Research Interests
- > High Dimensional Data Analysis and Feature Selection
- > Statistical Learning and Data Mining
- > Endogeneity Problems in Econometrics
- > Nonparametric and Semiparametric Models
- > Applications of Statistics in Business Analytics, Information Science etc.
Research Papers
- [16] "Forward Additive Regression for Ultrahigh Dimensional Nonparametric Models." (with Sunpeng Duan, Liping Zhu). Statistica Sinica, Accepted 2018.
[15] "Variable Selection for Structural Equation Using Adaptive LASSO." (with Qingliang Fan), Journal of Systems Science and Complexity. Accepted 2017
[14] "Test for High Dimensional Regression Coefficients Using Refitted Cross-validation Variance Estimation." (with Hengjian Cui, Wenwen Guo). The Annals of Statistics. Accepted, 2017.
[13] "Variable Selection and Direction Estimation for Single-Index Models via DC-TGDR Method." (with Shuangge Ma, Xi Liu). Statistics and Its Interface. 11, 169-181, 2018.
[12] "Projection correlation between two random vectors." (with Liping Zhu, Kai Xu and Runze Li). Biometrika. 104, 829-843, 2017.
[11] "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective." (with Qingliang Fan). Journal of Business & Economic Statistics, Accepted, 2016.
[10] "Regularized Quantile Regression and Robust Feature Screening for Single Index Models". (with Liping Zhu, Runze Li and Hengjian Cui). Statistica Sinica, 26, 69-95, 2016.
[9] "Estimation and Inference on Central Mean Subspace for Multivariate Response Data." (with Liping Zhu). Computational Statistics & Data Analysis, 92, 68--83, 2015.
[8] "A Selective Overview of Feature Screening for Ultrahigh-Dimensional Data." (with Runze Li and Jingyuan Liu). Science China Mathematics, 58, 2033--2054, 2015.
[7] "Model Selection for High-Dimensional Problems." (with Jing-zhi Huang and Zhan Shi). Chapter 77, Handbook of Financial Econometrics and Statistics, Springer-Verlag, New York, 2015. ISBN 978-1-4614-7749-5.
[6] "Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis". (with Hengjian Cui and Runze Li). Journal of the American Statistical Association, 58, 2033-2054, 2015.
[5] "An Iterative Approach to Distance Correlation Based Sure Independence Screening." (with Liping Zhu). Journal of Statistical Computation and Simulation,85, 2331-2345, 2015.
[4] "Robust Sure Independence Screening for Ultrahigh Dimensional Non-normal Data". Acta Mathematica Sinica, English Series, 30(11), 1885-1896, 2014.
[3] "A Fast Algorithm for Detecting Gene-Gene Interactions in Genome-Wide Association Studies". (with Jiahan Li, Runze Li and Rongling Wu). Annals of Applied Statistics, 8(4), 2292-2318, 2014.
[2] "Feature Screening via Distance Correlation Learning". (with Runze Li and Liping Zhu). Journal of the American Statistical Association, Vol. 107, No. 499, 1129-1139, 2012.
[1] "Assessing Mediation Using Marginal Structural Models in the Presence of Confounding and Moderation". (with Danna Coffman). Psychological Methods, Vol. 17, No. 4, 642–664, 2012.
[15] "Variable Selection for Structural Equation Using Adaptive LASSO." (with Qingliang Fan), Journal of Systems Science and Complexity. Accepted 2017
[14] "Test for High Dimensional Regression Coefficients Using Refitted Cross-validation Variance Estimation." (with Hengjian Cui, Wenwen Guo). The Annals of Statistics. Accepted, 2017.
[13] "Variable Selection and Direction Estimation for Single-Index Models via DC-TGDR Method." (with Shuangge Ma, Xi Liu). Statistics and Its Interface. 11, 169-181, 2018.
[12] "Projection correlation between two random vectors." (with Liping Zhu, Kai Xu and Runze Li). Biometrika. 104, 829-843, 2017.
[11] "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective." (with Qingliang Fan). Journal of Business & Economic Statistics, Accepted, 2016.
[10] "Regularized Quantile Regression and Robust Feature Screening for Single Index Models". (with Liping Zhu, Runze Li and Hengjian Cui). Statistica Sinica, 26, 69-95, 2016.
[9] "Estimation and Inference on Central Mean Subspace for Multivariate Response Data." (with Liping Zhu). Computational Statistics & Data Analysis, 92, 68--83, 2015.
[8] "A Selective Overview of Feature Screening for Ultrahigh-Dimensional Data." (with Runze Li and Jingyuan Liu). Science China Mathematics, 58, 2033--2054, 2015.
[7] "Model Selection for High-Dimensional Problems." (with Jing-zhi Huang and Zhan Shi). Chapter 77, Handbook of Financial Econometrics and Statistics, Springer-Verlag, New York, 2015. ISBN 978-1-4614-7749-5.
[6] "Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis". (with Hengjian Cui and Runze Li). Journal of the American Statistical Association, 58, 2033-2054, 2015.
[5] "An Iterative Approach to Distance Correlation Based Sure Independence Screening." (with Liping Zhu). Journal of Statistical Computation and Simulation,85, 2331-2345, 2015.
[4] "Robust Sure Independence Screening for Ultrahigh Dimensional Non-normal Data". Acta Mathematica Sinica, English Series, 30(11), 1885-1896, 2014.
[3] "A Fast Algorithm for Detecting Gene-Gene Interactions in Genome-Wide Association Studies". (with Jiahan Li, Runze Li and Rongling Wu). Annals of Applied Statistics, 8(4), 2292-2318, 2014.
[2] "Feature Screening via Distance Correlation Learning". (with Runze Li and Liping Zhu). Journal of the American Statistical Association, Vol. 107, No. 499, 1129-1139, 2012.
[1] "Assessing Mediation Using Marginal Structural Models in the Presence of Confounding and Moderation". (with Danna Coffman). Psychological Methods, Vol. 17, No. 4, 642–664, 2012.