李睿(LI Rui)

发布时间:2017-05-30   浏览次数:5523

副教授
电话:67703175
 电子邮件:sc2010310134@163.com

教育背景

博士(统计学),2015,上海财经大学;
联合培养博士,2013,罗格斯大学统计与生物统计系;
硕士(应用数学),2008,江苏大学;
学士(数学与应用数学),2003,太原师范学院

研究兴趣

复杂数据建模,测量误差

主讲课程

统计学、商务统计案例分析、应用多元统计分析

简介

  2003.7-2015.11,太原师范学院数学系;
  2015.12至今,上海对外经贸大学统计与信息学院.

 

科研项目

  1. 国家社会科学基金一般项目《非线性动态面板数据模型的统计推断与应用研究》,2017.09–2021.08,主持;

  2. 全国统计科学研究重点项目《基于大数据背景的半参数建模方法及其应用研究》,2017.01–2018.12,主持;

  3. 上海市浦江人才计划项目《高维复杂数据的稀疏化建模及应用研究》,2016.09–2018.08,主持;

  4. 国家自然科学基金天元项目《基于传染模型的信用衍生品定价研究》,2014.01–2014.12,主要成员。


 

曾发表的论文


  1. Li R., Leng C. and You J. (2017). A semiparametric model for longitudinal analysis with non-stationary errors. Scandinavian Journal of Statistics. Doi: 10.1111/sjos.12284, forthcoming. [SCI]

  2. Li R. and Zhao H.B. (2017). Sparsity identification for high-dimensional partially linear model with measurement error. Communications in Statistics–Simulation and Computation. Doi: 10.1080/03610918.2017.1343841, published online. [SCI]

  3. Li R. and Hao R. L. (2017). Effective identification and estimation for the semiparametric measurement error model. Journal of the Korean Statistical Society, 46(1):1-14. [SCI]

  4. Li R., Alan T. K. Wan and You J. (2016). Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects. Computational Statistics and Data Analysis, 100:401-423. [SCI]

  5. Li R., Li X. and Zhou X. (2016). Efficient inference for longitudinal data varying-coefficient regression models. Australian & New Zealand Journal of Statistics, 57(4): 545-570. [SCI]

  6. Li R. and Hao R. L. (2016). Nonparametric GMM and model identification in dynamic varying coefficient regression models. Chinese Annals of Mathematics, Series A&C, 37, A (2):1-22.

  7. Zhao H. B. and Li R. (2016). Difference based estimation and model identification for panel data semiparametric models with cross-section dependence. Communications in Statistics–Theory and Methods, 45(4): 1099-1117. [SCI]

  8. Bai Y., Huang J., Li R. and You J. (2015). Semiparametric longitudinal model with irregular time autoregressive error process. Statistica Sinica, 25(2), 507-528. [SCI]

  9. Li R. and Zhou X. (2015). Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter. Acta Mathematicae Applicatae Sinica, English Series, 31(3): 643-664. [SCI]

  10. Hao R., Yang W. and Li R. (2010). The exponential convergence rate of the Shannon entropy rate of countable homogeneous Markov chain. Journal of System Science and Mathematical Science, Chinese Series, 30(2), 199-204.

  11. Li R. and Yang W. (2008). Strong convergence of pairwise NQD random sequences. Journal of Mathematical Analysis and Applications, 344(2), 741-747. [SCI]