Committee Funding, with Dr. Z. G. Chen.

2001-02 Multiple forecasts with autoregressive time series models, awarded by the CUHK Research Committee Funding, with Dr. S. H. Cheung.

2000-01 A graphical approach for determining the order of non-stationary time series, awarded by the CUHK Research Committee Funding, with Dr. Z. G. Chen.

1998-99 Third analysis of survey error, awarded by the CUHK Research Committee Funding, with Dr. Z. G. Chen.

1998 Hidden frequency estimation and data taper, a Summer Research Grant awarded by the Block Grant from the Hong Kong Government.

1996-97 On the minimax variance L-estimation of location in Kolmogorov neighbourhoods of normal distribution, awarded by the CUHK Research Committee Funding.

1994-95 Asymptotic minimax variance M-estimators of the location parameter over Kolmogorov neighbourhoods – asymmetric case, awarded by the CUHK Research Committee Funding, with Dr. P. S. Chan.

1992-93 Simultaneous prediction intervals for all pairwise differences among several future sample means, awards by the CUHK Research Committee Funding, with Dr. S.H. Cheung.

1990-91 An exact method for constructing confidence regions in a first order autoregressive model, awarded by the CUHK Research Committee Funding.

Co-Investigator:

2001-02 Multiple Comparisons and bioequivalence studies in two-way designs, awarded by the CUHK Research Committee Funding, with Dr. S. H. Cheung.

1995-96 Exact simultaneous prediction intervals for multiple forecasts from integrated autoregressive moving average model, awarded by the CUHK Research Committee Funding, with Dr. S. H. Cheung.