dr.

(Phyllis) P Wan

Profile

• All publications (8)

  • Article (8)

    • P. Wan & R.A. Davis (2020). Goodness-of-fit testing for time series models via distance covariance. Journal of Econometrics. doi: 10.1016/j.jeconom.2020.05.008
    • A. Janssen & P. Wan (2020). K-means clustering of extremes. Electronic journal of statistics, 14 (1), 1211-1233.
    • P. Wan, T. Wang, R.A. Davis & S.I. Resnick (2020). Are extreme value estimation methods useful for network data? Extremes, 23, 171-195. doi: 10.1007/s10687-019-00359-x
    • J. Auerbach & P. Wan (2020). Forecasting the Urban Skyline with Extreme Value Theory. International Journal of Forecasting, 36 (3), 814-828. doi: 10.1016/j.ijforecast.2019.09.004
    • R.A. Davis, M. Matsui, T. Mikosch & P. Wan (2018). Applications of distance covariance to time series. Bernoulli, 24 (4A), 3087-3116. doi: 10.3150/17-BEJ955
    • P. Wan & R.A. Davis (2018). Threshold selection for multivariate heavy-tailed data. Extremes, 1-36. doi: 10.1007/s10687-018-0316-x
    • P. Wan, T. Wang, R.A. Davis & S.I. Resnick (2017). Fitting the linear preferential attachment model. Electronic journal of statistics, 11 (2), 3738-3780.
    • G. Samarodnitsky, S.I. Resnick, D. Towsley, R.A. Davis, A. Willis & P. Wan (2016). Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Journal of Applied Probability, 53 (1), 146-161. doi: 10.1017/jpr.2015.15

• Teaching (3)

  Applied Statistics 2

  Title

  Applied Statistics 2

  Year

  2020

  Year level

  bachelor 2, bachelor 2, bachelor 2

  Applied Statistics 2

  Title

  Applied Statistics 2

  Year

  2020

  Year level

  bachelor 2, pre-master, pre-master

  Topics in Advanced Statistics

  Title

  Topics in Advanced Statistics

  Year

  2020

  Year level

  master

• Present position

  Assistant Professor

  University

  Erasmus University Rotterdam

  School

  Erasmus School of Economics

  Department

  Econometrics

  Country

  The Netherlands

  Telephone

  0104081268