冷旋

助理教授

中国科学技术大学统计学博士

电话:

电子邮件:xleng@xmu.edu.cn

办公室:A402

Office Hours:

个人主页:http://lengxuan.weebly.com


个人简介 研究成果 研究项目

工作经历

2019.9 -   Assistant Professor, WISE & SOE, Xiamen University

2018.8-2019.5  Research Fellow, Department of Statistics, National University of Singapore

2016.8-2018.7  Postdoc, Econometric Institute, Erasmus University Rotterdam

 

研究方向

Panel econometrics;

Extreme value statistics in economics and finance

 

教学

高等概率论(研究生) 2019-2021

概率导论(本科生)2020

随机过程(本科生)2021

 

教育经历

2010-2016 Phd in Statistics, University of Science & Technology of China

2014-2016 Visiting Phd (CSC), Georgia Tech

[9]. Huang, H., Jiang, L., Leng, X.* and Peng, L. (2022). Bootstrap Analysis of Mutual Fund Performance. Journal of  Econometrics, available online

[8]. Leng, X., Chen, H. and  Wang, W. (2021). Multi-dimensional latent group structures with heterogeneous distributions. Journal of  Econometrics, available online

[7]. Huang, H., Leng, X., Liu, X. and Peng, L. (2020). Unit root test and weighted least squares estimator for an AR process with possible GARCH errors. Journal of Financial Econometrics, 18, 425-470

[6]. Leng, X., Peng, L., Wang, X. and Zhou, C. (2019). Endpoint estimation for observations with normal measurement errors. Extremes, 22,71-96

[5]. Leng, X. and Peng, L. (2017). Testing for a unit root in Lee-Carter mortality model. ASTIN Bulletin, 47, 715-735.

[4]Leng, X. and Peng, L. (2016). Inference pitfalls in Lee-Carter model for forecasting mortality. Insurance: Mathematics and Economics, 70, 58-65. 

[3]Leng, X., Zhuang, J. and Hu, T. (2016). Dispersive ordering for the multivariate normal distribution. Probability in the Engineering and Informational Sciences, 30, 141–152.

[2]. Leng, X. and Hu, T. (2014). The closure property of 2RV under random sum. Statistics and Probability Letters, 92, 158-167.

[1]. Leng, X. and Hu, T. (2014). The tail behavior of randomly weighted sums of dependent random variables. Statistics and Its Interface, 7, 331-338. 

国家自然科学基金青年科学基金项目:基于分位数面板回归的组类识别与估计,72001183, 2021-01至2023-12, 24万元,主持

中央高校项目:基于尾部特征识别面板数据对象类别的方法与应用,20720201047, 2020-01至2022-12, 10万元,主持