- Random Matrix Theory and Applications in High dimensional Statistics
- Time Series Analysis
- Change-point detection
Aug 2019-present, Department of Statistics and Data Science, Southern University of Science and Technology, Assistant Professor
Oct 2017-Aug 2019, Department of Statistics, Pennsylvania State University Eberly Postdoc Fellow, mentor: Prof. Runze Li
Apr 2017-Aug 2017, Department of Statistics, University of Washington, Seattle,Research Assistant, mentor: Dr. Fang Han
Sep 2012- Mar 2017, Department of Statistics and Actuarial Science, HKU, Teaching Assistant
Apr 2017, The Unviersity of Hong Kong (HKU), Ph.D., Department of Statistics and Actuarial Science Advisor: Prof. Jianfeng Yao
Sep 2012, Renmin University of China, Beijing (RUC) M.Sc., School of Statistics
Sep 2009, Beijing Normal University, Beijing (BNU), B.Sc., School of Mathematical Science
Awards and Honors:
Sep 2012- Mar 2017, Department of Statistics And Actuarial Science, HKU Excellent Teaching Assistant Award (5 times)
Referee Service. Journal of the Royal Statistical Society: Series B Biometrika, IEEE Transactions on Signal Processing Journal of Multivariate Analysis, IISE Transactions
 Zeng Li, Qinwen Wang, Runze Li (2020). Central limit theorem for linear spectral statistics of large dimensional Kendall's rank correlation matrices and its applications, The Annals of Statistics, accepted.
 Zeng Li, Fang Han, Jianfeng Yao (2020). Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, The Annals of Statistics, to appear.
 Zeng Li, Jianfeng Yao, Clifford Lam, Qiwei Yao (2019). On testing for high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412.
 Weiming Li, Zeng Li, Jianfeng Yao (2018). Joint CLT for linear spectral statistics of dependent large dimensional sample covariance matrices, Scandinavian Journal of Statistics, 45(3), 699-728.
 Zeng Li, Qinwen Wang, Jianfeng Yao (2017). Identifying number of factors from singular values of lagged sample auto-covariance matrix, The Annals of Statistics, 45(1), 257-288.
 Zeng Li, Jianfeng Yao (2016). Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics, 10(2), 2973-3010.
 Zeng Li, Guangming Pan, Jianfeng Yao (2015). On singular value distribution of large-dimensional auto-covariance matrices, Journal of Multivariate Analysis, 137, 119-140.
 Chao Yu, Yue Fang, Zeng Li, Bo Zhang, Xujie Zhao (2014). Nonparametric estimation of high frequency spot volatility for Brownian semimartingale with jumps, Journal of Time Series Analysis, 35(6), 572-591.