Processing math: 100%
Selected Publications
2023
  • Qian, W., Ing, C.-K., and Liu, J. (2023).
  • Adaptive algorithm for multi-armed bandit problem with high-dimensional covariates.
  • Journal of the American Statistical Association, to appear. Manuscript
  • Lin, C.-T., Cheng, Y.-J., and Ing, C.-K. (2023).
  • Greedy variable selection for high-dimensional cox models.
  • Statistica Sinica, to appear. Manuscript
  • Chang, C.-H., Huang, H.-C., and Ing, C.-K. (2023).
  • Selection of linear mixed-effects models for clustered data.
  • Scandinavian Journal of Statistics, 50(2):875-897.
2022
  • Chang, C.-H., Huang, H.-C., and Ing, C.-K. (2022).
  • Inference of random effects for linear mixed-effects models with a fixed number of clusters.
  • Annals of the Institute of Statistical Mathematics, 74(6):1143-1161.
  • Hung, H., Huang, S.-Y., and Ing, C.-K. (2022).
  • A generalized information criterion for high-dimensional pca rank selection.
  • Statistical Papers, 63(4):1295-1321.
  • Huang, H.-H., Chan, N. H., Chen, K., and Ing, C.-K. (2022).
  • Consistent order selection for arfima processes.
  • The Annals of Statistics, 50(3):1297-1319. Manuscript
2021
  • Ing, C.-K., Lin, C.-Y., Peng, P.-H., Hsieh, Y.-M., and Cheng, F.-T. (2021).
  • Golden path search algorithm for the ksa scheme.
  • IEEE Transactions on Automation Science and Engineering, 19(3):1517-1529.
  • Chi, C.-M., Ing, C.-K., and Yu, S.-H. (2021).
  • Negative moment bounds for stochastic regression models with deterministic trends and their applications to prediction problems.
  • Statistica Sinica, 31:2215-2237. Manuscript
2020
  • Chiou, H.-T., Guo, M., and Ing, C.-K. (2020).
  • Variable selection for high-dimensional regression models with time series and heteroscedastic errors.
  • Journal of Econometrics, 216(1):118-136. Manuscript
  • Ing, C.-K. (2020).
  • Model selection for high-dimensional linear regression with dependent observations.
  • The Annals of Statistics, 48(4):1959-1980. Manuscript
2019
  • Hsu, H.-L., Ing, C.-K., and Tong, H. (2019).
  • On model selection from a finite family of possibly misspecified time series models.
  • The Annals of Statistics, 47(2):1061-1087. Manuscript
  • Chan, N. H., Ing, C.-K., and Zhang, R. (2019).
  • Nearly unstable processes: a prediction perspective.
  • Statistica Sinica, 29(1):139-163. Manuscript
  • Honda, T., Ing, C.-K., and Wu, W.-Y. (2019).
  • Adaptively weighted group lasso for semiparametric quantile regression models.
  • Bernoulli, 25(4B):3311-3338. Manuscript
2018
  • Hsiao, W.-C., Huang, H.-Y., and Ing, C.-K. (2018).
  • Interval estimation for a first-order positive autoregressive process.
  • Journal of Time Series Analysis, 39(3):447-467.
2017
  • Ing, C.-K., Lai, T. L., Shen, M., Tsang, K., 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.
  • Chan, N. H., Ing, C.-K., Li, Y., and Yau, C. Y. (2017).
  • Threshold estimation via group orthogonal greedy algorithm.
  • Journal of Business & Economic Statistics, 35(2):334-345.
  • Chang, C.-H., Huang, H.-C., and Ing, C.-K. (2017).
  • Mixed domain asymptotics for a stochastic process model with time trend and measurement error.
  • Bernoulli, 23(1):159-190. Manuscript
2016
  • Ing, C.-K., Chiou, H.-T., and Guo, M. (2016).
  • Estimation of inverse autocovariance matrices for long memory processes.
  • Bernoulli, 22(3):1301-1330. Manuscript
2015
  • Ing, C.-K. and Lai, T. L. (2015).
