姓名：程业斌
职称：
研究方向：分位数回归,非参数统计,半参数统计,风险理论与破产概率
教授课程：非参数统计，高等数理统计II,随机过程，保险精算模型
E-mail：chengyebin@hotmail.com

研究项目
1.Project:“Theoryofquantileregressionmodelanditsapplication”
Supportedby:SpecialResearchfoundationfortheexcellentyoungteachersintheinstitutionsofhigherlearningofShanghai
Date:2009----2010

2.Project:“TheoreticalResearchoftheQuantileRegressionModelsanditsApplication”
Supportedby:TheScientificResearchFoundationfortheReturnedOverseasChineseScholar,MinistryofEducationofChina
Date:2009----2010
研究领域
quantileregressionnonparametricstatisticssemiparametricstatisticsBahadur-Kiefertheoryrisktheoryandruinprobabilities
教育经历
2003年中国科学技术大学博士毕业,获博士学位2007年荷兰阿姆斯特丹大学博士毕业,获博士学位
研究成果
?1.Cheng.Y.,DeGooijerandD.Zerom(2009)Efficientestimationofanadditivequantileregressionmodel.ToappearinScandinavianjournalofstatistics.
2.Cheng,Y.andDeGooijer,J.G.(2009),BahadurrepresentationforthenonparametricM-estimatorunderalpha-mixingdependence,Statistics,Vol.43,No.5,443--462.
3.Cheng,Y.andDeGooijer,J.G.(2007),ontheuthgeometricconditionalquantile,Journalofthestatisticalplanningandinference,Vol.137,1914--1930.
4.Cheng,Y.andTang,Q.(2006),TailasymptoticsforPollaczek-Khinchintyprserieswithapplicationtoruininperturbedmodel,Southeastasianbulletinofmathematics,Vol.30,427--437.
5.Cheng,Y.andTang,Q.(2003),MomentsofthesupplusbeforeruinandthedeficitatruininErlang(20riskprocess,Northamericanactuaricaljournal,Vol.7,no.1,1---12.
6.Cheng,Y.,Tang,Q.andYang,H.(2002),Approximationsforthemomentsofdeficitatruinwithexponentialandsubexponentialclaims,Stat.Prob.Letters,no.4,367--378.
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InvitedVisitingPosition
1.SchoolofPhysical&MathematicalSciences,NanyangTechonogicalUniversity,Singapore.Date:December,2009