孔婀芳简历

Transcription

孔婀芳简历
.
孔婀芳简历
教育经历
• 2002/07 –2006/07,新加坡国立大学统计及应用概率系,数理统计,博士.
• 1999/09 - 2002/06, 北京师范大学数学系,数理统计, 硕士.
• 1995/09 - 1999/06, 上海师范大学数学系, 基础数学, 学士.
工作经历
• 2009/01-至今, 英国肯特大学(University of Kent at Canterbury), 数学统计及精
算学院, 讲师.
• 2007/01-2008/12, 荷 兰 埃 因 霍 温 理 工 大 学(Technische Universiteit Eindhoven,
Netherlands), 博士后.
• 2006/07-2006/12, 新加坡国立大学数学系, 研究员.
发表文章
• Kong, E. and Xia, Y. (2014). Uniform Bahadur Representation for Nonparametric
Censored Quantile Regression: A Redistribution-of-Mass Approach. Econometric Theory.
Accepted.
• Kong, E. and Xia, Y. (2014). An Adaptive Composite Quantile Approach to Dimension Reduction. Annals of Statistics. 42, 1657-688.
• Kong, E., Linton, O. and Xia, Y. (2013). Global Bahadur Representation For Nonparametric Censored Regression Quantiles and its Applications. Econometric Theory.
29, 941-968.
• Kong, E. and Xia, Y. (2010) A Single-index Quantile Regression Model And Its
Estimation. Econometric Theory. 28, 730-768.
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• Kong, E., Linton, O. and Xia, Y.(2010) Uniform Bahadur Representation for Local
Polynomial Estimates of M-Regression and Its Application to The Additive Model.
Econometric Theory. 26, 1529-1564.
• Kong, E., Tong, H. and Xia, Y. (2010) Statistical Modelling of Nonlinear Long-Term
Cumulative Effects. Statistica Sinica. 20, 1097-1123.
• Kong, E., and Xia, Y. (2007) Variable Selection for the Single-Index Models.
Biometrika. 94, 217-229.
• Cui, J. and Kong, E.. (2006) Empirical Likelihood Confidence Region for Parameters
in Semi-linear Errors-in-Variables Models. Scandinavian Journal of Statistics. 33,
153-168.
主持或参加科研项目及人才计划项目情况
• 新加坡国立大学基金,批准号R-155-000-121-112
名称: Estimation of Multivariate Probability Density Function via Dimension Reduction
获资助金额: 108060 新加坡元
研究起止年月2012/03/31 to 2015/03/30; 已结题、参加
• 新加坡政府教育部基金, 批准号MOE2014-T2-1-072
名称: Estimation and Modelling of Conditional Covariance Matrices
获资助金额: 268965 新加坡元
研究起止年月: 01-Feb-2015/02/01 -2018/01/31; 在研、参加
• 教育部青年千人计划, 2014年,数理科学。
会议报告和受邀讲座
• Asian Mathematics Conference. 2005/07, Singapore.
• Invited Talk: Joint Econometrics and Statistics Workshop. 2007/11, London School
of Economics.
• Quantile Regression Methods: Theory and Applications. 2010/10, Berlin.
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• Invited Speaker: IMS-China International Conference on Statistics and Probability.
2011/07, Xian, China.
• Invited speaker: Nonparametric and Semiparametric Methods Programme. 2014/02,
Cambridge University.
• Asian Meeting of the Econometric Society. Academia Sinica, 2014/06, Taipei.
• Invited Talk: Mathematical Statistics Seminar. 2014/11, WIAS, Humbolt Universitat
zu Berlin.
国际刊物受邀审稿人
Econometric Theory; Journal of American Statistical Asssociation; Annals of Statistics;
Journal of Statistical Planning and Inference; Scandinavian Journal of Statistics; Statistica
Sinica; Journal of Times Series Analysis; Computational Statistics.
教授课程
Generalized linear models (研究生)
Multivariate analysis (本科三年级和研究生)
Regression (本科二年级和研究生)
Introduction to financial concepts (本科一年级)
本科生和硕士生毕业论文指导
Introduction to quantile regression: Boston housing prices
Linear panel data analysis
Single index models vs Logistic regression in classification
Multifold cross-validation variable selection in linear regression
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