统计学院教师个人简介情况表

姓名
刘小惠
性别
男




出生年月
1982-09
职务/职称
教授

学历/学位
博士
博导∕硕导
博导

所学专业
数理统计
电子邮箱
csuliuxh912@gmail.com

学术研究领域：
稳健统计；半参数与非参数统计；时间序列分析；统计计算；混合效应模型



荣誉称号和社会团体兼职
江西省青年井冈****

教 学 情 况

本科生：概率论与数理统计，贝叶斯统计，数学分析，C/C++程序设计与统计软件基础，非参数统计，多元统计分析
研究生：高等统计学(硕士)，数理统计前沿问题，高维数据分析I、II(硕士、博士)，Advanced Statistics(博士)

科 研 情 况

目前已完成学术论文40余篇，其中：
已经同行评议的论文
[43] Wang, L., Zhang, J., Li, B., Liu, X., 2020. Quantile trace regression via nuclear norm regularization. Statistics and Probability Letters, Revising.
[42] Liu, X., Ma, H., Jiang, J., 2020. That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification, Statistica Sinica, Accepted.
[41] Liu, X., Lu, W., Lian, H., Liu, Y.(学生).2020, Partially Linear Additive Functional Regression, Statistica Sinica, Accepted.
[40] Liu, X., Wang, Y.(学生), Fan, Y.(学生),Liu, Y.(学生), Statistical inferences for a partially linear model with autoregression errors, Acta Mathematicae Applicatae Sinica(English Series), 2020, Accepted.
[39] Liu, X., Li, Y., Jiang, J., Simple Measures of Uncertainty for Model Selection. Test, 2020, https://link.springer.com/article/10.1007/s11749-020-00737-9.
[38] Liu, X., Ma, H., Jiang, J., Assessing Uncertainty in Small Area Estimation Involving Model Misspecification: A One-bring-one Route, 中国科学数学,2020, 10.1007/s11425-020-1797-4.
[37] Liu, X., Liu, Y. (学生), Rao, Y., Lu, F., A unified test for the intercept of a predictive regression model, Oxford Bulletin of Economics and Statistics.2020+,DOI: 10.1111/obes.12408.
[36] 刘小惠，王雨(学生)，何阳(学生)，董雨欣(学生), 有关新冠肺炎潜伏期的时变性检验问题的探讨. 系统科学与数学. 2020，录用.
[35] Yuan, Y.F., Liu, X., Chen, Y.(学生), Dong, Y.(学生), Liu, Y.(学生),On similarity of the sample projection depth contours and its application. Communications in Statistics-Theory and Methods, DOI:10.1080/**.2020.**.
[34] Liu, X., Liu, Y.(学生), Lu, F., Empirical likelihood-based uniform confidence region for a predictive regression model, Communication in Statistics: Simulation and Computation, 2020+, 10.1080/**.2019.**.
[33] Yang, B., Liu, X., Peng, L., Cai, Z., Unified Tests for a Dynamic Predictive Regression, Journal of Business & Economic Statistics, 2020+, DOI:10.1080/**.2020.**.
[32] Rahman, J.(学生),Luo, S., Fan, Y.(学生),Liu, X., Semiparametric Efficient Inferences for Generalised Partially Linear Models, Journal of Nonparametric Statistics. 2020, 32, 704-724.
[31] 刘小惠，何阳(学生)，麻先思(学生)，罗良清.有关新冠肺炎潜伏期和疑似期的统计数据分析：基于湖北省外2172条确诊数据.应用数学学报.2020, 43: 278-294.
[30] Huang, H., Leng, X., Liu, X., Peng, L., Unified Inference for an AR Process with Possible Infinite Variance GARCH Errors, Journal of Financial Econometrics, 2020, Vol. 18, No. 2, 425-470.
[29] Liu, X., Luo, S., Zuo, Y., Some results on the computing of Tukey’s halfspace median, Statistical papers, 2020, 61(1), 303-316.
[28] Liu, X., He, Y.(学生), RR-plot: A descriptive tool for regression observations, Journal of Applied Statistics, 2020, 47:76-90.
[27] 范雅文(学生),刘小惠,预测回归模型序列相关性的Jackknife经验似然比检验.系统科学与数学.2019, 39: 1471-1485.
[26] Liu, X., Mosler, K., Mozharovskyi, P., Fast computation of Tukey trimmed regions and median in dimension p>2, Journal of Computational and Graphical Statistics, 2019, 28, 682-697.
[25] Liu, X., Rahman, J.(学生), Luo, S., Generalized and robustified empirical depths for multivariate data, Statistics and Probability Letters, 2019, 146, 70-76.
[24] Liu, X., Yang, B., Cai, Z., Peng, L., A Unified Test for Predictability of Asset Returns Regardless of Properties of Predicting Variables, Journal of Econometrics, 2019, 208, 141-159.
[23] Liu, X., Peng, L., Asymptotic Theory and Unified Confidence Region For An Autoregressive Model, Journal of Time Series Analysis, 2019, 40, 43-65.
[22] Liu, Y., Liu, X., Testing conditional independence with data missing at random. Applied Mathematics-A Journal of Chinese Universities,2018, 33, 298-312.
[21] Liu Y., Wang, Q., Liu, X., Testing conditional independence via integrating-up transform, Statistics, 2018,52, 734-749.
