Prof. WAN Tze-Kin Alan (温子堅教授)

Professor Alan Wan is Chair Professor of Business Statistics and the University's Associate Provost of Academic Affairs. Alan spent a significant part of his youth in Australia and New Zealand, where he pursued his undergraduate and postgraduate studies at the University of Sydney and the University of Canterbury respectively. A paper from his Ph.D. thesis was awarded the A.R. Bergstrom Prize in Econometrics, an award designated for New Zealanders under the age of 26.   Prior to returning to his native Hong Kong, Alan was on the faculty in the Department of Econometrics at the University of New South Wales in Australia. He has edited  one book and authored about 110 peer-reviewed journal articles in the fields of Econometrics and Statistics. His research interests span a wide range of topics, including model averaging and selection, distributed inference, missing and censored data, varying-coefficient models, and pre-test and shrinkage estimation.  Alan's research has appeared in leading journals including the Journal of the American Statistical Association, Biometrics, Journal of Econometrics, Journal of Business & Economic Statistics, Econometric Theory, Journal of Machine Learning Research, and INFORMS Journal on Computing.  He has successfully secured research funding from the Hong Kong Research Grants Council, the National Natural Science Foundation of China, the Australian Research Council, and the British Academy.   Alan has served or is currently serving on the editorial boards of Applied Stochastic Models in Business and Industry, Communications in Statistics, and Econometrics and Statistics. Additionally, he is a panel member for the Hong Kong Research Grants Council's Competitive Research Funding Scheme for the Local Self-Financing Degree Sector, and acted as a panel judge for the Samuel Wilks Memorial Award of the American Statistical Association, where he stood out as the sole non-North American judge among a ten-member panel from 2019 to 2024.  Alan has received various honours including the CityUHK President's Award in 2016 and election as a Fellow of the Institute of Mathematics & Its Applications (IMA), U.K., in 2023. He was President of the Hong Kong Statistical Society from 2021 to 2024 and the Head of the Department of Management Sciences from 2020 to 2024, and held an Adjunct Professorship at the Shanghai University of Finance and Economics betwen 2010 and 2013. 

Awards

Research Grant

• PI: "Research on U-ERM Distributed Estimation Theory and Methods in the Face of Big Data", General Programme - National Natural Science Foundation of China , Amount: RMB 450,000 (2023-2026) , Alan Wan, Ian McKeague, Geoffrey Tso, Zhixin Zhou, Xianpeng Zong
• PI: "Addressing the massive data challenge with distributed inference for U-Statistics-based empirical risk minimization", General Research Fund - Hong Kong Research Grants Council , Amount: $550,836 (2023-2025) , Alan Wan, Yong Zhou
• PI: "New developments of model averaging in Econometrics and Statistics", General Programme - National Natural Science Foundation of China , Amount: RMB 500,000 (2020-2023) , Alan Wan, Geoffrey Tso, Yuying Sun, Yan Gao, Wei Zhao, Lanjie Chen, Xianpeng Zong
• PI: "Statistical inference after model averaging", General Research Fund - Hong Kong Research Grants Council , Amount: $441,000 (2019-2022) , Alan Wan, Xinyu Zhang
• PI: "Quantile regression analysis with missing and length-biased data", General Research Fund - Hong Kong Research Grants Council , Amount: $230,554 (2014-2016) , Alan Wan, Yong Zhou
• PI: "Some aspects of frequentist model averaging in Statistics", General Research Fund - Hong Kong Research Grants Council , Amount: $312,000 (2009-2011) , Alan Wan
• PI: "Wavelet Methods for change-point detection in Econometrics", Competitive Earmarked Research Grant - Hong Kong Research Grants Council , Amount: $198,250 (2008-2010) , Alan Wan, Yong Zhou
• PI: "Missing data and estimating equations", Competitive Earmarked Research Grant - Hong Kong Research Grants Council , Amount: $298,200 (2007-2009) , Alan Wan
• PI: "A Bayesian econometric study of immigration and earnings inequality in Hong Kong", Competitive Earmarked Research Grant - Hong Kong Research Grants Council , Amount: $247,926 (2004-2006) , Alan Wan, Hikaru Hasegawa
• PI: "On the sensitivity of econometric estimators and tests to covariance misspecification", Competitive Earmarked Research Grant - Hong Kong Research Grants Council , Amount: $348,720 (2002-2004) , Alan Wan

Selected Publications