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  • 刘小惠

    日期:2019-02-28 21:54:43   文章点击数: 稿源:

    统计学院教师个人简介情况表

    姓名

    刘小惠

    性别

    ​​​​​


    出生年月

    1982-09

    职务/职称

    副高

    学历/学位

    博士

    博导硕导

    硕导

    所学专业

    数理统计

    电子邮箱

    csuliuxh912@gmail.com

    学术研究领域:

    稳健统计;半参数与非参数统计;时间序列分析;统计计算

    荣誉称号和社会团体兼职

     

    本科生:概率论与数理统计,贝叶斯统计,数学分析,C/C++程序设计与统计软件基础,非参数统计,多元统计分析

    研究生:高等统计学(硕士),数理统计前沿问题,高维数据分析III(硕士、博士)Advanced Statistics(博士)

    目前已完成学术论文30余篇,其中:

     

    已经过专家审稿的论文

    [28] Huang, H., Leng, X., Liu, X., Peng, L., Unified Inference   for an AR Process with Possible Infinite Variance GARCH Errors, Journal of Financial Econometrics,   Revised.

    [27] Liu, X., Mosler, K.,   Mozharovskyi, P., Fast computation of Tukey trimmed regions and median in   dimension p>2, 2019+, Journal of   Computational and Graphical Statistics, DOI:   10.1080/10618600.2018.1546595.

    [26] Liu, X., Luo, S.,   Zuo, Y., Some results on the computing of Tukey’s halfspace median, Statistical papers, 2019+, DOI:   10.1007/s00362-017-0941-5.

    [25] Liu, X., Rahman,   J.(学生), Luo,   S., Generalized and robustified empirical depths for multivariate data, Statistics and Probability Letters,   2019, 146, 70-76.

    [24] Liu,   X., Yang, B., Cai, Z., Peng, L., A Unified Test for Predictability of   Asset Returns Regardless of Properties of Predicting Variables, Journal of Econometrics, 2019, 208,   141-159.

    [23] Liu, X., Peng, L.,   Asymptotic Theory and Unified Confidence Region For An Autoregressive Model, Journal of Time Series Analysis, 2019,   40, 43-65.

    [22] Liu, Y., Liu, X., Testing conditional   independence with data missing at random. Applied   Mathematics-A Journal of Chinese Universities, 2018, 33, 298-312.

    [21] Liu Y., Wang, Q., Liu,   X., Testing conditional independence via integrating-up transform, Statistics, 2018, 52, 734-749.

    [20] Liu,   X., Luo, S., Zuo, Y., The limit of finite sample breakdown point of   Tukey’s halfspace median for general data, Acta Math Sinica(SCI), 2018, 34, 1403-1416.

    [19]Liu, X.,   Zuo, Y., Wang, Q.H., Finite sample breakdown point of Tukey’s halfspace   median. Science China Mathematics   (SCI), 2017, 60, 861–874.

    [18] Liu, X. (2017). Fast implementation of   the Tukey depth. Computational   Statistics, 32(4), 1395-1410.

    [17] Liu, X., Approximating projection   depth median in higher dimensions, Communication   in Statistics: Simulation and Comput- ation (SCI), 2017, 46, 3756-3768.

    [16] Liu, X., Wang, Q., Liu Y., A consistent jackknife empirical   likelihood test for distribution functions, Annals of the Institute of Statistical Mathematics(SCI) , 2017, 69, 249–269.

    [15] Liu, X.,   Empirical likelihood for the response mean of generalized linear models with   missing at random responses, Communication   in Statistics: Simulation and Computation (SCI) , 2017, 46, 164-173.

    [14] Guo, W., Liu, X., Zhang, S., The Principal Correlation Components   Estimator and its Optimality, Statistical   Papers(SCI) , 2016, 57, 755-779.

    [13] Liu, X., Luo, S.,   A skewness-adaptive projection depth, Acta   Mathematica Sinica, Chinese Series (数学学报中文版, 国内A), 2015, 58, 1-14.

    [12] Liu, X., Yijun Zuo. CompPD: A MATLAB Package for Computing   Projection Depth,Journal of   Statistical Software (SCI 2017影响因子22.737), 2015,   65(2), 1-21.

    [11]   Liu, X., Ren, H., Wang, G., Computing halfspace depth contours   based on the idea of a circular sequence, Journal   of Systems Science and Complexity (SCI), 2015, 28, 1399-1411.

    [10]   Liu, X., Empirical likelihood-based inferences in   varying coefficient models with missing data, Acta Mathematicae Applicatae Sinica, English Series (SCI), 2015,   31: 823-840

    [9] Liu, X., Zuo, Y., Computing projection depth and its   associated estimators, Statistics and Computing(SCI), 2014, 24: 51-63.

    [8] Liu, X., Zuo, Y., Computing halfspace depth and regression   depth. Communication in Statistics:   Simulation and Computation(SCI), 2014, 43: 969-985.

    [7] Liu, X., Zuo, Y., Wang, Z., Exactly computing bivariate   projection depth contours and median, Computational   Statistics and Data Analysis (SCI), 2013, 60: 1-11.