[20] Liu, X., Luo, S., Zuo, Y., The limit of finite sample breakdown point of Tukey’s halfspace median for general data, Acta Math Sinica(SCI), 2018, 34, 1403-1416.
[19]Liu, X., Zuo, Y., Wang, Q.H., Finite sample breakdown point of Tukey’s halfspace median. Science China Mathematics, 2017, 60, 861–874.
[18] Liu, X. (2017). Fast implementation of the Tukey depth. Computational Statistics, 32(4), 1395-1410.
[17] Liu, X.,Approximating projection depth median in higher dimensions, Communication in Statistics: Simulation and Comput- ation, 2017, 46, 3756-3768.
[16] Liu, X.,Wang, Q., Liu Y., A consistent jackknife empirical likelihood test for distribution functions, Annals of the Institute of Statistical Mathematics, 2017, 69,249–269.
[15] Liu, X.,Empirical likelihood for the response mean of generalized linear models with missing at random responses, Communication in Statistics: Simulation and Computation, 2017, 46, 164-173.
[14] Guo, W., Liu, X., Zhang, S., The Principal Correlation Components Estimator and its Optimality, Statistical Papers, 2016, 57, 755-779.
[13] Liu, X., Luo, S., A skewness-adaptive projection depth, Acta Mathematica Sinica, Chinese Series (数学学报中文版, 国内A), 2015, 58, 1-14.
[12] Liu, X.,Yijun Zuo. CompPD: A MATLAB Package for Computing Projection Depth,Journal of Statistical Software(SCI 2017影响因子22.737), 2015, 65(2), 1-21.
[11] Liu, X., Ren, H., Wang, G.,Computing halfspace depth contours based on the idea of a circular sequence, Journal of Systems Science and Complexity, 2015, 28, 1399-1411.
[10] Liu, X.,Empirical likelihood-based inferences in varying coefficient models with missing data, Acta Mathematicae Applicatae Sinica, English Series, 2015, 31: 823-840
[9] Liu, X.,Zuo, Y., Computing projection depth and its associated estimators, Statistics and Computing, 2014, 24: 51-63.
[8] Liu, X.,Zuo, Y., Computing halfspace depth and regression depth. Communication in Statistics: Simulation and Computation, 2014, 43: 969-985.
[7] Liu, X.,Zuo, Y., Wang, Z., Exactly computing bivariate projection depth contours and median, Computational Statistics and Data Analysis, 2013, 60: 1-11.
[6] Hu, X., Liu, X.,Empirical likelihood confidence regions for semivarying coefficient models with linear process errors. Journal of Nonparametric Statistic, 2013, 25: 161-180.
[5] Wang, G., Wang, Z.,Liu, X.,Empirical likelihood for censored partial linear model based on imputed value. Communication in Statistics: Theory and Methods, 2013, 42: 644-659.
[4] Liu, X.,Hu, X., Wang, G., Li, B., Zero finite-order serial correlation test in partially linear single index models, Journal of Systems Science and Complexity, 2012, 25(6): 1185-1201.
[3] Liu, X.,Wang, Z.,Hu, X., Estimation in partially linear single index models with missing covariates. Communication in Statistics: Theory and Methods, 2012, 41(18): 3428- 3447.
[2] Liu, X.,Wang, Z., Hu, X., Testing heteroscedasticity in partially linear models with missing covariates. Journal of Nonparametric Statistics, 2011, 23 (2): 321-337.
[1] Liu, X.,Wang, Z.,Hu, X., Wang, G., Testing serial correlation in partially linear single-index errors-in-variables models. Communication in Statistics: Theory and Methods, 2011, 40 (14): 2554-2573.
在投
[1] Liu, X., Li, Y.(学生), Liu, Q., A new class of Lqzonoid depths. Submitted.
[2] Liu, Q., Liu, X., Limit theory for an AR(1) model with intercept and a possible infinite variance, Submitted.
[3] Liu, Q., Liu, X., Hu, Z.(学生), Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean. Submitted.
[4] Liu, X.,Li, Y.(学生), General notions of regression depth function. Submitted.
[5] Ding, J., Jiang, L., Liu, X., Peng, L., 2020, On Test of Market Timing Using Daily Mutual Fund Returns, Submitted.
[6] Liu, X., Liu, Y.(学生), Chen, Y.(学生), Zhao, S.(学生), 2021. On the computation of scatter halfspace depth. Submitted.
工作论文
[1] Liu, X., Robust quantile regression for linear models.


