刘惠美
姓名 刘惠美
职称 教授
系所单位 统计学系
电子邮件
联络电话 81024
研究专长 线性不等式假设检定、多变量分析、重点抽样之应用
授课领域 线性不等式假设检定、多变量分析、重点抽样之应用
年度 论文名称
2020 刘惠美*, 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)(*为通讯作者), vol. 429463, Dec. 2020
2020 刘惠美, 2020.09, 'The Investigation of Year 2017 Penetration Tate of Household Electrical Appliances in Taiwan, ' 台电工程月刊, 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)(*为通讯作者), 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)(*为通讯作者), 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)(*为通讯作者), 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)(*为通讯作者), vol. 351052, Dec. 2011
2011 施明儒;刘惠美*;林永忠, 2011.10, '应用变异数缩减技巧估计极值相依下之组合信用风险, ' 主计季刊, Vol.52, No.3, pp.29-39.(*为通讯作者), 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)(*为通讯作者), 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)(*为通讯作者), 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)(*为通讯作者), vol. 327341, May. 2011
2009 刘惠美*;黄向义, 2009.12, '极端值方法在风险值估计的绩效评估, ' 智慧科技与应用统计学报, Vol.7, No.2, pp.1-23.(CPES)(*为通讯作者), 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)(*为通讯作者), 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)(*为通讯作者), vol. 192376, Dec. 2005
2004 Chang, Yi-Ping;Hung, Ming-Chin;Liu, Huimei;Cheng, Siang-Su, 2004.06, 'FIEGARCH模型之风险值计算-以新台币对美元汇率为例, ' 智慧科技与应用统计学报, Vol.2, No.1, pp.51-70., vol. 171526, Jun. 2004
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
2000 Liu, Huimei;Liu, S. N., 2000, '改进均数比值假设检定-应用于交错设计之身体药效相等性试验, ' 统计与资讯评论, Vol.6, pp.1-16., vol. 171595, 2000
1999 Liu, Huimei, 1999, '线性不等式假设与齐一较强检定, ' 中国统计学报, Vol.37, pp.307-331.(CIS), vol. 171566, 1999
1997 Liu, Huimei;Tsai, D. L., 1997, 'Estimators for linear Regression with Censored Data, ' 统计与资讯评论, Vol.3, pp.54-58., vol. 171604, 1997
1997 Liu, Huimei;Tsai, D. L., 1997, '设限回归系数估计量之变方的估计, ' 中国统计学报, 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
年度 书名
1986 梁国源;刘惠美, 1986, '我国结汇与海关进口资料之时差关系与预测, ' 经济丛刊之一零八, 行政院经济建设委员会综合计画处., 171618, 1986
计画类别 年度 计画名称 参与人 职称/担任之工作 计画期间 补助/委讬或合作机构
科技部 104 简单顺序假设下常态母体变方的较强检力检定之研究 刘惠美 计画主持人 2015.08 ~ 2016.07 国科会
非科技部 103 捐血服务需求及满意度调查统计分析 刘惠美 计画主持人 2014.12 ~ 2015.01 医疗财团法人台湾血液基金会
科技部 103 检定 刘惠美 计画主持人 2014.10 ~ 2015.09 国科会
国家 学校名称 系所 学位 期间
美国 美国北卡州立大学 统计学系 博士 1988.08 ~ 1993.05
台湾，中华民国 国立清华大学 应用数学系 硕士 1984.09 ~ 1986.06
台湾，中华民国 国立政治大学 统计学系 硕士 1981.09 ~ 1983.06
台湾，中华民国 国立中兴大学 统计学系 学士 1977.09 ~ 1981.06
经历类别 服务机关名称 单位 职务 期间
校内本职 政治大学 统计学系 教授 2022.08 ~ 2024.02
校内本职 政治大学 统计学系 教授 2017.08 ~ 2021.08
校内本职 政治大学 统计学系 教授 2013.08 ~ 2016.08
校内本职 政治大学 统计学系 教授 2011.08 ~ 2012.08
校内本职 政治大学 统计学系 教授 2003.08 ~ 2010.08
校内兼职 政治大学 研究发展处 副研发长 2011.08 ~ 2011.10
校内兼职 政治大学 研究发展处学术评鑑组 组长 2011.08 ~ 2011.10
校内兼职 政治大学 统计学系 代理系主任 2009.08 ~ 2010.07
校内兼职 政治大学 统计学系 系主任 2008.08 ~ 2009.07
校内兼职 政治大学 统计学系 系主任 2006.08 ~ 2007.07
校内兼职 政治大学 统计学系 系主任 2005.08 ~ 2006.07
类别 年度 奖项名称 颁奖单位
校内 99 政大商学院教学补助教师 政大商学院
校内 98 商学院教学绩优 商学院
校内 97 学术研究成果国际化优等研究奖 学术研究成果国际化优等研究奖
校内 97 商学院教学绩优 商学院
校内 96 商学院教学优良 商学院
校内 95 学术研究成果国际化优等研究奖 学术研究成果国际化优等研究奖
校内 93 三等服务奖章 三等服务奖章
年度 论文名称
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.(*为通讯作者), 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.(*为通讯作者), 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..(*为通讯作者), 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.(*为通讯作者), May. 2014
2012 Chen, Li-Shya*;Kao, Lie-Jane, 2010, 'The Dynamic Model for Cancer Relapse Based on Two-stage Model of Carcinogenesis, ' 2010海峡两岸应用统计学术研讨会.(*为通讯作者), 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)..(*为通讯作者), Jun. 2012
2011 Chih-Tun Yu;刘惠美*;Ming-Chin Hung, 2011.08, 'Portfolio Credit Risk Estimation under the Dynamic Factor Model, ' ISME2011.(SSCI, EI)(*为通讯作者), Aug. 2011
2011 刘惠美*;庄金龙, 2011.05, 'Mixture of NIG and Closed Skewed Normal Distribution for Pricing CDO, ' ISII-2011.(EI)(*为通讯作者), 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, '.(*为通讯作者), Dec. 2010
2010 刘惠美*;庄金龙, 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)(*为通讯作者), Dec. 2010
2010 刘惠美*;庄金龙, 2010.03, '多因子模型下一篮子信用违约交换之评价, ' 2010第七届金融市场与趋势研讨会论文集, 淡江大学财务金融学系.(TSSCI)(*为通讯作者), 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)(*为通讯作者), 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, 淡江大学经营决策学系暨管理科学研究所.(EI, TSSCI)(*为通讯作者), May. 2009
2008 刘惠美*;蔡雅莹;詹嘉豪, 2008.11, '配适具有双峰分布之基本学力测验量尺分数, ' 第五届海峡两岸应统计研讨会, 首都经纪贸易大学统计学院.(无)(*为通讯作者), Nov. 2008
2005 刘惠美*, 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.(*为通讯作者), 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.(*为通讯作者), 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
刘惠美*, ', '.(*为通讯作者), May. 2024