HUI-MEI LIU
Name HUI-MEI LIU
Job Title Professor
Unit Dept. of Statistics
Email
Office Tel No. 81024
Research Expertise Application of Importance Sampling, Multivariate Analysis, Tests for Hypotheses about Linear Inequalities
Teaching Field 線性不等式假設檢定、多變量分析、重點抽樣之應用
Year Paper Title
2020 劉惠美*, 2020.12, 'Length of the Ramus of the Mandible as an Indicator of Chronological Age and Sex: A Study in a Group of Egyptians, ' Forensic Science International: Reports, Vol.2, pp.1-6.(EI)(*為通訊作者), vol. 429463, Dec. 2020
2020 劉惠美, 2020.09, 'The Investigation of Year 2017 Penetration Tate of Household Electrical Appliances in Taiwan, ' 台電工程月刊, Vol.865, No.9, pp.68-78., vol. 429456, Sep. 2020
2020 Chao-Yang Lin;Huimei Liu*;Jia-Ching Lee;Shih-Kuei Lin, 2020.02, 'Stock Index Options Pricing under Jump Patterns Driven by Market States, ' Emerging Markets Finance and Trade, Vol.56, No.4, pp.840-859.(SSCI)(*為通訊作者), vol. 421444, Feb. 2020
2019 Chih-Ming Chen*;HUIMEI LIU;Hong-Bin Huan, 2019.05, 'Effects of Mobile Game-based English Vocabulary Learning APP on Learners’ Perceptions and Learning Performance: A Case Study of Taiwanese EFL Learners, ' ReCALL, Vol.31, No.2, pp.170-188.(SSCI)(*為通訊作者), vol. 419687, May. 2019
2015 Chia-Hao Chan;Huimei Liu*;Mei-Mei Zen, 2015.04, 'More powerful tests for the sign testing problem about gamma scale parameters, ' Statistics, Vol.49, No.3, pp.564-577.(SCIE, SCI)(*為通訊作者), vol. 401986, Apr. 2015
2011 Chih-Tun Yu*;Huimei Liu;Ming-Chin Hung, 2011.12, 'Portfolio credit risk estimation under the dynamic factor model, ' Journal of the Chinese Statistical Association, Vol.49, No.4, pp.123-139.(CIS, JEL)(*為通訊作者), vol. 351052, Dec. 2011
2011 施明儒;劉惠美*;林永忠, 2011.10, '應用變異數縮減技巧估計極值相依下之組合信用風險, ' 主計季刊, Vol.52, No.3, pp.29-39.(*為通訊作者), vol. 350827, Oct. 2011
2011 Huimei Liu*;Chin-long Chiang, 2011.08, 'Mixture of NIG and Closed Skewed Normal Distribution for Pricing CDOs, ' ICIC Express Letter, Vol.5, No.8, pp.2939-2943.(EI)(*為通訊作者), vol. 348389, Aug. 2011
2011 Yi-Ping Chang*;Chih-Tun;Huimei Liu, 2011.06, 'Bayesian Inference for credit Risk with Serially Dependent Factor Model, ' International Journal of Information and Management Sciences, Vol.22, No.2, pp.135-155.(TSSCI)(*為通訊作者), vol. 348377, Jun. 2011
2011 Huimei Liu*;Chia-Hao Chan, 2011.05, 'Best Possible Upper Bound on VaR for Dependent Portfolio Risk, ' ICIC Express Letters, Vol.5, No.5, pp.1705-1800.(EI)(*為通訊作者), vol. 327341, May. 2011
2009 劉惠美*;黃向義, 2009.12, '極端值方法在風險值估計的績效評估, ' 智慧科技與應用統計學報, Vol.7, No.2, pp.1-23.(CPES)(*為通訊作者), vol. 301485, Dec. 2009
2008 Yi-Hau Chen*;Hui-Wen Lin;Huimei Liu, 2008.12, 'Two-stage analysis for gene-environment interaction utilizing both case-only and family-based analysis., ' Genetic Epidemiology, Vol.32, No.8.(SCI)(*為通訊作者), vol. 266445, Dec. 2008
2005 Yi-Ping Chang;Ming-Chin Hung*;Huimei Liu;Jian-Feng Jan, 2005.12, 'Testing Symmetry of a NIG Distribution, ' Communication in Statistics--Simulation and Computation., Vol.34, No.4, pp.851-862.(SCI)(*為通訊作者), vol. 192376, Dec. 2005
2004 Chang, Yi-Ping;Hung, Ming-Chin;Liu, Huimei;Cheng, Siang-Su, 2004.06, 'FIEGARCH模型之風險值計算-以新台幣對美元匯率為例, ' 智慧科技與應用統計學報, Vol.2, No.1, pp.51-70., vol. 171526, Jun. 2004
2000 Liu, Huimei;Liu, S. N., 2000, '改進均數比值假設檢定-應用於交錯設計之身體藥效相等性試驗, ' 統計與資訊評論, Vol.6, pp.1-16., vol. 171595, 2000
