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个人简介

教育经历 1981.9--1985.7 华中师范大学数学系,获学士学位 1985.9--1988.7 中国科技大学与安徽大学数学系, 获硕士学位 1991.9--1994.3 中国科学院应用数学研究所,获博士学位 工作经历 1988.07-1991.09 湖南科技大学数学系,讲师,副教授 1994.03-1996.03 北京大学概率统计系,博士后 1996.03-1997.03 香港大学统计与精算系,博士后 1997.03-1998.12 中国科学院应用数学研究所,副研究员 1998.12-2000.12 香港理工大学会计系,研究员(Research Fellow) 2001.01-2002.10 中国科学院数学与系统科学研究院,基地副研究员 2002.10-2004.09 美国北卡罗莱纳大学(UNC)生物统计系,研究副教授 2004.09-2005.03 中国科学院数学与系统科学研究院,基地副研究员 2005.03-2006.02 中国科学院数学与系统科学研究院,研究员 2006.03-2018.03 中国科学院数学与系统科学研究院,基地研究员 2007.07-2013.09 上海财经大学统计与管理学院,教授,常务副院长 2013.09-2018.03 上海财经大学统计与管理学院,教授,院长 2018.04-2020.07 华东师范大学经济与管理学部,常务副主任 2018.04- 统计交叉科学研究院院长 访问及合作 1997.09-1997.12 香港大学统计与精算系 2001.09-2001.12 香港中文大学统计系 2003.12-2004.01 美国普林斯顿大学(PU)运筹与金融工程系 2004.09-2004.10 香港中文大学统计系 2005.07-2005.09 香港城市大学管理科学系 2006.07-2006.08 香港城市大学管理科学系 荣誉及奖励 国家统计局优秀科研成果(论文类)二等奖(2012年) 《创新统计人才培养模式的实践与探索》上海市教学成果一等奖(2017年,排名1)

研究领域

1)统计学:大数据统计分析、复杂数据分析 主要研究方向:大数据分布式计算,复杂数据统计分析,半参数模型统计推断,精准医疗,半监督数据分析,生存分析。 2)经济学:计量经济学、金融计量学 主要研究方向:数量金融、信用风险、经济结构变化与检验,风险度量、因子模型、投资决策;变点检测,金融科技。 3)管理科学与工程 主要研究方向:风险管理、管理统计学,精准营销、商务分析及数据智能

