名称: 冯兴东
专家简历: 上海财经大学统计与管理学院应用统计与数据科学系教授
主要研究领域:
分位数回归理论及其应用,分布式统计计算方法,矩阵数据降维理论与算法等
主要科研情况:
主要研究成果:
统计方法类研究(Statistical Methodology)Liu, X., Zheng, S., and Feng, X.*(2020). Estimation of error variance via ridge regression. Biometrika, to appear.
董宸、马舒洁、朱利平、冯兴东* (2020). 无交叉多指标分位数回归模型中的估计与推断. 中国科学, -.
Dong, C., Li, G. and Feng, X.* (2019+). Lack-of-fit tests for quantile regression models. Journal of the Royal Statistical Society Series B,81, 629-648.
Wang, J. H., Feng, X.* and Dong, C. (2019). Copula-based quantile regression for longitudinal data. Statistica Sinica 29, 245-264.
Wu, M., Zhu, L. and Feng, X.* (2018). Network-based feature screening with applications to genome data. The Annals of Applied Statistics 12, 1250-1270.
Feng, X. and He, X. (2017). Robust Low-rank Data Matrix Approximations. SCIENCE CHINA Mathematics 60, 189-200.
Feng, X. and Zhu, L. (2016). Estimation and testing of varying coefficients in quantile regression. Journal of the American Statistical Association 111, 266-274.
Yi, Y., Feng, X., and Huang, Z. (2014). Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model. Economics Letters 124, 378-381.
学术报告:
PhD student funding for Econometric Society Australasian Meeting 2014
Best Young Spatial Econometrician SEA Award at Spatial Econometrics Association 2013
Tilburg CentER Graduate School Foreign Visits Grant 2013
CentER Scholarships in Tilburg University 2010-2011
OTS Scholarship in Tilburg University 2009-2010
