姓　　名：胡建华
职　　称：副研究员
研究方向：高维数据/大数据、空间面板数据、多元分析等
教授课程：高等数理统计、线性模型、广义线性模型、应用时间序列、现代统计方法等
E - mail：hu.jianhua@mail.shufe.edu.cn；电话：**

研究项目
序号 项目名称 项目编号 项目来源 起止时间 项目经费
1 “复杂面板数据的统计建模及其推断” ** 国家自然科学基金面上项目 2016-2019年 50万
2 “基于样本和决策论的增长曲线模型的统计推断研究” ** 国家自然科学基金面上项目 2010-2012年 25万
3 “证劵市场间的相关性研究及其实证分析” 09PJD019 上海市浦江人才计划资助项目 2009-2011年 10万

研究领域

High-Dimensional Regression and Variable Selection in Big Data Analysis;
Spatial Modelingin Spatial Panel Data;
Data Classification Methods in Machin Learning；
Multivariate Statistical Analysis;


教育经历
PhD.,Statistics,UniversityofWindsor,Ontario,Canada


工作经历

现任上海财经大学数据科学与统计研究院副研究员、博士生导师

研究成果

1. Li, T., Hu, Jianhua, You, J. and Liu, L. (2020). Statistical inference of time-varying single-index coefficient models for locally stationary time series (in Chinese). Science Sinica Mathematics, 50(11), 1609-1630.
2. Hu, Jianhua, Ding, H., Liu, L. and Feng, J. (2020). Statistical inference of locally stationary functional coefficient models. Journal of Statistical Planning and Inference, 209, 27-43.
3.Hu, J., Huang, J.& Qiu, F. (2018).A group adaptive elastic-net approach for variable selection in high-dimensional linear regression.Science China Mathematics,61(1): 173–188.
4. Xin, X.,Hu, J.& Liu, L. (2017). On oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters.Journal of Multivariate Analysis, 162, 16-31.
5. Liu, X, Liu, L.&Hu, J. (2017). James-Stein estimation problem for a multivariate normal random matrix and an improved estimator.Linear Algebra and Its Applications, 532, 231-256.
6. Hu, J., You, J.& Zhou, X. (2017). Improved estimations of fixed effects panel data plm with heteroscedastic errors. Journal of Multivariate Analysis, 154, 96-111.
7. Bai, Y., Hu, J.& You, J. (2015). Panel data varying-coefficient partially linear models with both spatially and time-wise correlated errors.Statistica Sinica, 25, 275-294.
8. Liu, F., Hu, J.& Chu, G. (2015). Estimation of parameters in the extended growth curve model via outer productLS for covariance.Linear Algebra and its Applications, 473,236-260.
9.Hu, J., Liu, F.& You, J. (2014). Paneldatapartiallylinearmodel with fixed effects, spatial autoregressiveerrorcomponentsandunspecified intertemporal correlation. Journal of Multivariate Analysis, 130, 64-89.
10. Hu, J., Xin, X.& You, J. (2014). Model determination and estimation for the growth curve model via group SCAD penalty. Journal of Multivariate Analysis, 124, 199-213.
11. Hu, J., Liu, F.& Ahmed, E.S. (2012). Estimation of parameters in the growth curve model via an outer product LSapproach for covariance. Journal of Multivariate Analysis, 108, 53-66.
12. Hu, J., Liu, F.& You, J. (2012). Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares. Journal of Statistical Planning and Inference, 142, 2017-2031.
13. Hu, J., Yan, G.& You, J. (2011). Estimation for an additive growth curve model with orthogonal design matrices. Bernoulli, 17, 1400-1419.
14. Hu, J.(2010). Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms.Linear Algebra and its Applications, 433,796-809.
15. Hu, J.(2010). On the properties of explicit estimators in the extended growth curve model.Statistics, 44, 477-492.
16. Hu, J.& Yan, G. (2008). Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model. Bernoulli, 14, 623-636.
17. Hu, J.(2008). Wishartness and independence of matrix quadratic forms in a normal random matrix.Journal of Multivariate Analysis, 99, 555-571.

奖励，荣誉
上海财经大学特任研究员（2018.11---）
上海市浦江人才（2009-2011）
上海财经大学优秀教学三等奖（2009）
上海财经大学第十五届中振科研优秀论文奖（2008）

社会工作
国际权威统计杂志《Journal of Multivariate Analysis》副主编 （2019年1月----）

中国环境统计学会大数据科学分会常务理事（2018年11月----）.

国家自然科学基金评审专家（2011---）

学术报告
“Response variables selection in multivariate linear regression” (25min), The 4th ICSA-Canada Chapter Symposium, Queen’sUniversity, Kingston, Canada, August9-11, 2019.


“Response best subset selection and estimation in multivariate linear regression” (20min), The 45th Annual Meeting of the Statistical Society of Canada, Manitoba University，Winnipeg, Canada, June 10 -14, 2017.

“A generalized adaptive elastic-net for the high dimensional multivariate linear regression” (20 min), The 44th Annual Meeting of the Statistical Society of Canada, Brock University, St. Catharines, Ontario, Canada, from May 29 to June 1, 2016.


“On the James-Stein estimation in multivariate linear regression models” (20min), IWMS 2015, The 24^thInternational Workshop on Matrices and Statistics, Hainan Normal University, Haikou, Hainan, China, May25-28, 2015.

“Variable selection and coefficient estimation in multivariate high-dimensional linear regression” (45min), Seminar, University of New Brunswick, Canada, July 16, 2014.Visiting scholar of UNB from July 1-31, 2014.