Kung-Sik Chan

Professor of Statistics and Actuarial Science, College of Liberal Arts and Sciences

Contact Information

Primary Office: 263 Schaeffer Hall (SH)
20 East Washington Street
Iowa City, IA 52242-1409
319-335-2849
kung-sik-chan@uiowa.edu

Websites

Google citation counts

Biography

I am the Robert V. Hogg Professor of Statistics, a fellow of American Statistical Association, a fellow of Institute of Mathematical Statistics and an elected member of International Statistical Institute.
I started out as a theoretical statistician working on several topics on non-linear time series analysis including chaos. Through collaborative research with other scientists, I gradually realize and appreciate the use of nonlinear time series analysis and general statistical methods in addressing diverse scientific problems in ecology, epidemiology, hydrology, environmental studies, medical studies, etc. I have been fortunate to have collaborated with many inspiring and dedicated scientists here at Iowa and abroad. Much of my research work originates from attempts to understand and solve interesting scientific problems. At the same time, some of my work focuses on developing new general statistical methodologies. Developing computer packages, for instance in R, is essential to make new methods available to the public. Consequently, together with my students, I have spent substantial efforts in developing several R packages.

Education

  • PhD in Mathematics, Princeton University, 1986
  • MS in Mathematics, Princeton University, 1982
  • BS in Mathematics, The Chinese University of Hong Kong, 1980

Areas of Research Interest

  • Time Series Analysis, Data Mining, High-dimensional Inference, Medical Statistics, Statistical Ecology, Fisheries Statistics, Hydrology, Epidemiological Modeling, Stochastic Differential Equation Modeling, Sampling-based Inference, Chaos, Semiparametric Statistics.

Selected Professional Development

  • Big Time-Series Analysis, University of Iowa, Iowa City, Iowa, United States, 2019

Selected Professional Memberships

  • American Statistical Association
  • Institute of Mathematical Statistics
  • International Statistical Institute

Selected Awards and Honors

  • Fellow of Institute of Mathematical Statistics, 2006
  • Fellow of American Statistical Association, 2001
  • Faculty Scholar Award, University of Iowa, 1996 - 1999
  • Elected Member of International Statistical Institute, 1996

Selected Courses Taught

  • Time Series Analysis, STAT:7560, Fall 2018
  • Statistical Inference I, STAT:5100, Fall 2018

Selected Publications

  • Jarjour, R., Chan, K. (2020). Dynamic Conditional Angular Correlation. Journal of Econometrics, 216(1), 137-150.
  • Chu, Y., Lan, R. S., Huang, R., Feng, H., Kumar, R., Dayal, S., Chan, K. & Dai, D. (2020). Glutathione peroxidase-1 overexpression reduces oxidative stress, and improves pathology and proteome remodeling in the kidneys of old mice. Aging Cell.
  • Chan, K., Goracci, G. (2019). On the ergodicity of first-order threshold autoregressive moving-average processes. Journal of Time Series Analysis, 40(2), 256-264.
  • Wang, C., Chan, K. (2018). Quasi-likelihood estimation of a censored autoregressive model with exogenous variables. Journal of American Statistical Association, 113(523), 1135-1145. DOI: 10.1080/01621459.2017.1307115.
  • Hammond, E., Chan, K., Ames, J. C., Stoyles, N., Sloan, C. M., Guo, J., Newell J., J. D., Hoffman, E. A. & Sieren, J. C. (2018). Impact of Advanced Detector Technology and Iterative Reconstruction on Low Dose Quantitative Assessment of Lung Computed Tomography Density in a Biological Lung Model. Medical physics. PMID: 29926932.
  • Wang, C., Chan, K. (2017). carx: Censored Autoregressive Model with Exogenous Covariates. R package.
  • Wang, C., Chan, K. (2017). carx: an R Package to Estimate Censored Autoregressive Time Series with Exogenous Covariates. The R Journal, 9(2), 213--231.
  • Xu, L., Stige, L. C., Chan, K., Zhou, J., Yang, J., Sang, S., Wang, M., Yang, Z., Yan, Z., Jiang, T. & others, (2017). Climate variation drives dengue dynamics. Proceedings of the National Academy of Sciences, 114(1), 113-118.
  • Thurman, A. L., Choi, J., Choi, S., Lin, C., Hoffman, E. A., Lee, C. H. & Chan, K. (2017). Detection of smoothly distributed spatial outliers, with applications to identifying the distribution of parenchymal hyperinflation following an airway challenge in asthmatics. Statistics in medicine, 36(10), 1638--1654.
  • Chan, K., Hansen, B. E. & Timmermann, A. (2017). Guest Editors’ Introduction: Regime Switching and Threshold Models. Taylor \& Francis.

Selected Presentations

  • Chan, K. (2018, April) Reduced-rank Spectral Classification with High-dimensional Time-Series Data. Conference Presentation presented at Statistics, Monte Carlo, and So Much More: A Conference in Honor of Charlie Geyer, University of Minnesota, Minneapolis, Minnesota.
  • Chan, K., Jarjour, R. (2018, January) Dynamic Conditional Angular Correlation. Invited Lecture presented at Complex Time Series Modelling and Forecasting workshop, Tsinghua University, Sanya, China.

Selected Grants and Contracts

  • Chan, Kung-Sik (Principal Investigator), Schilling, Keith (Co-Investigator) Contract Research, Applied. Assessment of Ambient Water Quality Data Upstream of Several Iowa Cities. Sponsored by Iowa Department of Natural Resources. Completed. December 1, 2017 - June 30, 2018.
  • Chan, Kung-Sik (Principal Investigator) Grant Industrial Research/Development. Statistical Assessment of Phosphorus Data in Iowa Water,. Sponsored by Iowa Department of Natural Resources. November 20, 2013 - August 30, 2014.
Last Modified Date: March 20, 2021