Prof. WAN Tze-Kin Alan (温子堅教授)

Professor Alan Wan is currently the Head of the Department of Management Sciences and President of the Hong Kong Statistical Society.  Alan spent a significant portion 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, a recognition designated for New Zealanders under the age of 26.  Prior to returning to his native Hong Kong, Alan held a faculty position in the Department of Econometrics at the University of New South Wales, Australia.  He has co-edited 1 book and published over 100 refereed journal articles in the domains of econometrics and statistics.  His current research interests encompass a range of topics, including model averaging and selection, distributed inference, missing and censored data, varying-coefficient models, and pre-test and shrinkage estimation.  His publications have appeared in leading journals such as 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.  Alan has received research funding from  the Hong Kong Research Grants Council, the National Natural Science Foundation of China, the Australian Research Council, and the British Academy.  He is an editorial board member for Applied Stochastic Models in Business and Industry, Communications in Statistics, and Econometrics and Statistics, while also serving as a panel member for the Hong Kong Research Grants Council's Competitive Research Funding Scheme for the Local Self-Financing Degree Sector.  Additionally, he acts as a panel judge of the prestigious Samuel Wilks Memorial Award of the American Statistical Association, where he stands out as the only judge on the ten-member panel residing outside North America.  Alan received the CityU President's Award in 2016, and was elected as a Fellow of the Institute of Mathematics & Its Applications (IMA), U.K., in 2023. 

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