Biography
Phyllis Wan is an Assistant Professor at the Department of Econometrics, ÌÇÐÄÖ±²¥. Her academic interests include statistical and econometric methods, quantitative risk management, high-dimensional data and machine learning. Her recent research focuses on extreme value analysis and its applications in economics, finance, meteorology and hydrology. She holds a PhD from Columbia University.
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Work
- Phyllis Wan & RA Davis (2022) - - Journal of Econometrics, 227 (1), 4-24 - doi: -
- Juan Juan Cai, Phyllis Wan & G Ozel (2021) - - Extremes, 24 (2), 199-214 - doi: -
- Phyllis Wan, T Wang, RA Davis & SI Resnick (2020) - - Extremes, 23, 171-195 - doi: -
- J Auerbach & Phyllis Wan (2020) - - International Journal of Forecasting, 36 (3), 814-828 - doi: -
- Anja Janßen & Phyllis Wan (2020) - - Electronic Journal of Statistics, 14 (1), 1211-1233 - doi: -
- Phyllis Wan & RA Davis (2019) - - Extremes, 22, 131-166 - doi: -
- RA Davis, M Matsui, T Mikosch & Phyllis Wan (2018) - - Bernoulli, 24 (4A), 3087-3116 - doi: -
- Phyllis Wan, T Wang, RA Davis & SI Resnick (2017) - - Electronic Journal of Statistics, 11 (2), 3738-3780 -
- G Samarodnitsky, SI Resnick, D Towsley, RA Davis, A Willis & Phyllis Wan (2016) - - Journal of Applied Probability, 53 (1), 146-161 - doi: -