    [6]   Hu, X., Liu,   X., Empirical likelihood confidence   regions for semivarying coefficient models with linear process errors. Journal of Nonparametric Statistic (SCI),   2013, 25: 161-180.

    [5]   Wang, G., Wang, Z., Liu, X., Empirical likelihood for censored partial   linear model based on imputed value. Communication   in Statistics: Theory and Methods (SCI), 2013, 42: 644-659.

    [4]   Liu, X., Hu, X., Wang, G., Li, B., Zero   finite-order serial correlation test in partially linear single index models,   Journal of Systems Science and   Complexity (SCI), 2012, 25(6): 1185-1201.

    [3]   Liu, X., Wang,   Z., Hu, X., Estimation in partially linear single index models with   missing covariates. Communication in   Statistics: Theory and Methods (SCI), 2012, 41(18): 3428- 3447.

    [2]   Liu, X., Wang,   Z., Hu, X., Testing heteroscedasticity in partially linear models with   missing covariates. Journal of Nonparametric   Statistics (SCI), 2011, 23 (2): 321-337.

    [1]   Liu, X., Wang,   Z., Hu, X., Wang, G., Testing serial correlation in partially linear   single-index errors-in-variables models. Communication   in Statistics: Theory and Methods (SCI), 2011, 40 (14): 2554-2573.

     

    在投

    [1] Yang, B., Liu, X.,   Cai, Z., Peng, L., Unified Tests for a Dynamic Predictive Regression, Journal of Business & Economic   Statistics, Under review.

    [2] Liu, X., Ma, H.,   Jiang, J., OBOR: A One-bring-one Route to Estimation of MSPE of OBP under   Potential Model Misspecification, Journal   of the American Statistical Association, Under review.

    [3] Liu, X., Li, Y. (学生), Liu, Q., A new class of Lq zonoid depths. Submitted.

    [4] Liu, X., Chen, Y. (学生), Liu, Z. (学生), Dong, Y. (学生), On similarity of the sample projection   depth contours and its application. Submitted.

    [5] Liu, Q., Liu, X.,   Limit theory for an AR(1) model with intercept and a possible infinite   variance, Submitted.

    [6] Liu, Q., Liu, X.,   Hu, Z. (学生), Bahadur   representations for the bootstrap median absolute deviation and the   application to projection depth weighted mean. Submitted.

    [7] Liu, X., Liu, Y. (学生), Lu, F., Empirical likelihood-based uniform confidence region   for a predictive regression model, Submitted.

    [8] Liu, X., Li, Y. (学生), General notions of regression   depth function. Acta Mathematicae   Applicatae Sinica, English Series, Revised.

    [9] Liu, X., Ping, S. (学生), Liu, Y. (学生), Empirical likelihood based test for the intercept of a   predictive regression model, Working Paper.

    [10] Liu, X., He, Y.(学生), RR-plot: A   descriptive tool for regression observations, Submitted.

     

    工作论文

     

    [1] Liu, X., Robust quantile regression for linear models.

     

     

    本科生

    统计学院2012级拔尖班  班主任

    统计学院2016级拔尖班  班主任

    硕士生

    2015蒋亚飞(已毕业)

    2016平珊珊叶佳美乔阳(学硕) 李国栋(专硕,已毕业)

    2017范雅文王嘉欣吴也(来自非洲贝宁)(学硕) 刘育孜李志勇万琴(专硕)

    2018王雨何阳杨志浩(学硕) 朱爱璐陈翀宇(专硕)

    博士生

    Jafer Rahman(来自巴基斯坦)

     

    学生团队

    所指导学生共组建有四个学术小团队:

    1、时序模型的统计推断(成员以学硕为主,主要从事理论研究)

    2、稳健统计推断(成员以学硕为主,主要从事理论研究)

    3、数据分析与建模(成员以专硕为主,主要从事生物信息方面的数据分析)

    4、统计计算(成员以高年级拔尖班本科生为主,主要从事统计软件编程,工具语言为C++R)

     

    本人每届最多可招收统计学方向3名学硕,3名专硕研究生。

     

    热烈欢迎各位立志于学的有志青年,积极加入我们团队!

    其中数学基础好,动手能力强,会R /C++编程的同学优先考虑!

     

     

    项目情况

     

    先后主持国家自然科学基金-地区项目、青年项目各一项;中国博士基金项目一等资助一项,特别资助一项;江西省自然科学基金青年项目、面上项目、青年重大项目各一项,江西省教育厅青年项目、重点项目各一项;第五批(2014年度)江西财经大学优秀青年术人才支持计划项目一项。

     

    曾为下列杂志审稿人

     

    Communication   in Statistics: Simulation and computation;

    Communication   in Statistics: Theory and Method;

    Statistics   and Probability Letters;

    Computational   Statistics and Data Analysis

    International   Journal of Computer Mathematics;

    Journal   of Applied Statistics;

    Open   Journal of Statistics;

    系统科学与数学;

    Kybernetika-International   journal published by Institute of Information Theory and Automation;

    Statistical   papers;

    Annals of   the Institute of Statistical Mathematics;

    The   Canadian Journal of Statistics

    Journal   of American Statistical Association

    Journal   of Statistical Computation and Simulation