教授3:
主要科研成果(2012-2016)
2016:
Chen, X.*,Liu,Y., Sun, J. and Zhou, Y. (2016). Quantile regression in semiparametric varying-coefficient partially linear models under length-biased sampling with right censoring. Scandinavian Journal of Statistics, forthcoming
Ma Huijuan, Qiu Zhiping and Zhou Yong. (2016). Semiparametric analysis of transformation models with length-biased data under case-cohort design. Statistics and Its Interface. 9(2), 213-222
2015:
Chen, X.*, Tang, N. and Zhou, Y. (2015). Quantile regression of longitudinal data with informative observation times. Journal of Multivariate Analysis, DOI: 10.1016 /j.jmva.2015.11.007.
Qiu Z. P., Qin J. and Zhou Y. (2015). Improve the truncation estimation in accelerated failure time model based on length biased sampling data. Scandinavian Journal of Statistics. In press.
Ma H. J., Qiu Z. P. and Zhou Y. (2015). Semiparametric analysis of transformation models with length-biased data under case-cohort design. Statistics and Its Interface. Accepted.
Qiu, Z, P., Wan T. K. and Zhou Y. (2015). Smoothed rank regression for the accelerated failure time competing risks model with missing cause of failure. Statistica Sinica., Revised.
Chen X. R., Wan, T. K. Alan and Zhou, Y. (2015). Efficient Quantile Regression Analysis with Missing Observations. Journal of the American Statistical Association, 110, 723-741.
Lin, C. J., Zhang, L. and Zhou, Y. (2015). Conditional Quantile Residual Lifetime Models for Right Censored Data. Lifetime Data Analysis, 21, 75-96.
Xie, S. Y., Wan, A. and Zhou, Y. (2015). Quantile regression methods with varying-coefficient models for censored data. Computational Statistics and Data Analysis. 88, 154-172.
You, J. Wan, A. Liu, S. and Zhou, Y. (2015) A varying-coefficient approach to estimating multi-level clustered data models. Test, 24, 417-440.
Wang, Y. X., Liu, P. and Zhou, Y. (2015). Quantile residual lifetime for left-truncated and right-censored data. Science in China: Mathematics, 58(6), 1217-1234.
Ma, H. J. Zhang, F. and Zhou, Y. (2015). Composite estimating equation approach for additive risk model with length-biased and right-censored data. Statistics and Probability Letters, 96, 45-53.
Liu, P., Wang, Y. and Zhou, Y. (2015). Quantile Residual Lifetime with Right-Censored and Length-Biased Data. Annals of the Institute of Statistical Mathematics, 67(5), 999-1028.
Tian. G. L. Ma, H. J. Zhou, Y. and Deng, D. (2015). Generalized endpoint-inflated binomial model. Computational Statistics and Data Analysis,89,97-114.
Qiu Z. P., Chen X. P. and Zhou Y. (2015). A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator. Statistics and Probability Letters, 98, 89-97.
Zhao, M., Wang, Y. and Zhou, Y. (2015). Accelerated failure time model with quantile information. Annals of the Institute of Statistical Mathematics, DOI 10.1007/s10463-015-0522-0.
Shi, J. H., Chen X. P. and Zhou, Y. (2015). The strong representation for the nonparametric estimator of length-biased and right-censored data. Statistics and Probability Letters, 104, 49-57.
Ma, H. J., Fan, C. Y., Zhou, Y. (2015). Estimating equation methods for quantile regression with length-biased and right censored data (in Chinese). Sci Sin Math, 45, 1981-2000.
Zhang, L., Liu, P., Zhou, Y. (2015). Smoothed Estimator of Quantile Residual Lifetime for Right Censored Data. Journal of System Science and Complexity, 28, 1374-1388.
Chen, X. P., Shi, J. H., and Zhou, Y. (2015). Monotone rank estimation of transformation models with length-biased and right-censored data. Science in China: Mathematics, 58(10), 2055-2068.
Qiu, Zhiping, Zhou, Yong. (2015). Partially linear transformation models with varying coefficients for multivariate failure time data. Journal of Multivariate Analysis, 142, 144-166.
