師資陣容

劉惠美

劉惠美

教授

統計學系

  • 電話
    29387581
  • 分機
    29393091 #81024
  • E-Mail
    hliu@nccu.edu.tw
  • 研究專長
    線性不等式假設檢定、多變量分析、重點抽樣之應用

學歷

  • 美國北卡州立大學統計學系博士
  • 國立清華大學應用數學系碩士
  • 國立政治大學統計學系碩士
  • 國立中興大學統計學系學士

個人著作

  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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.
  • 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)
  • 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.
  • 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)
  • 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)
  • 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.
  • 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)
  • Huimei Liu*;Cha-Hao Chan;Roger L. Berger, 2017.07, 'MORE POWERFUL TESTS FOR SIMPLE‐ORDER TESTING PROBLEM WITH SCALE PARAMETERS IN GAMMA DISTRIBUTIONS, '.(*為通訊作者)
  • Huimei Liu*, 2016.07, 'Nonparametric Importance Sampling for Portfolio Credit Risk with Extremal Dependence, '.(*為通訊作者)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • Liu, Huimei, 2000, 'Uniformly More Powerful tests for Normal Variances, ' 2000 Joint Statistical Meetings, American Statistical Association.
  • Liu, Huimei;Berger, R. L., 1999, 'Improved Equivalence Tests for the Normal Means, ' ENRA joint meetings.
  • 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.
  • 劉惠美*, ', '.(*為通訊作者)
  • 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.

研究計畫

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