Emeritus Professor - Department of Mathematics, National Tsing Hua University

Personal Data

Name

Tien-Chung Hu

Phone

03-571-5131 ext. 42642

tchu@math.nthu.edu.tw

Fax

03-572-3888

Web

https://www.math.nthu.edu.tw/~tchu

Faculty

Research Field

Statistics, Probability Theory

Office

R511, General Building III

Links

MathSciNet

School Name	Country	Department	Degree	Period
University of Georgia		Statistics	Ph. D.	~

Organization Name	Unit	Position	Period
National Tsing Hua University	Department of Mathematics	Professor	1992-08~
National Tsing Hua University	Department of Mathematics	Associate Professor	1986-08~1992-07

Paper Title
Complete convergence theorems for extended negatively dependent random variables, 77, 1~29
Limiting behavior for arrays of rowwise END random variables under conditions of h-integrability, 87, 409~423
A note on random variables with an infinite absolute first moment, 97, 212~215
Maximal inequalities and strong law of large numbers for sequences of m-asymptotically almost negatively associated random variables
Strong limit theorems for weighted sums of widely orthant dependent random variables, 34, 105~113
On complete convergence for widely orthant dependent random variables and its applications in nonparametric regression models, 23, 607~629
Complete convergence for moving average processes associated to heavy-tailed distributions and applications, 420, 66~76
Operator fractional Brownian motions and martingale difference
Dynamic Relatedness Analysis of Three Exchange Rate Markets’ Volatility: Study of Korea, Taiwan and Thailand’s Countries, 41, (EI)
Complete convergence for weighted sums and arrays of rowwise extended negatively dependent random variables, 42, 1~11
An Application of φ-subgaussian technique to Fourier analysis, 408, 114~124
An Impact of the Japan and the U.S. Stock Return Volatility for Two Stock Markets:An Empirical Study of Taiwan and Korea Countries, (EI)
Limiting Behavior for Random Elements with Heavy Tail, 16, 217~236
A complete convergence theorem for row sums from arrays of rowwise independent random elements in Rademacher type p Banach spaces, 30, 343~353
On Inverse Moments of nonnegative random variables. J, 1, 38~42
Complete convergence for weighted sums of arrays of Banach space valued random elements, 42, 316~325
DCC Analysis of Two Exchange Market with a Factor of Japan Dollar: Study of Philippine and Indonesian Exchange Markets, 10, 939~944
On the Negative Association Property for Dependent Bootstrap Random Variables, 32, 45~54
A note on the de La Vallée Poussin criterion for uniform integrability, 81, 169~174
Some Complete Convergence Results for Row Sums from Arrays of Rowwise Independent Random Elements in Rademacher Type p Banach Spaces, 32, 71~87
A Remark on the Strong Law for B-valued Arrays of Random Elements, 82, 31~43
Limiting behavior of moving average processes under ρ-mixing assumption, 30, 1~10
Limiting Behaviour of Moving Average Processes under φ-mixing Assumption, 79, 1631~1640
On Complete Convergence for Arrays of Rowwise m-Negatively Associated Random Variables, 71, 1075~1081
Dynamic Relatedness Analysis of Two Stock Market Returns Volatility: An Empirical Study on the South Korean and Japanese Stock Markets, 4, 1~15
A Note on Strong Convergence of Sums of Dependent Random Variables
A note on the growth rate in the Fazekas-Klesov general law of large numbers and som applications to the weak law of large numbers for tail series, 73, 1~10
On complete convergence for arrays of rowwise negatively associated random variables, 52, 323~328
On Convergence properties of sums of dependent random variables under second moment and covariance restrictions, 78, 1999~2005
On completed convergence for arrays of rowwise independent random elements, 44, 467~476
On complete convergence for arrays of rowwise negatively associated random variables, 52, 1~5
Limiting behaviour of moving average processes under negatively association assumption, 77, 154~166
