Profileļ¼š

    I am currently a full professor and department head of Department of Statistics and Data Sciencen, School of Economics and Wang Yanan Institute of Economics at Xiamen University. I received my PhD in Statistics from Pennsylvania State University in 2012, and was promoted to Associate Professor and Full Professor in 2014 and 2017, respectively. My research interests include variable selection and statistical inference of high-dimensional data, statistical learning algorithms, econometrics as well as applications of statistics and data science. I have published more than 30 journal papers in The Annals of Statistics, Journal of the American Statistical Association, Biometrika, Journal of Econometrics, Journal of Business & Economic Statistics, Annals of Applied Statistics, Biometrics, Statistica Sinica, Chinese Science Mathematics, etc. I serve as Associate Editors for several statistical and mathematical journals including Journal of the American Statistical Association, Statistical Analysis and Data Mining, etc.

Publications:

Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills
Journal of the American Statistical Association, 2023

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Projection Test for Mean Vector in High Dimensions
Journal of the American Statistical Association, 2022

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Time-varying Minimum Variance Portfolio
Journal of Econometrics, 2022

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A Multi-Kink Quantile Regression Model with Common Structure for Panel Data Analysis
Journal of Econometrics, 2022

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Efficient Learning of Quadratic Variance Function Directed Acyclic Graphs via Topological Layers
Journal of Computational and Graphical Statistics, 2022

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Multi-Kink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis
Biometrics, 2022

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Estimation and Inference for Multi-Kink Quantile Regression
Journal of Business & Economic Statistics, 2022

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Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients
Statistica Sinica, 2022

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Forward Additive Regression for Ultrahigh Dimensional Nonparametric Models
Statistica Sinica, 2020

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A Lack-of-fit Test In Sufficient Dimension Reduction of Conditional Mean for Ultrahigh Dimensional Data
Statistica Sinica, 2020

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Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening
Journal of the American Statistical Association, 2019

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Test for High Dimensional Regression Coefficients Using Refitted Cross-validation Variance Estimation
The Annals of Statistics, 2018

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Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
Journal of Business & Economic Statistics, 2018

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Projection correlation between two random vectors
Biometrika, 2017

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Regularized Quantile Regression and Robust Feature Screening for Single Index Models
Statistica Sinica, 2016

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Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
Journal of the American Statistical Association, 2015

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A Fast Algorithm for Detecting Gene-Gene Interactions in Genome-Wide Association Studies
Annals of Applied Statistics, 2014

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Feature Screening via Distance Correlation Learning
Journal of the American Statistical Association, 2012

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Assessing Mediation Using Marginal Structural Models in the Presence of Confounding and Moderation
Psychological Methods, 2012

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