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CHUNG Siu Wa
PhD in Environmental Science, Policy and Management - 2017
MSc in Risk Management Science, CUHK BBA in Finance and Operations Management, HKUST
Supervisor:
Prof. SO Mike K P Co-Supervisor: Prof. LAU Alexis
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Research Topic |
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Spatial Extreme Analysis |
Keywords |
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Extreme Value Theory, Max-stable Process, Environmental Risk Assessment |
Abstract |
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Capturing the spatio-extreme dependency, the joint probability that an extreme disaster happens among several locations, is of high interest to policy makers and environmental risk managers since plans of resource allocation for disasters are all based on this information. Max-stable Process, a spatial application of Extreme Value Theory, is frequently used for this propose. However, estimating Max-stable Process is extremely difficult due to its clumsy structure and much computational power is involved. For our research, we would like to introduce a new estimation method of the Max-stable process so that the statistical efficiency and computational efficiency can be balanced. Several environmental applications are demonstrated to show the effectiveness of my method. |
Journal Publication |
M.K.P. So, R.S.W. Chung (2015)
Statistical inference for conditional quantiles in nonlinear time series models.
Journal of Econometrics, Forthcoming. |
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Presentations/Talks |
Title |
Date |
Length |
Type and Location |
Bayesian Randomized Response Technique |
2013-08-28 |
15 minutes |
Contributed Paper, 59th ISI World Statistics Congress, Hong Kong |
Conditional Quantile Estimation in Heteroskedastic Time Series Models |
2013-12-21 |
15 minutes |
Contributed Paper, The Ninth ICSA International Conference |
Modeling Extreme with Regular Variation Framework |
2014-05-16 |
30 minutes |
Department qualifying exam oral defense |
Bayesian Randomized Response Technique |
2014-07-03 |
15 minutes |
Contributed Paper, The 3rd Institute of Mathematical Statistics APRM |
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Teaching Assistant |
Semester |
Course Code |
Course Title |
Class Size |
2012-13 Spring |
ENVR 3410 |
Economics for Environmental Policy and Management |
30 |
2013-14 Spring |
ENVR 5260 |
Environmental Policy and Management |
20 |
2014-15 Fall |
ENVR 3420 |
Environmental Law and Regulations |
40 |
2014-15 Spring |
ENVR 5290 |
Climate Change: Science, Policy and Management |
20 |
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