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严晓东
发布时间:2018-03-12 08:51:37    编辑:王永军    点击:[]

严晓东(Xiaodong Yan)

山东大学经济学院副研究员

(Associate Professor at School of Economics, Shandong University)

Email:yanxiaodong@sdu.edu.cn

通讯地址:山东省济南市山大南路27号,山东大学经济学院,邮编250100

(Mailing Address: No. 27 Shanda Nanlu, School of Economics, Shandong University,

Jinan City, Shandong Province, P.R. China. Post Code: 250100)

研究方向(Research Interests)

计量经济(Econometrics)

计量金融(Quantitative Finance)

风险管理(Risk Management)

大数据分析(Big Data Analysis)

学习经历(Studying Experience)

Jul., 2015- Apr., 2018 Research Assistant, Department of Applied Mathematics,

The Hong Kong Polytechnic University, Hong Kong

Oct., 2014-Dec., 2014  Research Assistant, Department of Statistics, The  

Chinese University of Hong Kong, Hong Kong

Sep., 2013- Dec. 2017  PhD. in Statistics, Yunnan University, Yunnan

Sep., 2011-Jul., 2013 M.A. in Applied Statistics, Yunnan University, Yunnan,

Sep., 2006 Jul., 2010 B.Sc. in Information and  Computing Science, Shandong Economic University, Shandong


 

发表论文(Publications):

1.Spearman rank correlation screening for high dimensional censored data. Science China Mathematics, Forthcoming.

2.Exponentially tilted likelihood inference for growing dimensional unconditional moment models. Journal of Econometrics, 202, 57-74.

3.Fused mean variance filter for ultra-high dimensional data. Computational Statistics & Data Analysis, 122, 18-32.

4.Bayesian local influence of structural equation models. Computational Statistics & Data Analysis, 111, 102-115.

 

工作论文(Working Papers):

1.Subgroup analysis in censored linear regression.

2. Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data.

3.Categorical-adaptive variable screening for ultra-high dimensional heterogeneous categorical data.

4. Mechanism and a new algorithm for nonconvex clustering

5. Feature screening in ultrahigh-dimensional partially linear models with missing responses at random

6. High-dimensional integrative analysis with homogeneity and sparsity recovery

7. K-regression for integrative analysis

8. A Model-averaging method for high-dimensional regression with missing responses at random

9.A nonparametric feature screening method for ultrahigh-dimensional missing data

获奖及荣誉(Awards and Honors):

Wu Daguan Award of Yunnan University, 2015

Excellent Graduate Award of Shandong Economic University, 2010

Excellent Exchange Student Award of Shandong University, 2008

First-class Scholarship of Shandong Economic University, 2007

学术及社会兼职(Professional Affiliations):

Referee for Journals: Communications in Mathematics and Statistics

 

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