师资

李曾
助理教授
0755-88015671
liz9@sustech.edu.cn

研究领域:

  • Random Matrix Theory and Applications in High dimensional Statistics
  • Time Series Analysis
  • Change-point detection

 

工作经历:

2019/08 - 至今 南方科技大学 统计与数据科学系 助理教授

2017/10 - 2019/08 宾州州立大学 统计系 博士后

2017/04 – 2017/08 华盛顿大学 统计系 研究助理

 

教育背景:

2012/09 - 2017/04   香港大学  统计与精算学系  统计学博士

2009/09 - 2012/06   中国人民大学  统计学院  数理统计硕士

2005/09 - 2009/06   北京师范大学  数学科学学院  理学学士

 

发表论文

[1] 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.

[2] 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.

[3] Zeng Li, Jianfeng Yao, Clifford Lam, Qiwei Yao (2019). On testing for high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412.

[4] 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.

[5] 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.

[6] 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.

[7] Zeng Li, Guangming Pan, Jianfeng Yao (2015). On singular value distribution of large-dimensional auto-covariance matrices, Journal of Multivariate Analysis, 137, 119-140.

[8] 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.

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