Publications

Selected Papers

A short list from the CV — full record on ORCID.

01Signature line

Dai, W. and Tsang, K.W. (corresponding author) (2021). Hybrid resampling confidence intervals for change-point or stationary high-dimensional stochastic regression models. Statistica Sinica, 31, 2239–2255.

Dai, W. and Tsang, K.W. (corresponding author) (2023). A resampling approach for confidence intervals in linear time-series models after model selection. Physica A, 611, 128443.

02Recent

Choi, K.P., Tong, X., Tsang, K.W. (equally contributed), Wong, W.K., and Zhang, H. (2025). Adaptive parameter tuning of evolutionary computation algorithms. Statistics in Biosciences.

Dai, W., Tsang, K.W. (corresponding author), and Yuan, H. (2025). Family-wise error rate control for modified gradient boosting in high-dimensional generalized linear regression. Annals of Mathematical Sciences and Applications, 10(2), 361–379.

Tsang, K.W. (first author), Tsung, F., and Xu, Z. (2023). Knockoff procedure for false discovery rate control in high-dimensional data streams. Journal of Applied Statistics, 50, 2970–2983.

03Earlier collaborations

Lai, T.L., Lavori, P.W. and Tsang, K.W. (2018). Adaptive enrichment designs for confirmatory trials. Statistics in Medicine, 38(4), 613–624.

Ing, C.K., Lai, T.L., Shen, M., Tsang, K.W. and Yu, S.H. (2017). Multiple testing in regression models with applications to fault diagnosis in the big data era. Technometrics, 59(3), 351–360.

Lai, T.L. and Tsang, K.W. (corresponding author) (2016). Multivariate stochastic regression in time series modeling. Statistica Sinica, 26, 1411–1426.

Tsang, K.W. (first and corresponding author) and He, Z. (2020). Mean-variance portfolio management with functional optimization. International Journal of Theoretical and Applied Finance, 23(8), 2050055.

04Reviewing

Recent reviewing includes Computational Statistics, JASA, Automatica, Scientific Reports, and others listed in the CV.

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