个人简介
教育经历:
PhD. 香港浸会大学数学系, 专业 统计学,2008
M.S. 中国科技大学 统计与金融系 专业 概率论与数理统计,2006
B.S. 中国科技大学 统计与金融系 专业 统计学,2003
获得荣誉:
教学课程:
本科生:计量经济学,金融时间序列分析,保险精算学,数据挖掘
研究生:金融时间序列分析,高等数理统计,机器学习
研究领域
统计学习理论与方法,数据挖掘,经济与金融统计
参加学术团体:
American Statistical Association, Member
Institute of Mathematical Statistics, Member
主持科研项目情况:
国家自然科学基金:关于若干半参数统计模型中的变量选择方法的研究 (NSFC10901109),16万,2010.1—2012.12,主持人
国家科技基础性工作专项:动物源性食品中全氟烷基物质的残留水平调查 (2013FY113100 ),1150万,2013.6—2018.5,核心参与成员
近期论文
查看导师新发文章
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[1] Songqiao Wen, Qingshu Lu and Taizhong Hu (2007). Likelihood ratio orderings of spacings of heterogeneous exponential random variables. Journal of Multivariate Analysis 98, 743-756.
[2] Bing Li, Songqiao Wen and Lixing Zhu (2008). On a projective resampling method for dimension reduction with multivariate responses. Journal of the American Statistical Association 103, no. 483, 1177-1186.
[3] Taizhong Hu, Qingshu Lu and Songqiao Wen (2008). Some new results on likelihood ratio orderings for spacings of heterogeneous exponential random variables. Communications in Statistics: Theory and Methods 37, no. 16-17, 2506-2515.
[4] Zhenghong Wei, Songqiao Wen and Lixing Zhu (2009). Empirical likelihood-based evaluations of Value-at-Risk models. Science in China (A) Sep., 2009, Vol. 52, No. 9, 1995–2006
[5] Li-Ping Zhu, Lixing Zhu and Songqiao Wen (2010). On Dimension Reduction in Regressions with Multivariate Responses. Statistica Sinica 20 , 1291-1307.
[6] Xia Cui, Heng Peng, Songqiao Wen and Lixing Zhu (2013). Component Selection in the Additive Regression Model. Scandinavian Journal of Statistics 40, no. 3, 491-510.
[7] Songqiao Wen and Lixing Zhu (2014). Empirical Likelihood Based Goodness-of-Fit Testing for Generalized Linear Mixed Models. Acta Math. Appl. Sinica 30, no.1, 37-48.