程业斌
办公室: 旭日楼712
邮箱: Y.Cheng@dhu.edu.cn
研究兴趣:统计分析数据、精算科esball备用官网
简介
程业斌现为东华esball备用官网esball备用官网金融esball备用官网教师,国外esball备用官网esball备用官网计量经济esball备用官网esball备用官网博士毕业,主持和参与多项国家级和省部级项目,多篇论文发表在统计esball备用官网和精算esball备用官网的国际著名期刊上,有多次到国外著名esball备用官网esball备用官网交流访问经历,已有多名硕士生和博士生毕业。
教育背景
2002.12-2007.09 计量经济esball备用官网,丁伯根研究院和阿姆斯特丹esball备用官网esball备用官网, 博士
2000.09-2002.10 统计与金融,中国科esball备用官网与技术esball备用官网esball备用官网,博士
工作经历
2015.02至今 esball备用官网,东华esball备用官网esball备用官网
2008.01-2015.01 统计与管理esball备用官网院,上海财经esball备用官网esball备用官网
esball备用官网术经历
2000.09 School of Physical & Mathematical Sciences, Nanyang Technological University
2010.03-2010.08 School of Economics, the University of Adelaide
2011.08-2011.09,2012.01,2012.07-2013.02 Department of Mathematics, Baptist University of Hong Kong
esball备用官网术成果
著作与教材
He, F., Cheng, Y., & Tong, T. (2016). Estimation of high conditional quantiles using the hill estimator of the tail index. Journal of the Statistical Planning and Inference, 176: 64-77.
He, F., Cheng, Y., & Tong, T. (2016). Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles. Statistics & Probability Letters, 30-37.
Cheng, Y., Gao, D. & Tong, T. (2015). Bias variance reduction in estimating the proportion of true null hypotheses. Biostatistics, 16(1):189-204.
Cheng, Y. & Zerom, D. (2015). A quantile regression models for time series data in presence of additive component. Communications in Statistics-Theory and Methods, 44(20):4354-4379.
Zhou, Y., Cheng, Y., Lie, W., & Tong, T. (2015). Optimal difference-based variance estimation in heteroscedestic nonparametric regression. Statistica Sinica, 1377-1397.
Cheng, Y., Jan G., De, G., & Dawit, Z. (2011). Efficient estimation of an additive quantile regression model. Scandinavian Journal of Statistics, 38(1): 46-62.
Cheng, Y., Jan, G., & De, G. (2009). Bahadur representation for the nonparametric M-estimator under-mixing Dependence. Statistics, 43(5): 443-462.
Cheng, Y., Jan, G., & De, G. (2007). On the UTH geometric conditional quantile. Journal of the Statistical Planning and Inference, 1914-1930.
Cheng, Y. & Tang, Q. (2006). Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model. Southeast Asian Bull. Math, 427-438.
Cheng, Y. & Tang, Q. (2003). Moments of the surplus before ruin and the deficit at ruin in Erlang (2) risk process. North American Actuarial Journal, 7(1): 1-12.
Cheng, Y., Tang, Q., & Yang, H. (2002). Approximations for moments of deficit at ruin with exponential and subexponential claims. Statistics & Probability Letters, 59(4): 367-378.
教esball备用官网科研项目
2013.1-2016.12 非参数半参数分位数回归模型及其应用, 国家自然科esball备用官网基金面上项目,主持人
2009.8-2011.8 《教育部留esball备用官网回国人员科研启动基金》,主持人
2009.1-2010.12 《上海高校选拔培养优秀青年教师科研专项基金》,主持人