Tailen Hsing

Professor
Department of Statistics
Texas A&M University

Office: 406 D Blocker Building.
Phone: (409) 845-3106.
Fax: (409) 845-3144.
E-mail: thsing@stat.tamu.edu
Address: Department of Statistics , Texas A&M University , College Station TX 77843 USA.

Education:

• 1984 Ph.D., Statistics, University of North Carolina
• 1983 M.S., Statistics, University of North Carolina
  
• 1978 B.S., Mathematics, National Taiwan University

Honors:

• Elected ordinary member of the International Statistical Institute
• Fellow of the Institute of Mathematical Statistics

Experience:

• 1995-present, Full Professor of Statistics, Texas A&M University
• 1998-2000, Professor and Head, Department of Statistics and Applied Probability, National University of Singapore
• 1987-1995, Assistant and Associate Professor of Statistics, Texas A&M University
• 1984-1986, Assistant Professor of Mathematics, University of Texas at Arlington

Editorial:

• Associate Editor of Statistics 1994-2000
• Associate Editor of Extremes 1997-present
• Associate Editor of Statistica Sinica 1999-present

Current research interests:

• Bioinformatics, extreme value theory, functional data analysis, large sample theory, processes with long memory

Publications:

• Hsing, T. (1986). Extreme value theory for suprema of random variables with regularly varying tail probabilities, Stochastic Process Appl. 22, 51--57.
• Hsing, T. (1987). On the intensity of crossings by a shot noise process, Adv. Appl. Prob. 19, 743--745.
• Hsing, T. (1987). On the characterization of certain point processes, Stochastic Process. Appl. 26, 297--316.
• Hsing, T., H\"usler, J. and Leadbetter, M. R. (1988). On the exceedance point process for a stationary sequence, Probability Theory and Related Fields 78, 97--112.
• Hsing, T. (1988). On the extreme order statistics for a stationary sequence, Stochastic Process. Appl. 29, 155-169.
• Hsing, T. (1989). Extreme value theory for multivariate stationary sequences, Multivariate Anal. 29, 274-291
• Hsing, T. and Teugels, J. L. (1989). The extremes of shot noise processes, Adv. Appl. Prob. 21, 513-525.
• Hawkins, D. L. and Hsing, T. (1989). A sequential procedure for monitoring the mean of a shot noise process, Sequential Analysis 8, 237-251.
• Hsing, T. (1989). On a loss of memory property of the maximum, Statistics and Probability Letters 8, 493-496.
• Hsing, T. and Leadbetter, M. R.(1990). Limit theorems for strongly mixing stationary random measures, Stochastic Process. Appl. 36, 231-243.
• Hsing, T. (1991). Estimating the parameters of rare events, Stochastic Process. Appl. 37, 117-139.
• Cunningham, J. K., Eubank, R. L. and Hsing, T. (1991). M-type smoothing splines with auxiliary scale estimation, Computational Statistics and Data Analysis 11, 43-51.
• Chernick, M. R., Hsing, T. and McCormick, W. P. (1991). Calculating the extremal index for a class of stationary sequences, Adv. Appl. Prob. 23, 835-850.
• Hsing, T. (1991). On tail index estimation using dependent data, Annals of Statistics 19, 1547-1569.
• Hsing, T. and Carroll, R. J.(1992). An asymptotic theory for sliced inverse regression, Annals of Statistic 20, 1040-1061.
• Hsing, T. (1993). On some estimates based on sample behavior near high level excursions. Probability Theory and Related Fields 95, 331-356.
• Hsing, T. (1993). Extremal index estimation for a weakly dependent stationary sequence, Annals of Statistics 2, 2043-2071.
• Hsing, T. (1994). On the asymptotic distribution of the area outside of a random convex hull in a disk, Annals of Applied Probability 4, 478-493.
• Cline, D. and Hsing, T. (1994). Large deviation probabilities for sums of random variables with heavy or subexponential tails, preprint.
