当前位置:首页 > 中文 > 中心人员 > 专职教师
常晋源
  • 常晋源
  • 系别:西南财经大学统计研究中心
  • 职称:教授
  • 办公电话:0
  • Email:changjinyuan@swufe.edu.cn
  • 教师简介
  • 研究成果
  • 学术活动
  • 教授课程
  • 研究领域:高维数据分析、经验似然、金融计量

    教育经历:

    2009—2013 经济学博士、北京大学光华管理学院

    2005—2009 理学学士、北京师范大学数学科学学院

    学术服务:

    2017.10—至今   Journal of the Royal Statistical Society Series B 副主编(Associate Editor)

    2017.08—至今   Statistica Sinica 副主编(Associate Editor)


  •  

    已发表论文: 

    14.   Chang, J., Qiu, Y., Yao, Q. & Zou, T. (2018). Confidence regions for entries of a large precision matrix, Journal of Econometrics, in press.

    13.    Chang, J., Tang, C. Y. & Wu, T. T. (2018). A new scope of penalized empirical likelihood with high-dimensional estimating equations, The Annals of Statistics, in press.

    12.   Chang, J., Guo, B. & Yao, Q. (2018). Principal component analysis for second-order stationary vector time series, The Annals of Statistics, in press.

    11.   Chang, J., Delaigle, A., Hall, P. & Tang, C. Y. (2018). A frequency domain analysis of the error distribution from noisy high-frequency data, Biometrika,  105, 353-369.

    10.  Chang, J., Zheng, C., Zhou, W.-X. & Zhou, W. (2017). Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity, Biometrics, 73, 1300-1310.

    9.  Chang, J., Zhou, W., Zhou, W.-X. & Wang, L. (2017). Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering, Biometrics, 73, 31–41.

    8.  Chang, J., Yao, Q. & Zhou, W. (2017). Testing for high-dimensional white noise using maximum cross-correlations, Biometrika, 104, 111–127.

    7.  Chang, J., Shao, Q.-M. & Zhou, W.-X. (2016). Cramer-type moderate deviations for Studentized two-sample U-statistics with applications, The Annals of Statistics, 44, 1931–1956.

    6.  Chang, J., Tang, C. Y. & Wu, Y. (2016). Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood, The Annals of Statistics, 44, 515–539.  

    5.  Chang, J., Guo, B. & Yao, Q. (2015). High dimensional stochastic regression with latent factors, endogeneity and nonlinearity, Journal of Econometrics, 189, 297–312.

    4.  Chang, J. & Hall, P. (2015). Double-bootstrap methods that use a single double-bootstrap simulation, Biometrika, 102, 203–214.

    3.  Chang, J., Chen, S. X. & Chen, X. (2015). High dimensional generalized empirical likelihood for moment restrictions with dependent data, Journal of Econometrics, 185, 283–304.

    2.  Chang, J., Tang, C. Y. & Wu, Y. (2013). Marginal empirical likelihood and sure independence feature screening, The Annals of Statistics, 41, 2123–2148.

    1.   Chang, J. & Chen, S. X. (2011). On the approximate maximum likelihood estimation for diffusion processes, The Annals of Statistics, 39, 2820–2851. 

    邀请讨论和综述文章:  

    1.  Chang, J., Guo, J. & Tang, C. Y. (2017). Peter Hall’s contribution to empirical likelihood, Statistica Sinica, in press.

  •