朱丽蓉, 苏辛, 周勇. (2015). 基于我国期货市场的统计套利研究. 数理统计与管理, 34(04), 730-740.
刘睿智, 周勇. (2015). 指数跟踪投资组合与多信息下指数可预测性——基于Adaptive LASSO和ARIMA-ANN方法. 系统工程, 33(04), 1-7.
苏辛, 周勇. (2015). 基于非对称幂分布的中国开放式基金业绩评价和检验. 数理统计与管理,34(01), 162-174.
刘玉涛, 刘鹏, 周勇. (2015). 竞争风险下剩余寿命分位数的光滑非参数估计. 应用数学学报,38 (01), 109-124.
刘晓倩, 周勇. (2015). 加权复合分位数回归方法在动态VaR风险度量中的应用. 中国管理科学, 23(6), 1-8.
朱丽蓉, 苏辛, 周勇. (2015). 基于我国期货市场的跨期套利研究. 运筹与管理, 24(3), 179-188.
苏辛, 周勇. (2015). 流动性、流动性风险与基金业绩——基于我国开放式基金的实证研究. 中国管理科学, 23(7), 1-9.
2014:
Chen,X., Wan, A. and Zhou, Y.(2014). A quantile varying-coefficient regression approach to length-biased data modeling. Electronic Journal of Statistics, 8, 2514-2540.
Liu, X., Jiang, H. and Zhou, Y.(2014). Local empirical likelihood inference for varying-coefficient density-ratio models based on case-control data.Journal of the American Statistical Association,107, 635-646
Lin, C. J. and Zhou, Y.(2014). Analyzing Right-Censored and Length-Biased Data with Varying-Coefficient Transformation Model.Journal of Multivariate Analysis,130, 45-63
Lin, C. J. and Zhou, Y.(2014). Inference for the Treatment Effects in Two Sample Problems with Right-Censored and Length-Biased Data.Statistics and Probability Letters,90,17-24
Yang, G. and Zhou, Y.(2014). Semiparametric varying-coefficient study of mean residual life models.Journal of Multivariate Analysis,128, 226-238
Ma, H. J, Zhang, F.P. and zhou, Y.(2014). Composite estimating equation approach for additive risk model with length-biased and right-censored data.Statistics and Probability Letters,96, 45-53.
Yang, G., Huang, J. and Zhou, Y.(2014). Concave group methods for variable selection and estimation in high-dimensional varying coefficient models.Science in China: Mathematics,57(10), 2073-2090
Xie, S. Y., Wan, T. K. Alan and Zhou, Y.(2014). A Varying-coefficient Expectile Model for Estimating Value at Risk.Journal of Business & Economic Statistics, 32, 576-791.
Bai, F. F., Huang, J. and Zhou, Y.(2014). Semiparametric estimation of treatment effects in the two sample problem with censored data.Statistica Sinica,24, 121-146
Qiu, Z. P. Neeta, M. and Zhou, Y.(2014). Weighted estimator for the linear transformation models with multivariate failure time data.Communications in Statistics-Theory and Methods,43(16), 3516-3535
Ma, Y. B., Wan, T. K. Alan, Chen, X. R. and Zhou, Y.(2014). On estimation and inference in a partially linear hazard model with varying coefficients.Annals of the Institute of Statistical Mathematics, 66,931–960.
Liu, P., Wang, Y. X. and Zhou, Y.(2014). Quantile residual lifetime with right-censored and length-biased data.Annals of the Institute of Statistical Mathematics, 67, 999-1028.
Shi, J. H., Chen, X. P. and Zhou, Y.(2014). The consistency of estimator under fixed design regression model with NQD errors.Journal of Inequalities and Applications,2014(1), 92
Shi, X. J., Liu, J., Huang, J.,Zhou, Y., Shia, B. C. and Ma, S. G. (2014). Integrative analysis of high-throughput cancer studies with contrasted penalization.Genetic Epidemiology,38(2), 144-151.
