Chair Professor of Business Intelligence and Analytics
Programme Coordinator of Master of Science in Business Analytics
  • PhD in Statistics
  • 2011 – 2023   : Chair in Statistics, The University of York, UK
  • 2007 – 2011   : Reader in Statistics, University of Bath, UK
  • 2004 – 2007   : Senior Lecturer in Statistics, University of Kent, UK
  • 2001 – 2004  :  Lecturer in Statistics, University of Kent at Canterbury, UK
  • High Dimensional/Big Data Analysis
  • Financial Data Analysis
  • Nonparametric Modelling
  • Nonlinear Time Series
  • Survival Analysis
  • Functional Data Analysis
  • Spatial Data Analysis
  • Multi-level Modelling
  • Structural Equation Models
  1. A multi-kink quantile regression model with common structure for panel data Analysis, (with Sun, Y., Wan, C., Zhong, W.).
    Accepted by Journal of Econometrics.
  2. Multi-kink quantile regression for longitudinal data with application to progesterone data analysis, (with Wan, C., Zhong, W. and Zou, C.). Accepted by Biometrics.
  3. A synthetic regression model for large portfolio allocation, (with Li, G., Huang, L. and Yang, J.).
    Journal of Business & Economic Statistics, (40) 2022, 1665-1677
  4. Estimation of low rank high dimensional multivariate linear models for multi-response data, (with Zou, C. and Ke, Y.).
    Journal of the American Statistical Association, 117 (2022), no. 538, 693-703.
  5. Estimation and inference for multi-kink quantile regression, (with Zhong, W. and Wan, C.).
    Journal of Business & Economic Statistics, 40 (2022), 1123-1139.
  6. High dimensional dynamic covariance matrices with homogeneous structure, (with Ke, Y. and Lian, H.).
    Journal of Business & Economic Statistics, 40 (2022), 96-110.
  7. Factor models for asset returns based on transformed factors, (with Li, J. and Kong, E.).
    Journal of Econometrics, 207 (2018), 432-448.
  8. Efficient estimation and computation for the generalised additive models with unknown link function, (with Lin, H., Pan, L. and Lv, S.).
    Journal of Econometrics, 202 (2018), 230-244.
  9. A dynamic structure for high dimensional covariance matrices and its application in portfolio allocation, (with Guo, S. and Box, J.).
    Journal of the American Statistical Association , 112 (2017), no. 517, 235-253.
  10. Structure identification in panel data analysis, (with Ke, Y. and Li, J.).
    The Annals of Statistics , 44 (2016), no. 3, 1193-1233.
  11. Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models, (with Li, D. and Ke, Y.).
    The Annals of Statistics , 43 (2015), no. 6, 2676-2705.
  12. Estimation in generalised varying-coefficient models with unspecified link functions, (with Li, D. and Xia, Y.).
    Journal of Econometrics, 187 (2015), 238-255.
  13. A semiparametric spatial dynamic model, (with Sun, Y., Yan, H. and Lu, Z.).
    The Annals of Statistics , 42 (2014), no. 2, 700-727.
  14. A semiparametric threshold model for censored longitudinal data analysis, (with Li, J.).
    Journal of the American Statistical Association , 106 (2011), no. 494, 685-696.
  15. Statistical estimation in generalized multiparameter likelihood models, (with Cheng, M. and Chen, L.).
    Journal of the American Statistical Association , 104 (2009), no. 487, 1179-1191.
  16. A semiparametric model for cluster data, (with Fan, J. and Sun, Y.).
    The Annals of Statistics . 37 (2009), no. 5A, 2377-2408.
  17. Estimation of the covariance matrix of random effects in longitudinal studies, (with Sun, Y. and Tong, H.).
    The Annals of Statistics. 35 (2007), no. 6, 2795-2814.
  18. Efficient estimation for semivarying-coefficient models, (with Xia, Y. and Tong, H.).
    Biometrika, 91 (2004), no. 3, 661-681.
  19. Generalized likelihood ratio tests for spectral density, (with Fan, J.).
    Biometrika, 91 (2004), no. 1, 195-209.
  20. Approximate Bayesian computation in population genetics, (with Balding, D. J. and Beaumont, M. A.).
    Genetics, 162 (2002), no. 4, 2025-2035.
  21. Smoothing for discrete-valued time series, (with Cai, Z. and Yao, Q.).
    Journal of the Royal Statistical Society, Series B, 63 (2001), no. 2, 357-375.
  22. Statistical estimation in varying-coefficient models, (with Fan, J.).
    The Annals of Statistics, 27 (1999), no. 5, 1491-1518.
  • Associate Editor, The Annals of Statistics, January 2022 – .
  • Associate Editor, Journal of Business & Economic Statistics, October 2018 – .
  • Associate Editor, Journal of the American Statistical Association, January 2008 – January 2017, August 2023 -.
  • Member, Editorial Board of IMS Lecture Notes – Monograph Series, 2008 – 2010.
  • Member, Research Section Committee of the Royal Statistical Society, 2004 – 2008.