2000 Huimei Liu, 2000, 'Uniformly More Powerful, two-sided for hypotheses about Linear Inequalities, ' Annals of the Institute of Statistical Mathematics, Vol.52, pp.15-27.(SCI), vol. 171547, 2000
1999 Liu, Huimei, 1999, '線性不等式假設與齊一較強檢定, ' 中國統計學報, Vol.37, pp.307-331.(CIS), vol. 171566, 1999
1997 Liu, Huimei;Tsai, D. L., 1997, 'Estimators for linear Regression with Censored Data, ' 統計與資訊評論, Vol.3, pp.54-58., vol. 171604, 1997
1997 Liu, Huimei;Tsai, D. L., 1997, '設限迴歸係數估計量之變方的估計, ' 中國統計學報, Vol.35, pp.415-430.(CIS), vol. 171574, 1997
1995 Liu, Huimei;Berger, R. L., 1995, 'Uniformly More Powerful, One-sided Tests for Hypotheses about linear Inequalities, ' Annals of Statistics, Vol.23, pp.55-72.(SSCI), vol. 171559, 1995
Year Book Title
1986 梁國源;劉惠美, 1986, '我國結匯與海關進口資料之時差關係與預測, ' 經濟叢刊之一零八, 行政院經濟建設委員會綜合計畫處., 171618, 1986
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 104 簡單順序假設下常態母體變方的較強檢力檢定之研究 LIU HUI-MEI Principal Investigator 2015.08 ~ 2016.07 National Science and Technology Council
Other Projects 103 捐血服務需求及滿意度調查統計分析 LIU HUI-MEI Principal Investigator 2014.12 ~ 2015.01
MOST Projects 103 檢定 LIU HUI-MEI Principal Investigator 2014.10 ~ 2015.09 National Science and Technology Council
Country School Name Department Degree Duration
U.S.A. North Carolina State University Statistics 博士 1988.08 ~ 1993.05
TAIWAN, REPUBLIC OF CHINA 國立清華大學 應用數學系 碩士 1984.09 ~ 1986.06
TAIWAN, REPUBLIC OF CHINA 國立政治大學 統計學系 碩士 1981.09 ~ 1983.06
TAIWAN, REPUBLIC OF CHINA 國立中興大學 統計學系 學士 1977.09 ~ 1981.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of Statistics 教授 2022.08 ~ 2024.02
Current NATIONAL CHENGCHI UNIVERSITY Department of Statistics 教授 2017.08 ~ 2021.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Statistics 教授 2013.08 ~ 2016.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Statistics 教授 2011.08 ~ 2012.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Statistics 教授 2003.08 ~ 2010.08
Part Time NATIONAL CHENGCHI UNIVERSITY Office of Research and Development 副研發長 2011.08 ~ 2011.10
Part Time NATIONAL CHENGCHI UNIVERSITY Office of Research and Development Academic Evaluation Section 組長 2011.08 ~ 2011.10
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Statistics 代理系主任 2009.08 ~ 2010.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Statistics 系主任 2008.08 ~ 2009.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Statistics 系主任 2007.08 ~ 2008.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Statistics 系主任 2006.08 ~ 2007.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Statistics 系主任 2005.08 ~ 2006.07
Honor Category Year Award Name Awarding Unit
Inside School 99 政大商學院教學補助教師 政大商學院
Inside School 98 商學院教學績優 商學院
Inside School 97 政治大學 政治大學
Inside School 97 商學院教學績優 商學院
Inside School 96 商學院教學優良 商學院
Inside School 95 政治大學 政治大學
Inside School 93 政治大學 政治大學
Year Paper Title
2017 Huimei Liu*;Cha-Hao Chan;Roger L. Berger, 2017.07, 'MORE POWERFUL TESTS FOR SIMPLE‐ORDER TESTING PROBLEM WITH SCALE PARAMETERS IN GAMMA DISTRIBUTIONS, ' 2017 Joint Statistical Meeting, ASA, IMS.(*為通訊作者), Jul. 2017
2016 Huimei Liu*, 2016.07, 'Nonparametric Importance Sampling for Portfolio Credit Risk with Extremal Dependence, ' 16th World Business Research Conference, Global Research Institute for Business Academics, Australia.(*為通訊作者), Jul. 2016
2014 LIU, HUIMEI*;Chan, Chia-Hao;Gong, Jinguo, 2014.07, 'Uniformly more powerful test for the sign testing about the mean and variance of a normal distribution, ' the 3rd Institute of Mathematical Statistics - Asia Pacific Rim Meeting, National Taiwan University, Department of Math..(*為通訊作者), Jul. 2014