On concentration phenomenon of φ-subgaussian random elements, 76, 465~469
A note on the rate of complete convergence for maximums of partial sums for moving average processes in Rademacher type Banach spaces, 21, 45~55
On complete convergence of arrays, 76, 1631~1640
Almost sure lim sup behaviour of dependent bootstrap means, 24, 1~14
On the weak laws with random indices for partial sums for arrays of random elements in martingale type p Banach spaces, 43, 543~549
A Remark on Complete Convergence for arrays of Rowwise Negatively Associated Random Variables, 9~18
More on complete convergence for arrays, 71, 303~311
On the weak law for arrays of random variables, 72, 291~298
Convergence rate of the dependent bootstrap means, 50, 337~346
On the golden ratio and the strong law of large numbers for sums of correlated random variables with appliction to first passage time, 30, 1~10
Asymptotic probability for bootstrapped Means deviation from the sample mean, 74, 178~186
A note on the rate of complete convergence for weighted sums of arrays of Banach space valued random elements, 15, 21~33
Complete convergence for Arrays of Rowwise Independent Random Variables, 18, 375~383
On the Rate of Complete Convergence for Weighted Sums of Arrays of Banach Space Valued Random Elements, 47, 455~468
On Stability of Trimmed Sums, 23, 153~172
On the Rate of Complete Convergence for Weighted Sums of Arrays of Banach SpaceValued Random Elements, 47, 533~547
Complete Convergence of Weighted Sums in Banach Space and the Bootstrap Mean, 10, 17~26
Convergence of Random Weighted Sums of Banach Space Valued Random Elements and Uniform Integrability Concerning the Random Weights, 51, 155~164
On the Rate of Convergence of Bootstrapped Means in a Banach Space, 25, 629~635
On Convergence for Series of Random Elemanets. Nonlinear Analysis, 47, 1297~1308
A note on Complete Convergence for Arrays, 47, 209~211
An Application of the Rull-Nardzewski—Woyczynski Theorem to A Uniform Weak Law for Tail Series of Weighted Sums of Random Elements in Banach Spaces, 48, 369~374
Stability for Randomly Weighted Sums Random Elements, 22, 571~580
On Complete Convergence for Arrays of Rowwise Independent Random Variables, 17, 963~992
Complete Convergence for Arrays, 38, 27~31
Complete Convergence Criterion for Arrays of Banach Space Valued Random elements, 51, 85~92
Relation Between Pairwise Independent and Independent of Exchangeable Random Variables, 15, 51~57
On the Strong Law for Arrays and for the bootstrap Mean and Variance, 20, 375~382
Complete Convergence and the Law of Large Numbers for Arrays of Random elements, 30, 4257~4266
A Study of Variable Bandwidth Selection for Local Polynomial Regression, 6, 113~127
Improved Variable Window Kernel Estimates of Probability Densities, 23, 1~10
On the Invariance Principle for Exchangeable Random Variables, 3, 53~59
Transformation Kernel Density Estimation, 32, 121~142
Variable Location and Scale Kernel Density Estimation, 46, 521~535
Strong Laws of Large Numbers for Arrays of Random Elements, 20, 587~594
Robust Nonparametric Function Estimation, 21, 433~446
A Modified Variable Kernel Density Estimation, 31, 63~71
On the Rate of Convergence in the Strong Law of Large Numbers for Arrays, 45, 479~482
Bias Correction and Higher Order Kernel Functions, 13, 235~243
On the Law of Iterated Logarithm for r-dimensional Arrays of Random Variables, 16, 515~517
Strong consistencies of the Bootstrao Moments. , 14, 797~802
On the Law of the Iterated Logarithm for Arrays of Random Variables, A20, 1989~1994
Strong Laws of Large Numbers for Arrays of Rowwise Independent Random Variables, 54, 153~162
A Statistical Method of Approach of Stirling’s Formula, 42, 204~205
Strong Laws of Large Numbers for Arrays of Rowwise Independent Random Elements, 10, 805~814, (SCI)
Sub-Gaussian Techniques in Proving Strong Laws of Large Numbers, 94, 295~299, (SCI)
On the Laws of Large Numbers for Exchangeable Random Variables, 5, 323~334
