Tsai-Hung Fan Distinguished Professor
Education
B.S. in Mathematics, National Central University
M.S. in Statistics, Southern Illinois University
Ph.D. in Statistics, Purdue University
Associate Professor, Graduate Institute of Statistics, National Central University
Professor, Graduate Institute of Statistics, National Central University
Research Interests
Bayesian Statistics
Reliability Analysis
Publications
Lee, Y.H. and Fan, T.H. (2006)“Bootstrapping prediction intervals on stochastic volatility models.”Applied Economics Letters, Vol.13, pp. 41-46. (SSCI)
Fan, T. H.*, Chang, K. C. and Lee, C. B. (2006)“Bayesian estimation of the number of change points in simple linear regression models.”Communications in Statistics—Theory and Methods, Vol. 35, pp. 689-710. (SCI)
Fan, T. H.*, Lin, D. K.J., and Cheng, K.F. (2007) “Regression analysis for massive datasets.” Data and Knowledge Engineering, Vol. 61, pp. 554-562. (SCI)
Fan, T. H.* and Lee, Y.H. (2007) “A Bayesian mixture model with application to typhoon rainfall predictions in Taipei.” International Journal of Contemporary Mathematical Sciences, Vol. 2, no. 13, pp. 639-648.
Fan, T. H.* and Cheng, K.F. (2007) “Tests and variables selection on regression analysis for massive datasets.” Data and Knowledge Engineering, Vol. 63, pp. 811-819. (SCI)
Shieh, S. R.*, Fan, T. H. and Chu, H. P. (2008)“A Bayesian Approach to Assessing Differential Expression of Microarray Data.” J. Statistical Computation and Simulation, Vol. 78, pp.179-191. (SCI)
Fan, T. H.*, Wang, W. L. and Balakrishnan, N. (2008) “Exponential Progressive Step-Stress Life-Testing with Link Function Based on Box-Cox Transformation.” J. Statist. Plann. Inference, Vol. 138, pp. 2340-2354. (SCI)
Fan, T. H.*, Balakrishnan, N. and Chang, C. C. (2008) “Bayesian Approach for Highly Reliable E lectro-Explosive Devices Using One-Shot Device Testing.” J. Statistical Computation and Simulation, Vol. 79, pp.1143-1154. (SCI)
Fan, T. H.* and Jian, W. K. (2009) “Expected Posterior Priors in Selecting the Largest Exponential Mean.” Communications in Statistics: Theory and Methods. Vol. 38, pp. 1561- 1575. (SCI)
Fan, T. H.* and Chang, C.C. (2009) “A Bayesian Zero-Failure Reliability Demonstration Test of High Quality Electro-Explosive Devices.” Quality and Reliability Engineering International . Vol. 25, pp. 913-920. (SCI)
Wang, W.L* and Fan, T.H. (2010). “ECM-based Maximum Likelihood Inference for Multivariate Linear Mixed Models with Autoregressive Errors.” CSDA, Vol. 54, pp. 1328-1341. (SCI)
Fan, T. H.*, Hsieh, H. J. and Lee, H. H. (2011) “Binary Tree Algorithms for Change-Point Detection in Normal Data Sets.” Quality and Quantity, Vol. 45, pp. 599-608. (SCI)
Wang, Y. F. and Fan, T. H.* (2011). “Bayesian Analysis on Time Series Structural Equation Models.” JSPI, Vol. 141, pp. 2071-2078. (SCI)
Wang, W.L.* and Fan, T.H. (2011). “Estimation in Multivariate t Linear Mixed Models for Multiple Longitudinal Data.” Statistica Sinica, Vol 21, pp. 1857-1880. (SCI)
Fan, T.H. and Wang, W.L. (2011). “Accelerated Life Tests for Weibull Series Systems with Masked Data.” IEEE Transactions on Reliability, Vol. 60, pp. 557-569. (SCI)
Wang, Y. F. and Fan, T. H.* (2012). “Bayesian Analysis of the Structural Equation Models with Application to a Longitudinal Myopia Trial.” Statistics in Medicine, Vol. 31, pp.188-200. (SCI)
Fan, T. H.* and Wang, Y. F. (2012).“An Empirical Bayesian Forecast in the Threshold Stochastic Volatility Models.” To appear in J. Statistical Computation and Simulation . (SCI)
Wang, W.L.* and Fan, T.H. (2012). “Bayesian Analysis of Multivariate t Linear Mixed Models Using the IBF-Gibbs Sampler. ” To appear in J. of Multivariate Analysis. (SCI)
Fan, T. H.* and Yu, C. H. (2012). “Statistical Inference on Constant Stress Accelerated Life Tests Under Generalized Gamma Lifetime Distribution.” Accepted by Quality and Reliability Engineering International. (SCI)
Fan, T. H.* and Hsu, T. M. (2012). “Accelerated Life Tests of a Series System with Masked Interval Data under Exponential Lifetime Distributions. ” To appear in IEEE Transactions on Reliability. (SCI)
Fan, T. H., Wang, G. T. and Yu, J. H. (2012). “A New Algorithm in Bayesian Model Averaging in Regression Models.” Accepted by Communications in Statistics: Computation and Simulation. (SCI)