近期论文

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Zheng, S.M. Qin, J. and Zhou, Y. (2021). Effect assessment of age and gender on the incubation period of COVID-19 with mixture regression model. Journal of Data Science. To appear. Li, P. Song, S.S. and Zhou, Y. (2021). Semiparametric additive frailty hazard model for clustered failure time data. Canadian Journal of Statistics. To appear. Fan, C.Y. Lu,W.B. and Zhou, Y. (2021). Testing error heterogeneity in censored linear regression. Computational Statistics and Data Analysis, 161,107207. Jiang, Z.F. Yang, B.Y. Qin, J. and Zhou, Y. (2021). Enhanced empirical likelihood estimation of incubation period of COVID-19 by integrating published information. Statistics in Medicine. 404252-4268. Xun, L. Zhang, G.C.Wang, D.H. and Zhou, Y. (2021) Estimating equation estimators of quantile differences for one sample with length-biased and right-censored data. Statistics and Its Interface, 14, 183-195. Ma, H.J. Zhao,W. and Zhou, Y. *(2020). Semiparametric model of mean residual life with biased sampling data. Computational Statistics and Data Analysis, 142:106826. Song, X.Y., Kim D., Yuan, H.L., Cui, X.Y. Lu, Z.P. Zhou, Y. andWang, Y. (2020). Volatility analysis with realized GARCH-Ito models. Journal of Econometrics, 26,761-788. Chen, L.J. and Zhou, Y. (2020). Quantile regression in big data: a divide and conquer based strategy. Computational Statistics and Data Analysis, 142: 106892. He, Y. F. and Zhou, Y. (2020). Nonparametric and semiparametric estimators of restricted mean survival time under length-biased sampling. Accepted in Lifetime Data Analysis. Xu, D.* and Zhou, Y. (2020). Local composite partial likelihood estimation for length-biased and right-censored data. Journal of Statistical Computation and Simulation, 89 (14), 2661C2667. Xun, L., Li, T. and Zhou, Y. (2020). Estimators of quantile difference between two samples with length-biased and right-censored data. Test, 29, 409-429. Liu, Y. T., Zhang, S. C. and Zhou, Y. Semiparametric quantile difference estimation for lengthbiased and right-censored data. Science in China, Mathematics. 62: 1823-1838. Chen, X.*, Chen, Y., Wan, A. and Zhou, Y. (2019). On the asymptotic non-equivalence of efficient-GMM and MEL estimators in models with missing data. Scandinavian Journal of Statistics, 46(2),361-368 Pan, J., Zhang, S. and Zhou, Y. (2019) Variable screening for ultrahigh dimensional censored quantile regression. Journal of Statistical Computation and Simulation, 89 (3), 395C413. Xun, L., and Zhou, Y. (2019) A generalization of Expected Shortfall based capital allocation. Statistics and Probability Letters, 146, 193-199. Zhang, F., Peng, H. and Zhou, Y. (2019) Fine-Gray proportional subdistribution hazards model for competing risks data under length-biased sampling. Statistics and its Interface, 12 (1), 107-122. Wei,W., Zhou, Y. andWan, Alan T. K. (2019) A semiparametric linear transformation model for general biased-sampling and right-censored data. Statistics and its Interface, 12(1), 77-92. Liu, Y., Lin, C. and Zhou, Y. (2019) Nonparametric estimates of conditional quantile residual lifetime for right censored data. Statistics and its Interface, 12 (1), 61-70 Ma, H., Shi, J. and Zhou, Y. (2019) Proportional mean residual life model with censored survival data under case-cohort design. Statistics and its Interface, 12 (1), 21-33. Wang, X., Zhou, Y. and Liu, Y. (2019) Semiparametric varying-coefficient partially linear models with auxiliary covariates. Statistics and its Interface, 11 (4), 587-602. Qiu, Z. P., Wan Alan, T. K.*, Zhou, Y. and Gilbert, P. (2019). Smoothed rank regression for the accelerated failure time competing risks model with missing cause of failure. Statistica Sinica, 29, 23-46. Liu, X.Q., Song, X. Y. and Zhou, Y. (2019). Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models. Science China Mathematics, 62(12), 2571-2590. Wei, W. H. Wan, T. K. and Zhou, Y. (2018). Partially linear transformation model for lengthbiased and right-censored data. Journal of Nonparametric Statistics, 30(2), 332-367. He, D., Zhou, Y., and Zou, H. (2018). High-dimensional variable selection with right censored length-biased data. Statistica Sinica, DOI: 10.5705/ss.202018.0089. Lin, C. J., Wei, W. H. * and Zhou, Y. (2018). Semiparametric estimation of treatment effect with density ratio model. Communications in Statistics-Theory and Methods, 14, 3338-3359. Zhang, L. Lin, C. and Zhou, Y. (2018). Generalized method of moments for nonignorable missing data. Statistica Sinica 28, 2107-2124 Fan, C., Ma, H. * and Zhou, Y. (2018). Quantile regression for competing risks analysis under case-cohort design. Journal of Statistical Computation and Simulation, 88(6), 1060-1080. Zhang, S. * and Zhou, Y. (2018). Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations. Journal of Multivariate Analysis, 165, 1-13. Liu, Y., Zhang, S. * and Zhou, Y. (2018). Semiparametric estimation of quantile differences for length-biased and right-censored data. Science in China Mathematics, to appear. Pan, J., Yu, Y., and Zhou, Y. (2018). Nonparametric independence feature screening for ultrahigh dimensional survival data. Metrika, 81, 821-847. Yu, Y. He, D. and Zhou, Y. (2018). Robust model-free feature screening based on modified Hoeffding measure for ultra-high dimensional data, Statistics and Its Interface, 11, 473-489. Zhang, F.*, Zhao. X. and Zhou, Y. (2018). An embedded estimating equation for additive risk model with biased-sampling data. Science in China, Mathematics, 61(8), 1495-1518. Wang, X. J.*, Zhou, Y. and Liu, Y. (2018). Semiparametric varying-coefficient partially linear model with auxiliary covariates. Statistics and Its Interface, 11587-602. Zhang, F. and Zhou, Y. * (2018). Nonparametric quantile estimate for length-biased and right censored data with competing risks. Communications in Statistics-Theory and Methods, 10, 2407-2424 Zhang S. Z. Pan, J. and Zhou, Y. (2018). Robust conditional nonparametric independence screening for ultrahigh-dimensional data. Statistics and Probability Letters, 143, 95-101. Shi, J. H.*, Ma, H. J. and Zhou, Y. (2018). The nonparametric quantile estimation for lengthbiased and right-censored data. Statistics and probability Letter, 134, 150-158. Fan, C., Ma, H.* and Zhou, Y. (2018). Quantile regression for competing risks analysis under case-cohort design. Journal of Statistical Computation and Simulation, 88(6), 1060-1080. Zhang, S.* and Zhou, Y. (2018). Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations. Journal of Multivariate Analysis, 165, 1-13. Zhang, F. and Zhou, Y. * (2018). Nonparametric quantile estimate for length-biased and rightcensored data with competing risks. Communications in Statistics-Theory and Methods, 10, 2407-2424 Wan, A.*, Xie, S. Y. and Zhou, Y. (2017). A Varying Coefficient Approach to Estimating Hedonic Housing Price Functions and Their Quantiles. Journal of Applied Statistics, 2017(44):1979-1999 Yang X. and Zhou, Y.* (2017). Improve efficiency and reduce bias of Cox regression models for two-stage randomization designs using auxiliary covariates. Statistics in Medicine, 36(11), 1683-1695 Wang, Y. X., Zhou, Z. F., Zhou, X. and Zhou, Y.* (2017). Nonparametric and semiparametric estimation of quantile residual lifetime for length-biased and right-censored data. Canadian Fan, C. Lu, W.* Song, R. and Zhou, Y. (2017). Concordance-Assisted Learning for Estimating Optimal Individualized Treatment Regimes. Journal of The Royal Statistical Society Series B, 79, 1565-1582. Ma, H. J.* and Zhou, Y. (2017). Pseudo-likelihood for case-cohort studies under length-biased sampling. Communications in Statistics -Theory and Methods, 46(1), 28-48. Fan, C. Zhang, F.* and Zhou, Y. (2017). Power-transformed linear quantile regression estimation for censored competing risks data. Statistics and its interface, 10, 239-254. Xun, L., Shao, L. and Zhou, Y.* (2017). Efficiency of Estimators for Quantile Difference with Left Truncated and Right Censored Data. Statistics and probability Letter, 121, 29-36. Li, Y. F., Ma, H. J., Wang, D. H.* and Zhou, Y. (2017). Analyzing the general biased data by additive risk model. Science China (Mathematics), 60(4), 685-700. (In Chinese) Zhao, M., Jiang, H.*, and Zhou, Y. (2017), Estimation of percentile residual life function with left truncated and right censored data. Communications in Statistics-Theory and Methods, 46(2), 995-1006. Zhang, L.*, Lin, C. J. and Zhou, Y. (2017). A resampling method by perturbing the estimating functions for quantile regression with missing data. Communications in Statistics- Simulation and Computation, 46(8), 6661-6671. Cui, X.* and Zhou, Y. (2017). Estimated conditional score function for missing mechanism model with nonignorable nonresponse. Science in China (Mathematics), 60(7), 1197-1218.

