教授 | 電話:37784994 |
電子郵件:fanyan@suibe.edu.cn |
教育背景
博士(統(tǒng)計學),2014,中國人民大學
聯(lián)合培養(yǎng)博士,2013,范德堡大學經(jīng)濟系
學士(數(shù)學與應用數(shù)學),2008,河北師范大學
研究興趣
穩(wěn)健估計、分位數(shù)回歸、半?yún)⒅笜四P?、大?shù)據(jù)分析
主講課程
《應用多元統(tǒng)計分析》、《統(tǒng)計學》、《應用隨機過程》、《金融統(tǒng)計》、《抽樣技術(shù)與應用》
簡介
范燕,教授,碩士生導師。香港浸會大學和美國范德堡大學訪問學者。2014年7月至今在上海對外經(jīng)貿(mào)大學統(tǒng)計與信息學院任教,主要研究半?yún)?shù)指標模型、穩(wěn)健估計、高維統(tǒng)計分析、以及大數(shù)據(jù)統(tǒng)計分析等。在《Journal of the Royal Statistical Society, Series B》、《Journal of Business & Economic Statistics》等國內(nèi)外著名學術(shù)期刊發(fā)表SCI、SSCI論文十余篇。主持國家自然科學基金面上項目2項,青年基金項目1項、上海市自然科學基金面上項目1項。曾獲得學??蒲袠吮Q號。
部分發(fā)表論文
Liu, Y. and Fan, Y.* (2023). Biased-sample empirical likelihood weighting for missing data problems: an alternative to inverse probability weighting. Journal of the Royal Statistical Society, Series B (Statistical Methodology). 85, 67-83.
Fan, Y., Liu, Y. and Zhu, L. X. (2021). Optimal subsampling for linear quantile regression models. Canadian Journal of Statistics. 49(4), 1039-1057.
Liu, G. F., Fan, Y. *, Liu, Y., and Liu, Y. K. (2021). Semi-parametric homogeneity test and sample size calculation for a two-sample problem under an inequality constraint. Journal of Statistical Planning and Inference. 214, 13-24.
Li, M. K., Fan, Y., Liu, Y. and Liu, Y. (2021). Diagnostic test meta-analysis by empirical likelihood under a Copas-like selection model. Metrika. 84, 927-947.
Liu, Y., Qin, J., Fan, Y., Zhou, Y., Follmann, D. A. and Huang, C. Y. (2020). Estimation of Infection Density and Epidemic Size of COVID-19 Using the Back-Calculation. Health Information Science and Systems. 8:28
Liu, Y., Liu, Y., Fan, Y., and Geng, H. (2018). Likelihood ratio condence interval for the abundance under binomial detectability models. Metrika. 81(5), 549-568.
Fan, Y., H?rdle, W. K., Wang, W. N. and Zhu, L. X. (2018). Single-index-based CoVaR with very high-dimensional covariates. Journal of Business and Economic Statistics. 36(2), 212-226.
Fan, Y., Gai, Y., and Zhu, L. (2016). Asymptotics of Dantzig Selector for a General Single-Index Model. Journal of Systems Science and Complexity, 29, 1123-1144.
Fan, Y. and Liu, Y. (2016). Evaluating the Relative Merit of Competing Models Based on Empirical Likelihood Ratio Test. Journal of Applied Statistics, 43(14), 2595-2607.
Fan, Y., Tang, M. L. and Tian, M. Z. (2016). Composite Quantile Regression for the Single-Index Varying Coefficient Model. Communication in Statistics- Theory and Methods 45(10):3027-3047.
Fan, Y. and Zhu, L. X (2013). Estimation of General Semiparametric Quantile Regression. Journal of Statistical Planning and Inference, 143, 896-910.
Tian, M. Z., Luo, Y. X., Su, Y. N., Fan, Y. and Han, J. L. (2012). Lack-of-Fit Tests Based on Weighted Ratio of Residuals and Variables. J Syst Sci Complex, 25, 1202 - 1214.
科研項目
《大數(shù)據(jù)和不完整大數(shù)據(jù)下最優(yōu)子抽樣技術(shù)和半?yún)?shù)推斷理論》,國家自然科學基金面上基金項目,2024.01-2027.12,項目主持人,在研中。
《面向大數(shù)據(jù)的半?yún)?shù)指標模型的統(tǒng)計理論研究》,國家自然科學基金面上基金項目,2020.01-2023.12,項目主持人,在研中。
《大數(shù)據(jù)背景下半?yún)?shù)指標模型的統(tǒng)計推斷》,上海市自然科學基金面上項目,2019.07-2022.06,項目主持人,已結(jié)項。
《借助輔助信息的半?yún)?shù)指標模型統(tǒng)計推斷及應用》,國家自然科學基金青年基金項目,2016.01-2018.12, 項目主持人, 已結(jié)項。
上海高校青年教師培養(yǎng)資助計劃,2015-2016,項目主持人,已結(jié)項。