  • Fixed-size confidence regions in high-dimensional sparse linear regression models.
  • Sequential Analysis, 34(3):324-335.
  • Cheng, T.-C. F., Ing, C.-K., and Yu, S.-H. (2015).
  • Toward optimal model averaging in regression models with time series errors.
  • Journal of Econometrics, 189(2):321-334. Manuscript
  • Cheng, T.-C. F., Ing, C.-K., and Yu, S.-H. (2015).
  • Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications.
  • Linear Algebra and its Applications, 473:180-201. Manuscript
2014
  • Chang, C.-H., Huang, H.-C., and Ing, C.-K. (2014).
  • Asymptotic theory of generalized information criterion for geostatistical regression model selection.
  • The Annals of Statistics, 42(6):2441-2468. Manuscript
  • Ing, C.-K. and Yang, C.-Y. (2014).
  • Predictor selection for positive autoregressive processes.
  • Journal of the American Statistical Association, 109(505):243-253. Manuscript
2013
  • Chan, N. H., Huang, S.-F., and Ing, C.-K. (2013).
  • Moment bounds and mean squared prediction errors of long-memory time series.
  • The Annals of Statistics, 41(3):1268-1298. Manuscript
  • Gao, F., Ing, C.-K., and Yang, Y. (2013).
  • Metric entropy and sparse linear approximation of ℓq-hulls for 0<q≤1.
  • Journal of Approximation Theory, 166:42-55. Manuscript
2012
  • Ing, C.-K., Sin, C.-Y., and Yu, S.-H. (2012).
  • Model selection for integrated autoregressive processes of infinite order.
  • Journal of Multivariate Analysis, 106:57-71. Manuscript
2011
  • Ing, C.-K. and Lai, T. L. (2011).
  • A stepwise regression method and consistent model selection for high-dimensional sparse linear models.
  • Statistica Sinica, 21:1473-1513. Manuscript
  • Chan, N. H. and Ing, C.-K. (2011).
  • Uniform moment bounds of fisher's information with applications to time series.
  • The Annals of Statistics, 39(3):1526-1550. Manuscript
2010
  • Ing, C.-K., Sin, C.-Y., and Yu, S.-H. (2010).
  • Prediction errors in nonstationary autoregressions of infinite order.
  • Econometric Theory, 26(3):774-803. Manuscript
2009
  • Ing, C.-K., Lin, J.-L., and Yu, S.-H. (2009).
  • Toward optimal multistep forecasts in non-stationary autoregressions.
  • Bernoulli, 15(2):402-437. Manuscript
2007
  • Ing, C.-K. (2007).
  • Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series.
  • The Annals of Statistics, 35(3):1238-1277. Manuscript
2006
  • Ing, C.-K. and Wei, C.-Z. (2006).
  • A maximal moment inequality for long range dependent time series with applications to estimation and model selection.
  • The Annals of Statistics, 16:721-740. Manuscript
2005
  • Ing, C.-K. and Wei, C.-Z. (2005).
  • Order selection for same-realization predictions in autoregressive processes.
  • The Annals of Statistics, 33(5):2423-2474. Manuscript
2004
  • Ing, C.-K. (2004).
  • Selecting optimal multistep predictors for autoregressive processes of unknown order.
  • The Annals of Statistics, 32(2):693-722. Manuscript
2003
  • Ing, C.-K. (2003).
  • Multistep prediction in autoregressive processes.
  • Econometric Theory, 19(2):254-279. Manuscript
  • Ing, C.-K. and Yu, S.-H. (2003).
  • On estimating conditional mean-squared prediction error in autoregressive models.
  • Journal of Time Series Analysis, 24(4):401-422.
  • Ing, C.-K. and Wei, C.-Z. (2003).
  • On same-realization prediction in an infinite-order autoregressive process.
  • Journal of Multivariate Analysis, 85(1):130-155.
2001
  • Ing, C.-K. (2001).
  • A note on mean-squared prediction errors of the least squares predictors in random walk models.
  • Journal of Time Series Analysis, 22(6):711-724.
Softwares
Orthogonal Greedy Algorithm