Strong laws of large numbers for arrays of Rowwise independent random elements", (with Taylor, R.L.), Internat. J. Math. Math. Sci., 10 (1987), 805-814.
Sub-Gaussian techniques in proving strong laws of large numbers", (with Taylor, R.L.), Amer. Math. Monthly, 94 (1987), 295-299.
On laws of large numbers for exchangeable random variables", (with Taylor, R.L.), Stochastic analysis and applications, 5 (1987), 323-334.
Consistency of kernel density estimators and laws of large numbers in $C_0(R)$", (with Taylor, R.L.), Mathematical Statistics and Probability Theory, Vol. A. (Edited by M.L. Puri, P. Revesz and Wertz), D. Reidel Publishing Company, (1987), 253-266.
A statistical method of approach to stirling's formula", American Statistician, 42 (1988), 204-205.
Strong laws of large numbers for arrays of Rowwise independent random variables", (with F. Moricz and Taylor, R.L.), Acta Mathematica Hungarica, 54 (1989), 153-162.
Strong consistencies of the bootstrap moments", Internat. J. Math. Math. Sci., 14 (1991), 797-802.
On the law of the iterated logarithm for arrays of random variables", Communications in Statistics Theory and Methods, A20 (1991), 1894-1994.
Bias correction and higher order kernel functions", (with Fan, J.), Statistics and Probability letters, 14 (1992), 235-243.
On the rate of convergence in the strong law of large numbers for arrays", (with Weber, N.C.), Bulletin of the Australian Mathematical Society, 45 (1991), 479-482.
On the law of the interated logarithm for r-dimensional arrays of random variables", Proceedings of the NSC-Part A, 16 (1992), 515-517.
A modified variable kernel density estimation", J. Chinese Statistical Association, 31 (1993), 63-71.
Transformation kernel density estimation", (with Ter-Yong Yheu and Wann Jyi Horng), J. Chinese Statistical Association, 32 (1994), 121-142.
Strong laws of large numbers for arrays of random elements", (with Chang, Hen-Chao), Soochow Journal of Mathematics, 20 (1994), 587-594.
Variable location and scale kernel density estimation", (with Jones, M.C. and McKay, I.J.), Annals of the Institute of Statistical Mathematics, 46 (1994), 521-535.
Robust nonparametric function estimation", (with Fan J.), Scandinavian Journal of Statistics, 21 (1994), 433-446.
Improved variable window kernel estimates of probability densities", (with Hall, P. and Marron, J.S.), Annals of Statistics, 23 (1995), 1-10.
On the invariance principle for exchangeable random variables", (with Weber, N.C.), Journal of Itatian Statistical Association, (1995), 53-59.
An asymptotic study of variable bandwith selection for local Polynomial Regression with Application to Densty Estimation", (with Fan J. and Gijbels, I.), Statistica Sinica 6 (1996), 113-127.
Relation between pairwise independent and independent of exchangeable random variables", Stochastic Analysis and Applications, 15 (1997), 51-57.
On the strong law for arrays and for bootstrap mean and variance", (with Taylor R.L.), Internat. J. Math. Math. Sci., 20 (1997), 375-382.
Complete convergence and the law of large numbers of random elements", (with Chang, Hen-Chao), Nonlinear Analysis, Theory, Methods applications, 30 (1997), 4257-4266.
Note on complete convergence for arrays", (with Szynal, D. and Volodin A.I.), Statistics and Probability letters, 38, (1998), 27-31.
Complete convergence criterion for arrays of Banach space valued random elements", (with Volodin, A.I.), Annales Universitatis Maria Curie-Sklodowska, Lublin-Polonia, Section A., (1998), 85-92.
Stability for Randomly Weighted Su Random Elements", (with Chang, Hen-Chao), Internat. J. Math. Math. Sci., 22, (1999) 571-580.
On Complete Convergence for Arrays of Rowwise Independent Random Variables", (with Rosalsky A., Szynal, D. and volodin, A.I.), Stochastic Analysis and Applications, 17, (1999), to appear.
Addendum: A Note on Complete Convergence for Arrays", (with Volodin A.I.), Statistics and Probability Letters, 40, to appear.