Wei-Liem Loh

Address

Education

• B.Sc. Hons. (1980), Mathematics, University of Singapore
• M.Sc. (1984), Mathematics, National University of Singapore
• M.S. (1986), Statistics, Stanford University
• Ph.D. (1988), Statistics, Stanford University

Professional Association Membership

• Member of the Institute of Mathematical Statistics (1984-present). Elected into the Fellowhip of the Institute of Mathematical Statistics in 2007.
• International Chinese Statistical Association (1996-present).
• Elected member of the International Statistical Institute (2006-present).

Teaching assignment for Semester II, 2006/2007

ST2238 INTRODUCTORY BIOSTATISTICS pdf-format (last updated 11 January, 2007)

JMP Introductory Guide

Editorial Service

• Associate Editor (2007-present), Annals of Statistics , (an official journal of the Institute of Mathematical Statistics).
• Associate Editor (1996-present), Statistica Sinica , (co-sponsored by the Institute of Statistical Science, Academia Sinica, Taipei, Taiwan and the International Chinese Statistical Association, Delaware, U.S.A.).
• Co-Editor (2002-2007), Sankhya , (sponsored by the Indian Statistical Institute, India).
• Co-Editor (2008-present), Sankhya Series A , (sponsored by the Indian Statistical Institute, India).
• Associate Editor (2006-present), International Journal of Statistics and Management Systems.
• Associate Editor (2006-present), Calcutta Statistical Association Bulletin.

Publications

1. A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments (2007). Ann. Statist. 36 1983-2023.
2. Some theoretical results on neural spike train probability models (2007), (with H.P. Chan). Ann. Statist. 35 2691-2733.
3. Fixed-domain asymptotics for a subclass of Matern-type Gaussian random fields (2005). Ann. Statist. 33 2344-2394.
4. On the asymptotic distribution of some randomized quadrature rules (2005). Stein's Method and Applications , (A. D. Barbour and L. H. Y. Chen, editors) 209-222. World Scientific, Singapore.
5. On the characteristic function of Pearson type IV distributions (2004). A Festschrift for Herman Rubin , (A. DasGupta, editor) 171-179. IMS Lecture Notes Monogr. Ser. 45 , Inst. Math. Statist., Beachwood.
6. On the asymptotic distribution of scrambled net quadrature (2003). Ann. Statist. 31 1282-1324.
7. A file linkage problem of DeGroot and Goel revisited (2001), (with H.P. Chan). Statist. Sinica 11 1031-1045.
8. Estimating structured correlation matrices in smooth Gaussian random field models (2000), (with T. K. Lam). Ann. Statist. 28 880-904.
9. Linear discrimination with adaptive ridge classification rules (1997). J. Multivariate Anal. 62 169-180.
10. Estimating mixing densities in exponential family models for discrete variables (1997), (with C.-H. Zhang). Scand. J. Statist. 24 15-32.
11. Estimating the integral of a squared regression function with Latin hypercube sampling (1997). Statist. Probab. Lett. 31 339-350.
12. A combinatorial central limit theorem for randomized orthogonal array sampling designs (1996). Ann. Statist. 24 1209-1224.
13. On Latin hypercube sampling (1996). Ann. Statist. 24 2058-2080.
14. Global properties of kernel estimators for mixing densities in exponential family models for discrete variables (1996), (with C.-H. Zhang). Statist. Sinica 6 561-578.
15. An Edgeworth expansion for U-statistics with weakly dependent observations (1996). Statist. Sinica 6 171-186.
16. On linear discriminant analysis with adaptive ridge classification rules (1995). J. Multivariate Anal. 53 264-278.
17. On m-dependence and Edgeworth expansions (1994). Ann. Inst. Statist. Math. 46 147-164.
18. Estimating the mixing density of a mixture of power series distributions (1993). Statist. Decision Theory and Related Topics V, (S. S. Gupta and J. O. Berger, eds.) 87-98. Springer, New York.
19. Stein's method and multinomial approximation (1992). Ann. Appl. Probab. 2 536-554.
20. Compound Poisson approximation for nonnegative random variables via Stein's method (1992), (with A. D. Barbour and L. H. Y. Chen). Ann. Probab. 20 1843-1866.
21. Estimating covariance matrices (1991). Ann. Statist. 19 283-296.
22. Estimating covariance matrices II (1991). J. Multivariate Anal. 36 163-174.
23. Estimating the common mean of two multivariate normal distributions (1991). Ann. Statist. 19 297-313.

Links

• Project Euclid

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