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Kani CHEN
陳卡你

PhD in Statistics
Columbia University, 1994

Professor
Department of Mathematics
Department of Industrial Engineering and Decision Analytics

Program Director of MSc in Financial Mathematics

Co-Director of Risk Management and Business Intelligence Program

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

ORCID

0000-0003-0117-8065

Scopus ID

7410238896

Research Interest Publications Projects Teaching Assignment RPG Supervision Space used

Research Interest

Survival analysis
Empirical processes
Stochastic modeling
Financial statistics

Publications

All Years 52 2024 1 2023 2 2022 2 2021 1 2020 6 2019 3 2018 37

2024 1

NFTracer: Tracing NFT Impact Dynamics in Transaction-flow Substitutive Systems with Visual Analytics

IEEE Transactions on Visualization and Computer Graphics, May 2024, article number 10534787, p. 1-18
Cao, Yifan; Shi, Qing; Shen, Lue; Chen, Kani; Wang, Yang; Zeng, Wei; Qu, Huamin
Article

2023 2

A General Pairwise Comparison Model for Extremely Sparse Networks

Journal of the American Statistical Association, v. 118, (544), October 2023, p. 2422-2432
Han, Ruijian; Xu, Yiming; Chen, Kani
Article

Linearized maximum rank correlation estimation

Biometrika, v. 110, (1), March 2023, p. 187-203
Shen, Guohao; Chen, Kani; Huang, Jian; Lin, Yuanyuan
Article

2022 2

Broken adaptive ridge regression for right-censored survival data

Annals of the Institute of Statistical Mathematics, v. 74, (1), February 2022, p. 69-91
Sun, Zhihua; Liu, Yi; Chen, Kani; Li, Gang
Article

Metric learning via cross-validation

Statistica Sinica, v. 32, (3), July 2022, p. 1701-1721
Dai, Linlin; Chen, Kani; Li, Gang; Lin, Yuanyuan
Article

2021 1

Surprise sampling: Improving and extending the local case-control sampling

Electronic Journal of Statistics, v. 15, (1), May 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 0146621619858674
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

Article 1

NFTracer: Tracing NFT Impact Dynamics in Transaction-flow Substitutive Systems with Visual Analytics

IEEE Transactions on Visualization and Computer Graphics, May 2024, article number 10534787, p. 1-18
Cao, Yifan; Shi, Qing; Shen, Lue; Chen, Kani; Wang, Yang; Zeng, Wei; Qu, Huamin

Article 2

A General Pairwise Comparison Model for Extremely Sparse Networks

Journal of the American Statistical Association, v. 118, (544), October 2023, p. 2422-2432
Han, Ruijian; Xu, Yiming; Chen, Kani

Linearized maximum rank correlation estimation

Biometrika, v. 110, (1), March 2023, p. 187-203
Shen, Guohao; Chen, Kani; Huang, Jian; Lin, Yuanyuan

Article 2

Broken adaptive ridge regression for right-censored survival data

Annals of the Institute of Statistical Mathematics, v. 74, (1), February 2022, p. 69-91
Sun, Zhihua; Liu, Yi; Chen, Kani; Li, Gang

Metric learning via cross-validation

Statistica Sinica, v. 32, (3), July 2022, p. 1701-1721
Dai, Linlin; Chen, Kani; Li, Gang; Lin, Yuanyuan

Article 1

Surprise sampling: Improving and extending the local case-control sampling

Electronic Journal of Statistics, v. 15, (1), May 2021, p. 2454-2482
Shen, Xinwei; Chen, Kani; Yu, Wen

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

Article 3

Adaptive Learning Recommendation Strategy Based on Deep Q-learning

Applied Psychological Measurement, July 2019, article number UNSP 0146621619858674
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

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

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

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

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

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

Article 1

Efficient estimation of the censored linear regression model

Biometrika, v. 100, (2), June 2013, p. 525-530
Lin, Yuanyuan; Chen, Kani

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

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.

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

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

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

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.

Article 1

Linear minimax efficiency of local polynomial regression smoothers

Journal of nonparametric statistics, v. 15, (3), 2003, JUN, p. 343-353
Chen, KN

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

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

Article 1

Optimal sequential designs of case-control studies

The Annals of Statistics, v. 28, (5), 2000, OCT, p. 1452-1471
Chen, K.

