劉 惠美
專任
姓名 劉 惠美
職稱 教授
系所單位 統計學系
電子郵件 hliu@nccu.edu.tw
聯絡電話 81024
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
授課領域 線性不等式假設檢定、多變量分析、重點抽樣之應用
年度 論文名稱
2018 Chih-Ming Chen*;HUIMEI LIU;Hong-Bin Huan, 2018.09, 'Effects of Mobile Game-based English Vocabulary Learning APP on Learners’ Perceptions and Learning Performance: A Case Study of Taiwanese EFL Learners, ' ReCALL,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受), 419687
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), 401986
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), 351052
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), 350827
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), 348389
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), 348377
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), 327341
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), 301485
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), 266445
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), 192376
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., 171526
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), 171547
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., 171595
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), 171566
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), 171574
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., 171604
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), 171559
計畫類別 年度 計畫名稱 參與人 職稱/擔任之工作 計畫期間 補助/委託或合作機構
科技部 104 簡單順序假設下常態母體變方的較強檢力檢定之研究 劉惠美 計畫主持人 2015.08 ~ 2016.07 科技部
非科技部 103 捐血服務需求及滿意度調查統計分析 劉惠美 計畫主持人 2014.12 ~ 2015.01 醫療財團法人台灣血液基金會
科技部 103 檢定 劉惠美 計畫主持人 2014.10 ~ 2015.09 科技部
學校名稱 系所 學位 期間
美國北卡州立大學 統計學系 博士 1988.08 ~ 1993.05
國立清華大學 應用數學系 碩士 1984.09 ~ 1986.06
國立政治大學 統計學系 碩士 1981.09 ~ 1983.06
國立中興大學 統計學系 學士 1977.09 ~ 1981.06
經歷類別 職務 期間
校內本職 教授 2017.08 ~ 迄今
校內本職 教授 2013.08 ~ 2016.08
校內本職 教授 2011.08 ~ 2012.08
校內本職 教授 2003.08 ~ 2010.08
校內兼職 組長 2011.08 ~ 2011.10
校內兼職 副研發長 2011.08 ~ 2011.10
校內兼職 代理系主任 2009.08 ~ 2010.07
校內兼職 系主任 2008.08 ~ 2009.07
校內兼職 系主任 2007.08 ~ 2008.07
校內兼職 系主任 2006.08 ~ 2007.07
校內兼職 系主任 2005.08 ~ 2006.07
類別 年度 獎項名稱 頒獎單位
校內 99 政大商學院教學補助教師 政大商學院
校內 98 商學院教學績優 商學院
校內 97 學術研究成果國際化優等研究獎 政治大學
校內 97 商學院教學績優 商學院
校內 96 商學院教學優良 商學院
校內 95 學術研究成果國際化優等研究獎 政治大學
校內 93 三等服務獎章 政治大學
年度 論文名稱
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
2000 Liu, Huimei, 2000, 'Uniformly More Powerful tests for Normal Variances, ' 2000 Joint Statistical Meetings, American Statistical Association.
1999 Liu, Huimei;Berger, R. L., 1999, 'Improved Equivalence Tests for the Normal Means, ' ENRA joint meetings.
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.
劉惠美*, ', '.(*為通訊作者)