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
- A new approach for homogeneity pursuit in short panel data analysis, (with Han, Y. and Wu, W.). Accepted by Journal of the American Statistical Association.
- Homogeneity pursuit in clustered data analysis when cluster sizes are small, (with Sun, Y., Tan, L. and Zhu, Z.). Accepted by Journal of Business & Economic Statistics.
- Panel quantile GARCH models under homogeneity, (with Zhu, Q., Li, W. and Li, G.). Accepted by Journal of Business & Economic Statistics.
- Large precision matrix estimation with unknown group structure, (with Cheng, C. and Ke, Y.).
Accepted by Journal of the American Statistical Association. - A multi-kink quantile regression model with common structure for panel data Analysis, (with Sun, Y., Wan, C., Zhong, W.).
Journal of Econometrics, 239 (2024) 105304. - Multi-kink quantile regression for longitudinal data with application to progesterone data analysis, (with Wan, C., Zhong, W. and Zou, C.).
Biometrics, 79 (2023), no. 2, 747-760. - 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 - 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. - Estimation and inference for multi-kink quantile regression, (with Zhong, W. and Wan, C.).
Journal of Business & Economic Statistics, 40 (2022), 1123-1139. - High dimensional dynamic covariance matrices with homogeneous structure, (with Ke, Y. and Lian, H.).
Journal of Business & Economic Statistics, 40 (2022), 96-110. - Homogeneity pursuit in single index models based panel data analysis, (with Lian, H. and Qiao, X.). Journal of Business & Economic Statistics, 39 (2021), 386-401.
- Factor models for asset returns based on transformed factors, (with Li, J. and Kong, E.).
Journal of Econometrics, 207 (2018), 432-448. - 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. - 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. - Structure identification in panel data analysis, (with Ke, Y. and Li, J.).
The Annals of Statistics , 44 (2016), no. 3, 1193-1233. - 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. - Estimation in generalised varying-coefficient models with unspecified link functions, (with Li, D. and Xia, Y.).
Journal of Econometrics, 187 (2015), 238-255. - A semiparametric spatial dynamic model, (with Sun, Y., Yan, H. and Lu, Z.).
The Annals of Statistics , 42 (2014), no. 2, 700-727. - A semiparametric threshold model for censored longitudinal data analysis, (with Li, J.).
Journal of the American Statistical Association , 106 (2011), no. 494, 685-696. - 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. - A semiparametric model for cluster data, (with Fan, J. and Sun, Y.).
The Annals of Statistics . 37 (2009), no. 5A, 2377-2408. - 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. - Efficient estimation for semivarying-coefficient models, (with Xia, Y. and Tong, H.).
Biometrika, 91 (2004), no. 3, 661-681. - Generalized likelihood ratio tests for spectral density, (with Fan, J.).
Biometrika, 91 (2004), no. 1, 195-209. - Approximate Bayesian computation in population genetics, (with Balding, D. J. and Beaumont, M. A.).
Genetics, 162 (2002), no. 4, 2025-2035. - 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. - Statistical estimation in varying-coefficient models, (with Fan, J.).
The Annals of Statistics, 27 (1999), no. 5, 1491-1518.
- Associate Editor, Journal of Business & Economic Statistics, October 2018 – .
- Associate Editor, Journal of the American Statistical Association, January 2008 – January 2017, August 2023 -.
- Associate Editor, The Annals of Statistics, January 2022 –.
- Member, Editorial Board of IMS Lecture Notes – Monograph Series, 2008 – 2010.
- Member, Research Section Committee of the Royal Statistical Society, 2004 – 2008.