Kani CHEN (陳卡你)
Kani CHEN (陳卡你)
PhD, Columbia University, 1994
Tel 2358 7425
Office Room 3426
Research Interests

Survival analysis; empirical processes; stochastic modeling; financial statistics

Contact Info
Tel 2358 7425
Office Room 3426
Research Interests

Survival analysis; empirical processes; stochastic modeling; financial statistics

Kani Chen holds a joint appointment between Department of Industrial Engineering and Decision Analytics and Department of Mathematics at HKUST. He received the Ph.D. in Statistics (1994) from Columbia University in the City of New York, MSc (1990) and BSc (1987) from Peking University

His current research interests include Survival analysis; sequential analysis; boot-strapping; empirical process; stochastic modeling; missing data and EM algorithm.

Teaching Activities
  • 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
  • RMBI4990 Risk Management and Business Intelligence Capstone Project II
Selected Publications
  1. Linlin Dai, Kani Chen, Gang Li (2020), The broken adaptive ridge procedure and its applications, Statistica Sinica, 30 (2), pp. 1069-1094

  2. Ruijian Han, Kani Chen, Chunxi Tan (2020), Bivariate gamma model, Journal of Multivariate Analysis, v. 180, November 2020, article number 104666

  3. Guobin Fang, Bo Zhang, Kani Chen (2020), Estimation of dynamic mixed double factors model in high-dimensional panel data, Soft Computing, 24 (4), pp. 2527-2541

  4. Ruijian Han, Kani Chen, Chunxi Tan (2020), Curiosity-Driven Recommendation Strategy for Adaptive Learning via Deep Reinforcement Learning, British Journal of Mathematical and Statistical Psychology, 21 February 2020

  5. Sicong ECE He, Ye Tian, Shachuan Feng, Yi Wu, Xinwei Shen, Kani Chen, Yingzhu He, Qiqi Sun, Xuesong Li, Jin Xu, Zilong Wen, Jianan Qu (2020), In vivo single-cell lineage tracing in zebrafish using high-resolution infrared laser-mediated gene inductions microscopy, eLife, v9, January 2020, article number e52024

  6. Xingwei Tong, Fuqing Gao, Kani Chen, Dingjiao Cai, Jianguo Sun (2019), Maximum Likelihood Estimation in Transformed Linear Regression With Nonnormal Errors, Annals of Statistics, 47 (4), pp. 1864-1892

  7. Chunxi Tan, Ruijian Han, Rougang Ye, Kani Chen (2019), Adaptive Learning Recommendation Strategy Based on Deep Q-learning, Applied Psychological Measurement, July 2019, article number UNSP 0146621619858674

  8. Ling Zhou, Huazhen Lin, Kani Chen, Hua Liang (2019), Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models, Journal of Econometrics

  9. Linlin Dai, Kani Chen, Zhihua Sun, Zhenqiu Liu, Gang Li (2018), Broken adaptive ridge regression and its asymptotic properties, Journal of Multivariate Analysis, v168, pp. 334-351

  10. Tengfei Li, Kani Chen, Yang Feng, Zhiliang Ying (2017), Binary Switch Portfolio, Quantitative Finance, 17 (5), pp. 763-780

  11. Yuan Yao, Wen Yu, Kani Chen (2017), End-point Sampling, Statistica Sinica, 27, (1), pp. 415-435

  12. Y.Y. Lin, Y. Luo, S.Y. Xie, Kani Chen (2017), Robust rank estimation for transformation models with random effects, Biometrika, 104 (4), pp. 971-986

  13. Kani Chen, Yuanyuan Lin, Yuan Yao, Chaoxu Zhou (2017), Regression Analysis with Response-selective Sampling, Statistica Sinica, 27 (4), pp. 1699-1714

  14. Kani Chen, Yuanyuan Lin, Zhanfeng Wang, Zhiliang Ying (2016), Least product relative error estimation, Journal of Multivariate Analysis, 144, pp. 91-98

  15. Wen Yu, Kani Chen, Michael E. Sobel, Zhiliang Ying (2015), 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, 77 (2), pp. 397-415

  16. Weiping Ma, Yang Feng, Kani Chen, Zhiliang Ying (2015), Functional and Parametric Estimation in a Semi-and Nonparametric Model with Application to Mass-Spectrometry Data, International Journal of Biostatistics, 11, (2), pp. 285-303

  17. Fangfang Bai, Feng Chen, Kani Chen (2015), Semiparametric Estimation of a Self-exciting Regression Model with an Application in Recurrent Event Data Analysis, Statistica Sinica, 25, (4), pp. 1503-1526

  18. Feng Chen, Kani Chen (2014), Case-cohort analysis of clusters of recurrent events, Lifetime Data Analysis, 20, (1), pp. 1-15

  19. Feng Chen, Kani Chen (2014), Modeling Event Clustering Using the m-Memory Cox-Type Self-Exciting Intensity Model, International Journal of Statistics and Probability, 3 (3), pp. 126-137

  20. Yuanyuan Lin, Kani Chen (2013), Efficient estimation of the censored linear regression model, Biometrika, 100 (2), pp. 525-530