Shi, X. J., Liu, J., Huang, J.,Zhou, Y., Xie, Y. and Ma, S. G. (2014). A penalized robust method for identifying gene-environment interactions.Genetic Epidemiology,38(3), 220-230
Zhang, F. P. Chen, X. R. and Zhou, Y.(2014). Proportional hazards model with varying coefficients for length-biased data.Lifetime Data Analysis,20(1), 132-157
Ai, C. R. You, J. H. and Zhou, Y.(2014). Estimation of fixed effects panel data partially linear additive regression models. Econometric Journal,17, 83-106
田军,周勇 (2014). ST公司基于财务数据的动态分析. 数理统计与管理, 33(2), 317-328
史兴杰,周勇 (2014). 房地产泡沫检验的Switching AR模型. 系统工程理论与实践. 34(3), 676-682.
吴斐,王艺馨,周勇 (2014). 基于指数每日最高最低值预测的一种新方法. 数理统计与管理, 33(3), 531-544
苏辛,周勇 (2014). 条件自回归expectile模型及其在基金业绩评价中的应用. 中国管理科学,21(6), 22-29.
赵微,刘玉涛,周勇 (2014). 信用风险中违约传染效应的研究, 数理统计与管理, 33(6),983-990
2013:
Ma, Y., You, J. and Zhou, Y. (2013). Generalized Profile LSE in Varying–Coefficient Partially Linear Models with Measurement Errors.Acta Mathematicae Applicatae Sinica,29(3), 477–490
You, J., Zhou, Y. and Chen, G. (2013). Statistical inference of multivariate partially linear regression models.Canadian Journal of Statistics,40(3), 1-22
Zhao, M. Jiang, H. M. and Zhou, Y. (2013). L1-deficiency of the sample quantile estimator with respect to a kernel quantile estimator.Statistics and Probability Letters,83, 2399-2406.
Yuan, Y., You, J. H. and Zhou, Y.(2013). Efficient estimation of seemingly unrelated additive nonparametric regression models.Journal of Systems Science and Complexity,26(4), 595-608.[SCI]
Bai, F. F. and Zhou, Y.(2013). Kernel estimator of ROC curve under censored data.Acta Mathematicae Applicatae Sinica (English Series),29(1), 43-54
Zhang, F. P. and Zhou, Y.(2013). Analyzing left-truncated and right-censored data under proportional hazards models with long-term survivors.Acta Mathematicae Applicatae Sinica,29(2), 241-252
Liu, Y. T., Sun, L. Q. and Zhou, Y.(2013). Additive Transformation Models for Recurrent Events,Communications in Statistics - Theory and Methods,42(22), 4043-4055.
刘玉涛,史兴杰,周勇 (2013).左截断右删失数据下光滑分布函数估计效率. 数学学报, 56(5): 625-636.
周勇,田军 (2013). 删失数据下医药费用的经验似然估计. 数学学报, 56(6): 817-828.
田军,周勇 (2013). 运用基于拟随机数的响应曲面法改进电路模拟. 系统工程理论与实践, 33(6): 1530-1536.
苏辛,谢尚宇,周勇(2013). 金融风险度量建模理论与方法的一些进展及其应用, 运筹与管理, 已接收
刘玉涛,赵微,周勇 (2013). 信用风险中违约传染性的度量及应用, 中国管理科学, 已接收
朱丽蓉,苏辛,周勇 (2013). 基于我国期货市场的统计套利研究, 数理统计与管理, 已接收
2012:
Chen, K., Lin, H. and Zhou, Y.(2012). Efficient estimation for the Cox model with varying coefficients,Biometrika,99, 379-392.[SCI]
Chen, X. R. and Zhou, Y.(2012). Quantile Regression for Right-Censored and Length-Biased Data.Acta Mathematicae Applicatae Sinica,28(3), 443-462.[SCI]
田军,周勇 (2012). 信用传染违约Aalen加性风险模型. 应用数学学报, 35(3): 408-420.
赵晓玲,陈雪蓉,周勇 (2012). 金融风暴中基于非参数估计VaR和ES方法的风险度量. 数理统计与管理, 31(3): 381-388.
王艺馨,周勇 (2012). 极端情况下对我国股市风险的实证研究, 中国管理科学, 20(3): 20-27.
