赵彦勇

发布者:吴彤发布时间:2017-03-08浏览次数:1965

 赵彦勇

 

最后学位:东南大学 理学博士

岗位职称:副教授

 

研究领域:非(半)参数分析、跳跃回归、纵向数据

教学课程:微积分、统计软件分析

 

办公室:位育楼202

电话:(02558318699

Email: yyzhao@nau.edu.cn

通讯地址:南京市浦口区雨山西路86

  编:211815 

 

学习简历                                                                                 

2006.09 - 2010.06   聊城大学  数学与应用数学 理学学士

2010.09 - 2013.06   重庆理工大学大学  应用数学 理学硕士

2013.09 - 2016.06   东南大学  统计学 理学博士

工作简历                                                                                 

2016.07 – 至今   南京审计大学

 

主持参与课题:参与国家级项目2项,省部级项目2项。

 

发表论文:

[1]Zhao, Y.Y., Lin, J.G., Wang H.X., Huang, X.F.(2017). Jump-detection-based estimation in time-varying coefficient models and empirical analysis. TEST, DOI:10.1007/s11749-017

-0525-7.

[2]Lin, J.G., Zhang, K.S., Zhao, Y.Y. (2017). Nonparametric estimation of multivariate multiparameter conditional copulas. Journal of the Korean Statistical Society,Journal of the Korean Statistical Society, 46(1): 126-136.

[3]Zhao, Y.Y., Lin, J.G., Xu, P.R., Xu. G.Y. (2015) . Orthogonality-projection- based estimation for semi-varying coefficient models with heteroscedastic errors. Computational Statistics & Data Analysis, 89: 204–221.

[4]Zhao, Y.Y., Lin, J.G., Huang, X.F. (2016). Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method. Computational Statistics, 31(1): 247-268.

[5]Zhao, Y.Y., Lin, J.G., Huang, X.F., Wang, H.X. (2016). Adaptive jump-preserving estimates in varying-coefficient models. Journal of Multivariate Analysis, 149: 65-80.

[6]Lin, J.G., Zhao, Y.Y., Wang, H.X. (2015). Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data. Journal of Applied Statistics, 42(11): 2432-2448.

[7]Zhao, Y.Y., Lin, J.G. (2015). Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data. Communications in Statistics: Simulation and Computation. Doi:10.1080/03610918.2015.1054940.

[8]Zhao, Y.Y., Lin, J.G., Ye, X.G., Wang, H.X., Huang, X.F.. Two-stage orthogonality-based estimation for semiparametric varying-coefficient models and its applications in analyzing AIDS data, Biometrical Journal, Acceptted.

[9]Ye, X.G., Lin, J.G., Zhao, Y.Y., Hao H.X. (2015). Two-step estimation of the volatility function in diffusion models with empirical applications. Journal of Empirical Finance, 33: 135-159.