范燕(Fan Yan)

发布时间:2017-05-30   浏览次数:7298

副教授         电话:67703886
 电子邮件:fanyan@suibe.edu.cn

教育背景

博士(统计学),2014,中国人民大学
联合培养博士,2013,范德堡大学经济系
学士(数学与应用数学),2008,河北师范大学

研究兴趣

稳健估计,分位数回归,半参指标模型

主讲课程

 《统计学》 (本科生)
 《应用随机过程》(本科生)
 《金融统计》(本科生)

简介

  2014年4月至今 上海对外经贸大学(原上海对外贸易学院)统计与信息学院。

 

部分发表论文

  1. Yan Fan, Manlai Tang and Maozai Tian (2016). Composite Quantile Regression for the Single-Index Varying Coefficient Model.  Communications in Statistics - Theory and Methods. 45(10), 3027-3047. (SCI)

  2. Yan Fan, Yujie Gai and Lixing Zhu (2016). Asymptotics of Dantzig Selector for a General Single-Index Model. Journal of Systems Science and Complexity, 29, 1123-1144. (SCI)

  3. Yan Fan and Yukun Liu (2016). Evaluating the Relative Merit of Competing Models Based on Empirical Likelihood Ratio Test. Journal of Applied Statistics, 43(14), 2595-2607.

  4. Yan Fan and Lxing Zhu  (2013). Estimation of General Semiparametric Quantile Regression. Journal of Statistical Planning and Inference, 143, 896-910. (SCI)

  5. Maozai Tian, Youxi Luo, Yunan Su, Yan Fan and Junlin Han (2012). Lack-of-Fit Tests Based on Weighted Ratio of Residuals and Variables. Journal of Systems Science and Complexity, 25, 1202 - 1214. (SCI)

  6. Yan Fan, Wolfgang Karl Härdle, Weining Wang and Lixing Zhu (2016). Single Index Based CoVaR with Very High Dimensional Covariates. Journal of Business & Economic Statistics.(Accepted,SCI)

  7. Yan Fan, Yanqin Fan and Ruixuan Liu (2016). Smooth Local Polynomial Estimation of Quantile Regression Coefficients. Manuscript.

 

科研项目

  1. 《借助辅助信息的半参数指标模型统计推断及应用》,国家自然科学基金(青年科学基金项目),2016.01-2018.12.(项目主持人)。

  2. 上海高校青年教师培养资助计划,2015-2016.