导师介绍

导师姓名
刘卫东
导师性别男
职务职称教授.
所在院系理学院(数学系)
所属学科统计学
研究方向数理统计与应用概率
联系电话暂无
电子邮箱liuweidong99@gmail.com

个人简介

工作及教育经历:1.2011--Professor,DepartmentofMathematics,ShanghaiJiaoTongUniversity2.2009----2011PostdoctoralFellow,DepartmentofStatistics,TheWhartonSchool,UniversityofPennsylvania3.2008-2009PostdoctoralFellow,DepartmentofMathematics,HongKongUniversityofScienceandTechnology4.2003-2008Ph.D.inMathematics,ZhejiangUniversity,P.R.China
代表性论著

1.Cai,T.andLiu,W.D.(2011),Adaptivethresholdingforsparsecovariancematrixestimation.JournaloftheAmericanStatisticalAssociation.Toappear.2Cai,T.,Liu,W.D.andLuo,X.(2011),AconstrainedL1minimizationapproachtosparseprecisionmatrixestimation.JournaloftheAmericanStatisticalAssociation.Toappear.3.Liu,W.D.,Ling,S.andShao,Q.M.(2011),Onnon-stationarythresholdautoregressivemodels.Bernoulli.Toappear.4Liu,W.D.andWu,W.B.(2010),Simultaneousnonparametricinferenceoftimeseries.TheAnnalsofStatistics.38:2388–2421.5.Liu,W.D.andShao,Q.M.(2010),Cramertypemoderatedeviationforthemaximumoftheperiodogramwithapplicationtosimultaneoustests.TheAnnalsofStatistics.38:1913-1935.6.Liu,W.D.andWu,W.B.(2010).Asymptoticsofspectraldensityestimates.EconometricTheory.26:1218–1245.7Li,D.L.,Liu,W.D.andRosalsky,A.(2010).Necessaryandsufficientconditionsfortheasymptoticdistributionofthelargestentryofasamplecorrelationmatrix.ProbabilityTheoryandRelatedFields.148:5-35.8.Lin,Z.Y.andLiu,W.D.(2009),Onmaximaofperiodogramsofstationaryprocesses,TheAnnalsofStatistics,37:2676-2695.9.Liu,W.D.andLin,Z.Y.(2009),Strongapproximationforaclassofstationaryprocesses,StochasticProcessesandtheirApplications,119:249-280.10.Liu,W.D.,Lin,Z.Y.andShao,Q.M.(2008),TheasymptoticdistributionandBerry-Esseenboundofanewtestforindependenceinhighdimensionwithanapplicationtostochasticoptimization,TheAnnalsofAppliedProbability,18:2337-2366.