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

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

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

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

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

Teaching Assignment

2024-25 Fall 4 2023-24 Summer 0 2023-24 Spring 9 2023-24 Winter 0 2023-24 Fall 5 2022-23 Summer 2

MAFS6010D	Financial Innovations in Web 3.0
MATH4999	Independent Capstone Project
RMBI2001	Academic and Professional Development in Risk Management and Business Intelligence
RMBI4980	Risk Management and Business Intelligence Capstone Project I

MAFS6000	Capstone Project in Financial Mathematics
MAFS6100N	Independent Project
MAFS6100O	Independent Project
MATH3425	Stochastic Modeling
MATH4999	Independent Capstone Project
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
UROP1100L	Undergraduate Research Opportunities Series 1

MAFS6010D	Financial Innovations in Web 3.0
MATH4981N	Independent Study
RMBI2001	Academic and Professional Development in Risk Management and Business Intelligence
RMBI4980	Risk Management and Business Intelligence Capstone Project I
UROP1100K	Undergraduate Research Opportunities Series 1

MAFS6100L	Independent Project
UROP1000	Undergraduate Research Opportunities

No Teaching Assignments

No Teaching Assignments

Research Postgraduate (RPG) Supervision

From January 2021 to December 2024 (As of 21 November 2024)

All Supervisions Current RPGs Graduated RPGs

Current RPGs

Doctor of Philosophy

FAN, Wenkai
Mathematics
MENG, Zibin
Industrial Engineering and Decision Analytics
ZHAO, Zhenyu
Mathematics
MAO, Jianda
Mathematics
WANG, Xiaolong
Mathematics
HUANG, Xunpeng (co-supervision)
Individualized Interdisciplinary Program (Artificial Intelligence)
ZHENG, Lifang
Mathematics
SHANG, Zhenhang
Mathematics
SUN, Lei
Mathematics
SHEN, Lue
Mathematics
CHEN, Zhishuang
Mathematics

Master of Philosophy

CHEN, Xingyan (co-supervision)
Computer Science and Engineering
XIE, Zijun
Mathematics
YU, Yingzhe
Mathematics
CHAN, Tsz Wai
Mathematics
LIU, Haoyu (co-supervision)
Individualized Interdisciplinary Program
WU, Shuang
Mathematics
XIE, Peng (co-supervision)
Computer Science and Engineering
YANG, Haowei
Mathematics

Graduated RPGs

Doctor of Philosophy

SHEN, Xinwei (co-supervision)
Mathematics( Completed in 2022 )

Master of Philosophy

HAO, Yifan
Mathematics( Completed in 2024 )
KONG, Wenzhi (co-supervision)
Individualized Interdisciplinary Program (Data Science and Analytics)( Completed in 2024 )
DE LAVAISSIERE DE LAVERGNE, Cyril Jonathan
Mathematics( Completed in 2021 )
FANG, Mengjie (co-supervision)
Mathematics( Completed in 2021 )

Projects

From January 2022 to December 2024

All Projects 7 Leading Projects 6 Participating Projects 1

Artificial Intelligence Client Services in Financial Domain Powered by Large Language Models

大語言模型支持的人工智能客服機器人在金融領域的應用 Leading

Innovation and Technology Fund, Magnum Research Limited
Project Team (HKUST)
CHEN Kani (Lead)
2024 -
Mathematical Theory of Stochastic BiLevel Optimization with Applications in Machine Learning

隨機雙層優化的數學理論與機器學習中的應用 Leading

RGC - General Research Fund
Project Team (HKUST)
CHEN Kani (Lead)

QIU Shuang
2023 -
Efficient estimation in censored quantile regression.

刪失分位數回歸中的有效估計 Leading

RGC - General Research Fund
Project Team (HKUST)
CHEN Kani (Lead)
2022 -
A Trading Bot By Ensemble Learning

一個集成學習的交易機器人 Leading

Innovation and Technology Fund
Project Team (HKUST)
CHEN Kani (Lead)

WU Lixin

YANG Can
2021 - 2024
An efficient numerical method for topology optimization design of heat transfer systems.

傳熱系統拓撲優化的高效算法研究 Leading

RGC - General Research Fund
Project Team (HKUST)
CHEN Kani (Lead)
2021 - 2024
Machine Learning Driven Trading Strategies under Robo-advisory Platform

智能投資顧問平臺下的機器學習交易策略 Leading

Innovation and Technology Fund, Magnum Research Limited
Project Team (HKUST)
CHEN Kani (Lead)
2021 - 2024
Financial Trading Powered by Artificial Intelligence

人工智能在金融交易的應用 Participating

Innovation and Technology Fund
Project Team (HKUST)
CHEN Kani
2020 - 2023

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