【名称】刁锦寰
【专家简历】
刁锦寰1955年毕业于国立台湾大学，主修经济学，获得文学士学位；1958年于纽约大学获得MBA学位，专修银行与财政金融学；1962年获威斯康辛大学经济学博士学位。刁锦寰教授长期从事研究与教学工作，曾先后在威斯康辛大学、哈佛大学和芝加哥大学任教，迄今为止已出版了6部专著，并在学术期刊上发表了120多篇论文。
刁锦寰教授在学术与研究领域中享有盛誉并多次获奖，曾于1961-1962年获Ford基金论文奖，1993年获台湾主计处卓著奖，2001年获华盛顿统计学会和商业协会授予的Julius Shiskin奖，2001年荣获美国统计协会授予的Samuel S. Wilks 奖章。刁锦寰教授在1973年就成为美国统计协会荣誉会员；1974年为数学统计协会荣誉会员；1976年为台湾中央研究院院士；1980年为国际统计协会会员。
【主要论著】
Tiao, George C. "Bayesian inference. 2 vols." International Library of Critical Writings in Econometrics, vol. 7. Aldershot, U.K.: Elgar; distributed in the U.S. by Ashgate, Brookfield, Vt., 1995, pp. xv, 467; viii, 290.
Tiao, George C. "Modeling satellite ozone data" Journal of the American Statistical Association; Niu, Xufeng; Sep 1995. p.969.
Tiao, George C. "Some advances in non-linear and adaptive modelling in time-s" Journal Of Forecasting; Tsay, Ruey S; Mar 1994. p.109-31.
Tiao, George C. "Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance." Inclan, Carla; Journal of the American Statistical Association. September 1994. p.913-23.
Tiao, George C. "Usefulness of Linear Transformations in Multivariate Time-Series Analysis." Tsay, Ruey S.; Wang, Taychang; Empirical Economics. 1993. p.567-93.
Tiao, George C.; Xu, Daming. "Robustness of Maximum Likelihood Estimates for Multi-Step Predictions: The Exponential Smoothing Case" Biometrika; v80 n3 Sep., 1993, pp. 623-641.
Tiao, George C. "A Note on Likelihood Estimation of Missing Values in Time Series" The American Statistician; Pena, Daniel; Aug 1991. p.212.
Tiao, George C.; Tsay, Ruey S. "Asymptotic Properties of Multivariate Nonstationary Processes with Applications to Autoregressions" Annals of Statistics; v18 n1 Mar 1990, pp. 220-250.
Tiao, George C. "Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection" Journal Of Business & Economic Statistics; Chen, Chung; Jan 1990. p.83-97.
Tiao, George C., Tsay, Ruey S. "Model Specification in Multivariate Time Series" Journal of the Royal Statistical Society, Series B (Methodological); v51 n2 1989, pp. 157-213.
Tiao, George C. "Making Statistics More Effective in Schools of Business." Easton, George; Roberts, Harry V.; Journal of Business and Economic Statistics. April 1988. p.247-60.
Tiao, George C.; Reinsel, Gregory C. "Impact of Chlorofluoromethanes on Stratospheric Ozone: A Statistical Analysis of Ozone Data for Trends (in Applications)" Journal of the American Statistical Association; v82 n397 Mar 1987, pp. 20-30.
Tiao, George C.; Tsay, Ruey S. "Use of Canonical Analysis in Time Series Model Identification" Biometrika; v72 n2 Aug 1985, pp. 299-315.
Tiao, George C. "Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Model." Tsay, Ruey S.; Journal of the American Statistical Association. March 1984. p.84-96.
Tiao, George C.; Tsay, Ruey S. "Consistency Properties of Least Squares Estimates of Autoregressive Parameters in ARMA Models" Annals of Statistics; v11 n3 Sep 1983, pp. 856-871.
Tiao, George C. "Multiple Time Series Modeling and Extended Sample Cross-Correlations."Tsay, Ruey S.; Journal of Business and Economic Statistics. January 1983. p.43-56.
Tiao, George C. "Random Coefficient First-Order Autoregressive Models." Liu, Lon-Mu; Journal of Econometrics. Aug.1980. p.305-25.
Tiao, George C.; Hillmer, Steven C. "Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (in Theory and Methods)" Journal of the American Statistical Association; v74 n367 Sep 1979, pp.652-660.
Tiao, George C. "Some Aspects of Bivariate Regression Subject to Linear Constraints." Tan, Wei-Yuan; Chang, Yu-Chi; Journal of Econometrics. Jan. 1977. p.13-35.
Tiao, George C., 1933- "Some empirical models for the Los Angeles photochemical smog data" Technical report; Madison, Wisc.: Dept. of Statistics, University of Wisconsin, 1975.
Tiao, George C. "Los Angeles aerometric ozone data, 1955-1972" Technical report; Madison: Dept. of Statistics, University of Wisconsin, 1973.
Tiao, George C.; Lochner, Robert H. "A Note on Tables for the Comparison of the Spread of Two Normal Distributions (in Miscellanea)" Biometrika; v54 n3/4. Dec., 1967, pp. 683-684.
Tiao, George C.; Tan, W. Y. "Bayesian Analysis of Random-Effect Models in the Analysis of Variance: II. Effect of Autocorrelated Errors" Biometrika; v53 n3/4. Dec., 1966, pp. 477-495.
Tiao, George C. "Bayesian Comparison of Means of a Mixed Model with Application to Regression Analysis" Biometrika; v53 n1/2 Jun 1966, pp. 11-25.
Tiao, George C.; Guttman, Irwin. "Corrigenda: The Inverted Dirichlet Distribution with Applications" Journal of the American Statistical Association; v60 n312 Dec 1965, pp. 1251-1252.
Tiao, George C.; Box, G. E. P. "Multiparameter Problems From a Bayesian Point of View" Annals of Mathematical Statistics; v36 n5 Oct 1965, pp. 1468-1482.
Tiao, George C.; Box, G. E. P. "A Change in Level of a Non-Stationary Time Series" Biometrika; v52 n1/2 Jun 1965, pp. 181-192.
Tiao, George C.; Tan, W. Y. "Bayesian Analysis of Random-Effect Models in the Analysis of Variance" Biometrika; v52 n1/2 Jun 1965, pp. 37-53.
Tiao, George C.; Zellner, Arnold. "Bayesian Analysis of the Regression Model With Autocorrelated Errors" Journal of the American Statistical Association; v59 n307 Sep 1964, pp. 763-778.
Tiao, George C.; Guttman, Irwin. "A Bayesian Approach to Some Best Population Problems" Annals of Mathematical Statistics; v35 n2 Jun 1964, pp. 825-835.
Tiao, George C.; Box, G. E. P. "A Bayesian Approach to the Importance of Assumptions Applied to the Comparison of Variances" Biometrika; v51 n1/2 Jun 1964, pp. 153-167.
Tiao, George C. and G. E. P. Box, "A Note on Criterion Robustness and Inference Robustness." Biometrika, Vol. 51, No. 1/2. (Jun., 1964), pp. 169-173.
Tiao, George C.; Zellner, Arnold. "Bayes's Theorem and the Use of Prior Knowledge in Regression Analysis" Biometrika; v51 n1/2 Jun 1964, pp. 219-230.
Tiao, George C.; Zellner, Arnold. "On the Bayesian Estimation of Multivariate Regression" Journal of the Royal Statistical Society, Series B (Methodological); v26 n2 1964, pp. 277-285.
【联系方式】
电子信箱: gct@gsb.uchicago.edu
