钟威

副教授

美国宾夕法尼亚州立大学统计学博士


电话:

电子邮件:wzhong.wise@gmail.com

办公室:经济楼D331

个人简介 研究成果 研究项目

  • EDUCATION

    Ph.D. in Statistics, Department of Statistics, The Pennsylvania State University (PSU), State College, PA , 2008-2012
    Advisor: Professor Runze Li

    PhD Thesis: Feature Screening and Variable Selection for Ultrahigh Dimensional Data Analysis.

    B.S. in Statistics, Department of Statistics and Financial Mathematics, Beijing Normal University (BNU), Beijing, P.R. China, 2004-2008

    RESEARCH INTERESTS

    Ultrahigh/high Dimensional Data Analysis: large p small n problems
    Large Covariance Matrix Estimation with its Application in Portfolio Theory
    Application of Statistics in Finance, Economics and Information Science
    Financial Econometrics and its Applications


    RESEARCH EXPERIENCE

    Visiting Scholar, Departmen of Applied Probability and Statistics, National University of Singpore, August 2013
    Research Assistant, Department of Statistics and The Methodology Center, PSU May 2009-Jul.2011
    Marketing Analyst (Internship), Promotion Response Analytics, Merck & Co., US Jun.2010-Aug.2010
    Statistical Consultant, Statistical Consulting Center, PSU Aug.2010-May 2011

     

    TEACHING EXPERIENCE

    Instructor, Wang Yanan Institute for Studies in Economics, Xiamen University

                       > Mathematical Statistics                                                                 Spring 2014

    Instructor, School of Economics, Xiamen University
                       > Advanced Econometrics I (Graduate Course)                       Falls 2012-2013
                       > Introduction to Probability and Statistics                                       Spring 2014
                

[15]    “Projection correlation between two random vectors.” (with Liping Zhu, Kai Xu and Runze Li). Biometrika. Accepted, 2017

[14]    “Variable Selection for Structural Equation Using Adaptive LASSO.” (with Qingliang Fan), Journal of Systems Science and Complexity. Accepted 2017

[13]    “Test for High Dimensional Regression Coefficients Using Refitted Cross-validation Variance Estimation.” (with Hengjian Cui, Wenwen Guo). The Annals of Statistics. Accepted, 2017.

[12]    “Variable Selection and Direction Estimation for Single-Index Models via DC-TGDR Method.” (with Shuangge Ma, Xi Liu). Statistics and Its Interface. Accepted, 2017.

[11] "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective." (with Qingliang Fan). Journal of Business & Economic Statistics, Accepted, 2016.

[10]  "Regularized Quantile Regression and Robust Feature Screening for Single Index Models". (with Liping Zhu, Runze Li and Hengjian Cui). Statistica Sinica, 26, 69-95, 2016. 

[9] "Estimation and Inference on Central Mean Subspace for Multivariate Response Data." (with Liping Zhu). Computational Statistics & Data Analysis, 92, 68--83, 2015.

[8] "A Selective Overview of Feature Screening for Ultrahigh-Dimensional Data." (with Runze Li and Jingyuan Liu). Science China Mathematics, 58, 2033--2054, 2015.

[7] "Model Selection for High-Dimensional Problems." (with Jing-zhi Huang and Zhan Shi). Chapter 77, Handbook of Financial Econometrics and Statistics, Springer-Verlag, New York, 2015. ISBN 978-1-4614-7749-5.

[6]   "Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis". (with Hengjian Cui and Runze Li). Journal of the American Statistical Association,  58, 2033-2054, 2015.

[5]  "An Iterative Approach to Distance Correlation Based Sure Independence Screening." (with Liping Zhu). Journal of Statistical Computation and Simulation,85, 2331-2345, 2015.

[4]   "Robust Sure Independence Screening for Ultrahigh Dimensional Non-normal Data".  Acta Mathematica Sinica, English Series, 30(11), 1885-1896, 2014.

[3]  "A Fast Algorithm for Detecting Gene-Gene Interactions in Genome-Wide Association Studies". (with Jiahan Li, Runze Li and Rongling Wu). Annals of Applied Statistics, 8(4), 2292-2318, 2014.

[2]  "Feature Screening via Distance Correlation Learning".  (with Runze Li and  Liping Zhu).  Journal of the American Statistical Association, Vol. 107, No. 499, 1129-1139, 2012.

[1]  "Assessing Mediation Using Marginal Structural Models in the Presence of Confounding and Moderation". (with Danna Coffman). Psychological Methods, Vol. 17, No. 4, 642–664, 2012. 

 

 

 

1 主持,国家自然科学基金面上项目, 项目编号:11671334. “高维回归系数的假设检验”,48万,项目执行时间:2017.01-2020.12.

2】主持,国家自然科学基金青年项目, 项目编号:11301435. “超高维数据分析的确定独立扫描方法:统计理论及其应用”,23万,项目执行时间:2014.01-2016.12.