方勇,周勇,艾春荣 (2012). 究竟是“热手效应”还是“赌徒谬误”主导着市场情绪?——来自中国股票市场的证据. 管理评论, 24(10): 26-37.
刘沛欣,田军,周勇 (2012). 基于VaR和ES调整的Sharpe比率及其在基金评价中的实证研究. 数理统计与管理, 31(4): 735-750.
赵目,陈柏成和周勇 (2012). 纵向数据下广义估计方程估计, 数学学报, 55(1): 1-16.
教授4:
1.“季度值与年度值衔接与外推问题研究”——基于Denton比例法,《统计与决策》,2011.10,第一作者。
2.“中国主要价格指数季节变动模式测定方法的选择”,《统计与决策》,2010.4,独立。
3.“上海财经大学上海市消费者满意度指数编制研究”,《上海财经大学学报》,2009.6,第三作者。
4.“上海财经大学上海市消费者满意度指数模型构建及其实证研究”,《社科研究》2008.3,第二作者。
5.“国际上季节调整最新发展及对我国的思考”《统计研究》2006.10,独立。
6.“中国季度GDP季节调整分析”,《财经研究》,2005.7,独立。
7.“中国股市季节模式的实证分析”,《社科研究》,2005.6,第一作者。
8.“居民消费价格指数季节调整实证研究”,《财经研究》,2004.3,第一作者。
9.“网络经济时代高校管理信息系统建设”《财经高教研究》2002年第1期
10.“实施“跨校选课”运作方案,探索高校人才培养新模式”《复旦教育》2000年第4期
教授5:
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.
Feng, X., Sedransk, N., and Xia, J.Q. (2014). Calibration using constrained smoothing with applications to mass spectrometry data. Biometrics 70, 398-408.
Feng, X., Feng, Y., Chen, Y. and Small, D. S. (2014). Randomization inference for the trimmed mean of effects attributable to treatment. Statistica Sinica 24, 773-797.
Feng, X. and He, X. (2014). Statistical inference based on robust low-rank data matrix approximation. The Annals of Statistics 42, 190-210.
Wang, H. and Feng, X.* (2012). Multiple imputation for M regression with censored covariates. Journal of the American Statistical Association 107, 194-204.
Feng, X., He, X. and Hu, J. (2011). Wild bootstrap for quantile regression. Biometrika 98, 995-999.
Feng, X. and He, X. (2009). Inference on low-rank data matrices with applications to microarray data. The Annals of Applied Statistics 3, 1634--1654.
Wang, X., Liang, D, Feng, X. and Ye, L. (2007). A derivative free optimization algorithm based on conditional moments. Journal of Mathematical Analysis and Applications 331, 1337--1360.
Interdisciplinary Studies
Abbatiello, S., Mani, D., Schilling, B., Maclean, B., Zimmerman, L., Feng, X. etc. (2013). Design, Implementation, and Multi-Site Evaluation of a System Suitability Protocol for the Quantitative Assessment of Instrument Performance in LC-MRM-MS. Molecular & Cellular Proteomics 12, 2623--2639.
Xia, J.Q., Sedransk, N. and Feng, X. (2011). Variance component analysis of a multi-site study aiming at multiple reaction monitoring measurements of peptides in human plasma. Public Library of Science One 6, e14590.
Broglio, S., Schnebel, B., Sosnoff, J., Shin, S. Feng, X., He, X. and Zimmerman, J. (2010). The biomechanical properties of concussions in high school football. Medicine and Science in Sports and Exercise 42, 2064--2071.
Feng, X., Huang, S., Shou, J., Liao, B., Yingling, J. M., Ye, X., Lin, X., Gelbert, L. M., Su, E. W., Onyia, J. E. and Li, S. (2007). Analysis of pathway activity in primary tumors and NCI60 cell lines using gene expression profiling data. Genomics Proteomics and Bioinformatics 5, 15 -- 24.
Xia, Y., Campen, A., Rigsby, D. , Guo, Y., Feng, X., Su, E.W., Dalakal, M. and Li, S. (2007). A Microarray Gene Expression Database for Primary Human Disease Tissues. Molecular Diagnosis and Therapy 11, 145--149.