Zhong, Wei





Office Hours:


Biography Research Papers Research Projects


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

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



Ultrahigh/high Dimensional Data Analysis: large p small n problems, Statistical Learning, Econometrics, Applications of Statistics





[19] "Forward Additive Regression for Ultrahigh Dimensional Nonparametric Models."(with Sunpeng Duan, Liping Zhu). Statistica Sinica, Accepted 2018.  

[18] “Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening.” (with Efang Kong, Yingcun Xia), Journal  of the American Statistical Association, Accepted, 2018

[17] “A Lack-of-fit Test In Sufficient Dimension Reduction of Conditional Mean for Ultrahigh Dimensional Data." (with Liping Zhu, Yaowu Zhang). Statistica Sinica, Accepted, 2018.

[16] 张兴祥、钟威、洪永淼国民幸福感的指标体系构建与影响因素分析:基于LASSO的筛选方法,《统计研究》, 35(11), 3-13, 2018.

[15] "Variable Selection for Structural Equation with Endogeneity." (with Qingliang Fan), Journal of Systems Science and Complexity. 31(3), 787–803, June 2018

[14] "Test for High Dimensional Regression Coefficients Using Refitted Cross-validation Variance Estimation." (with Hengjian Cui, Wenwen Guo). The Annals of Statistics. 46,  958-9882018.

[13] "Variable Selection and Direction Estimation for Single-Index Models via DC-TGDR Method." (with Shuangge Ma, Xi Liu). Statistics and Its Interface. 11(1), 169-181, 2018.

[12] "Projection correlation between two random vectors." (with Liping Zhu, Kai Xu and Runze Li). Biometrika. 104(4), 829-843, 2017.

[11] "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective." (with Qingliang Fan). Journal of Business & Economic Statistics, 36(3), 388-399, 2018.

[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,  110 (510), 630-641, 2015. Jun

[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.