指 导 学 生 情 况

本科生：
统计学院2012级拔尖班 班主任
统计学院2016级拔尖班 班主任
硕士生：
2015级 蒋亚飞(学硕，已毕业)
2016级 平珊珊 叶佳美 乔阳(学硕，已毕业) 李国栋(专硕，已毕业)
2017级 范雅文(已硕士毕业，并在读博士) 王嘉欣 吴也(来自非洲贝宁，已硕士毕业，并在读博士(中南大学))(学硕) 刘育孜(专硕，已硕士毕业，并在读博士) 李志勇(专硕，已毕业) 万琴(专硕，已毕业)
2018级 王雨 何阳(被日本立命馆大学预录为博士生) 杨志浩(学硕) 朱爱璐 陈翀宇(专硕)
2019级 赵舒宁罗婷范东慧(学硕) 王婕雯刘音黄金霞(专硕)
2020级李汉青潘莹莹(学硕)徐文婧张抗邓奕洲周逸文(专硕)

博士生(合作导师)：
Jafer Rahman(来自巴基斯坦，已毕业)
Zeinab Rizk(来自埃及)
学生团队：
所指导的学生共有3个学术小组：
1、经济计量模型的统计推断(成员以学硕为主，侧重理论研究)；
2、混合效应模型及其应用(成员以学硕为主，侧重理论研究)；
3、统计机器学习算法及其应用(成员以专硕、高年级本科生为主，侧重应用，主要从事统计软件编程，工具语言为C++、R).
热烈欢迎各位有志于学的同学积极加入我们团队！


其 他 情 况

项目情况：
先后主持国家自然科学基金-地区项目、青年项目、面上项目各一项；中国博士基金项目一等资助一项，特别资助一项；江西省自然科学基金青年项目、面上项目、青年重大项目各一项，江西省教育厅青年项目、重点项目各一项；第五批(2014年度)江西财经大学优秀青年术人才支持计划项目一项。
曾为下列杂志审稿人：
Communication in Statistics: Simulation and computation;
Communication in Statistics: Theory and Method;
Statistics and Probability Letters;
Computational Statistics and Data Analysis；
International Journal of Computer Mathematics;
Journal of Applied Statistics;
Open Journal of Statistics;
系统科学与数学;
Kybernetika-International journal published by Institute of Information Theory and Automation;
Statistical papers;
Annals of the Institute of Statistical Mathematics;
The Canadian Journal of Statistics
Journal of American Statistical Association
Journal of Statistical Computation and Simulation
数学物理学报英文版
中国科学数学
Statistica Sinica
Statistics and Its Interface
Statistics
Journal of the Korean Statistical Society