• Hsing, T. (1994). A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables, Annals of Probability 23, 938-947.
• Davis, R. A. and Hsing, T. (1995). Point process and partial sum convergence for weakly dependent random variables with infinite variance, Annals of Probability 23, 879-917.
• Hsing, T. (1995). Limit theorems for harmonizable stable processes, with application to spectral density estimation, Stochastic Process. Appl. 57, 39-71.
• Bingham, N. H., Br\"aker, H. and Hsing, T. (1995). On estimating the boundary of a convex region, Proceedings of the 50-th Session of the ISI 1, 625-635.
• Ho, H.-C. and Hsing, T. (1996). On the asymptotic joint distribution of the sum and maximum of a Gaussian sequence, Journal of Applied Probability 33, 138-145.
• Hsing, T. (1996). On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables, Stochastic Process. Appl 60, 49-63.
• Ho, H.-C. and Hsing, T. (1996). On the asymptotic expansion of the empirical process of long memory moving averages, Annals of Statistics 24, 992-1024.
• Hsing, T., Huesler, J. and Reiss, R.-D. (1996). The extremes of a triangular array of Gaussian random variables, Annals of Applied Probability 6, 671-686.
• Ho, H.-C. and Hsing, T. (1997). Limit theorems for functionals of moving averages, Annals of Probability 25, 1636-1669.
• Hsing, T. and Leadbetter, M. R. (1997). On multiple-level excursions by stationary processes with deterministic peaks, Stochastic Process. Appl 71, 11-32.
• Hsing, T. (1997). A case study of ozone pollution with XTREMES, in Statisitcal Analysis of Extreme Values by R.-D. Reiss and M. Thomas, Birkh\"auser.
• Hsing, T. and Leadbetter, M. R. (1998). On the excursion random measures for stationary processes, Annals of Probability 26, 710-742.
• Braeker, H., Hsing, T. and Bingham, N. H. (1998). On the Hausdorff distance between a convex set and an interior convex hull, Adv. Appl. Prob. 30, 295-316.
• Braeker, H. and Hsing, T. (1998). On the area and perimeter of a random convex hull in a bounded convex set, Probability Theory and Related Fields 111, 517-550.
• Hsing, T. (1999). Nearest neighbor inverse regression, Annals of Statistics 27, 691-731.
• Hsing, T. (1999). On the asymptotic distributions of partial sums of functionals of infinite variance moving averages, Annals of Probability 27, 1579-1599.
• Hsing, T. (2000). Linear processes, long-range dependence and asymptotic expansions, Statistical Inference for Stochastic Processes 3, 19-29.
• Ho, H.-C. and Hsing, T. (2002). A decomposition of the generalized U-statistics of long-memory linear processes, in Theory and Application of Long-Range Dependence , P. Doukhan, G. Oppenheim, M. S. Taqqu editors.
• Hsing, T., Attoor, S. and Dougherty, E. (2003). Relation between permutation-test p values and classifier error estimates, Machine Learning 52, 11-30.
• Hsing, T. and Wu, W. (2004). On weighted U-statistics for stationary processes, Annals of Probability 32, 1600-1631. pdf file
• Hsing, T. and Rootz\'en, H. (2005). Extremes on trees, Annals of Probability 33, 413-444. pdf file
• Bai, Z. and Hsing, T. (2005). The broken sample problem, Probability Theory and Related Fields 131, 528-552. pdf file
• Hsing, T., Kl\"uppelberg, C., and Kuhn, G. (2005). Dependence estimation and visualization in multivariate extremes with applications to financial data, to appear in Extremes , 7, 99-121. pdf file
• Hsing, T., Liu, L.-Y., Brun, M. and Dougherty, E. R. (2005). The coefficient of intrinsic dependence, Pattern Recognition. 38 , 623-636. pdf file
• Eubank, R. and Hsing, T. (2005). Canonical correlation for stochastic processes, preprint. pdf file
• Li, Y. and Hsing, T. (2005). A smoothing-spline approach to linear regression for functional data, preprint.