学术兼职

《Journal of Business and Economic Statistics》副主编(2019年9月-2022年10月) 《Canadian Journal of Statistics》副主编(2019年1月—2021年12月) 《Sankhya B》编委(2011年3月-2015年2月) 《The Open Statistics & Probability Journal》编委(2010年7月-2017年6月) 《Journal of the Korean Statistical Society》副主编(2010年3月—2017年2月) 《系统工程理论与实践》编委,(2013年10月-2019年9月、2019年7月-2024年6月) 《计量经济学报》编委(2020年1月-2024年12月) 《中国管理科学》编委(2015年10月-2019年9月,2019年10月-2023年9月) 《数理统计与管理》编委(2017年10月-2021年9日) 《应用数学学报》执行编委(2017年1月-2022年12月) 《应用概率统计》编委(2010年7月-2014年6月) 《计量经济学》副主编(2020年10月-2024年9月) 管理科学与工程学会金融计量与风险管理分会理事长(2017年10月—2023年9月) 全国工业统计教学研究会副会长(2018年10月-2022年9月) 管理科学与工程学会常务理事(2017年10月-2023年9月) 中国数量经济学会常务理事(2010年7月-2017年6月) 中国优选法统筹法与经济数学研究会副理事长(2015年10月-2019年9月,2019年10月-2023年9月) 中国统计教育学会副会长(2014年7月—2019年7月) 国家基金委自然科学基金项目评议专家 中国现场统计研究会环境与资源统计分会理事长(2007-2017)

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