2014 Liu, Huimei*;Ji, Wanru, 2014.05, 'Pricing the Synthetic CDOs, ' The 4th Annual Conference on Global Economy, Business and Finance (GEBF 2014), GBEF.(*為通訊作者), May. 2014
2012 Chen, Li-Shya*;Kao, Lie-Jane, 2010, 'The Dynamic Model for Cancer Relapse Based on Two-stage Model of Carcinogenesis, ' 2010海峽兩岸應用統計學術研討會.(*為通訊作者), 2012.11, 'Studying Associative Relationships among Product Classes in the Context of Web Retailing, ' The 43rd International Conference of Decision Science Institute Annual Meeting (DSI).(SCI), Nov. 2012
2012 Chih Tun Yu*;Huimei Liu;Mingchin Hung, 2012.06, 'Probability of Default Estimation under the Serially Dependent Factor, ' the 2nd International Conference on the Interface between Statistics & Engineering (ICISE)..(*為通訊作者), Jun. 2012
2011 Chih-Tun Yu;劉惠美*;Ming-Chin Hung, 2011.08, 'Portfolio Credit Risk Estimation under the Dynamic Factor Model, ' ISME2011.(SSCI, EI)(*為通訊作者), Aug. 2011
2011 劉惠美*;莊金龍, 2011.05, 'Mixture of NIG and Closed Skewed Normal Distribution for Pricing CDO, ' ISII-2011.(EI)(*為通訊作者), May. 2011
2010 Liu, Huimei*;Chan, Chia-Hao, 2010.12, 'BEST POSSIBLE UPPER BOUND ON VaR FOR A RISK PORTFOLIO OF DEPENDENT RISKS BY MORE INFORMATION, '.(*為通訊作者), Dec. 2010
2010 劉惠美*;莊金龍, 2010.12, 'Multi-factor valuation of Basket Default Swap, ' the 7th International Symposium on Management Engineering (ISME2010)(Japan), International Society of Management Engineers (Japan).(EI, SCI)(*為通訊作者), Dec. 2010
2010 劉惠美*;莊金龍, 2010.03, '多因子模型下一籃子信用違約交換之評價, ' 2010第七屆金融市場與趨勢研討會論文集, 淡江大學財務金融學系.(TSSCI)(*為通訊作者), Mar. 2010
2009 Yi-Ping Chang;Ming-Chin Hung*;Huimei Liu;Chih-Tun Yu, 2009.07, 'Credit risk estimation under serially dependent factor model, ' 6th AFE Conference, Research and Training Institute of east Aegean, Greece.(SSCI, SCI)(*為通訊作者), Jul. 2009
2009 Yi-Ping Chang;Ming-Chin Hung*;Huimei Liu;Chih-Tun Yu, 2009.05, 'Bayes and Empirical Bayes Approach to Estimate Default Probability and Asset Correlation, ' The 2009 International Conference in Management Sciences and Decision Making, 淡江大學經營決策學系暨管理科學研究所.(EI, TSSCI)(*為通訊作者), May. 2009
2008 劉惠美*;蔡雅瑩;詹嘉豪, 2008.11, '配適具有雙峰分佈之基本學力測驗量尺分數, ' 第五屆海峽兩岸應統計研討會, 首都經紀貿易大學統計學院.(無)(*為通訊作者), Nov. 2008
2005 劉惠美*, 2005.08, 'Tail Probability Approximations with Student-t Distributed Idiosyncratic Risk Factor, ' Proceedings of Taiwan-Japan Symposium 2005--On Intelligent Technologies & Innovational Computing, National Chengchi University, Chin Yun University, Fengchia University, pp.23-28.(*為通訊作者), Aug. 2005
2004 Liu, Huimei*, 2004.09, 'Robustness of extreme Cridet Loss approximations, ' Proceedings of Taiwan-Japan Symposium 2004 -- on Fuzzy systems & Innovational Computing, Taiwan-Japan Research Project, pp.53-58.(*為通訊作者), Sep. 2004
2000 Liu, Huimei, 2000, 'Uniformly More Powerful tests for Normal Variances, ' 2000 Joint Statistical Meetings, American Statistical Association., 2000
1999 Liu, Huimei;Berger, R. L., 1999, 'Improved Equivalence Tests for the Normal Means, ' ENRA joint meetings., 1999
1997 Liu, Huimei;Tsai, D. L., 1997, 'A Simpler Estimator that is Equivalent to Bukley-James Estimator, ' Proceedings for the Biometrics Secttion of the ASA, American Statistical Association, pp.212-216., 1997
劉惠美*, ', '.(*為通訊作者), Apr. 2024