林路 教授
山东大学中泰证券金融研究院教授，博士生导师




现任职务:
山东大学中泰证券金融研究院 副院长


荣誉与奖励:


研究方向:
非参数统计、高维统计模型、稳健统计、金融统计


联系方式:
通讯地址：中国济南 山大南路27号 山东大学数学学院（250100）
办公电话：+86-
E-mail：linlu@sdu.edu.cn

其他信息:
主页：http://www.maths.sdu.edu.cn/institute-of-probability-theory-and-mathematical-statistics/linlu

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林路 教授
山东大学中泰证券金融研究院教授，博士生导师




现任职务:
山东大学中泰证券金融研究院 副院长


荣誉与奖励:


研究方向:
非参数统计、高维统计模型、稳健统计、金融统计


联系方式:
通讯地址：中国济南 山大南路27号 山东大学数学学院（250100）
办公电话：+86-
E-mail：linlu@sdu.edu.cn

其他信息:
主页：http://www.maths.sdu.edu.cn/institute-of-probability-theory-and-mathematical-statistics/linlu

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林路 教授
山东大学齐鲁证券金融研究院教授，博士生导师

研究方向:
非参数统计、高维统计模型、稳健统计、金融统计

主持承担的科研项目:
[8] 2016-2019. 主持国家自然科学基金项目：分布不确定条件下若干统计推断问题的研究。
[7] 2012-2015. 主持国家自然科学基金项目：非稀疏高维模型的重建和相合统计推断的研究。
[6] 2010-2012. 主持山东省自然科学基金重点项目：高维复杂统计模型的基础理论及应用研究。
[5] 2008-2010. 主持国家自然科学基金项目：高维非参数和半参数统计模型中自适应方法的研究。
[4] 2008-2010. 主持博士点基金项目：倒向随机微分方程中的统计推断问题。
[3] 2007-2009. 主持山东省自然科学基金项目：倒向随机微分方程中的统计估计和检验问题的研究。
[2] 2007-2011. 国家973项目的主要成员。
[1] 2004-2006. 主持国家自然科学基金项目：有讨厌参数模型的经验似然和拟似然及基本有效性的研究。
国际学术会议报告:

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林路 教授
山东大学齐鲁证券金融研究院教授，博士生导师

论文:
[1]　Upper Expectation Parametric Regression.(accepted)　　Statistica Sinica. 2016 　　()
[2]　Optimal variance estimation based on lagged second-order difference in nonparametric regression.(accepted)　Comput Stat. 2016 (with Wenwu Wang, Li Yu)　　()
[3]　Inference for biased models: A quasi-instrumental variable approach.(2016)　Journal of Multivariate Analysis. 145, 22–36. 2016 (with Lixing Zhu,Yujie Gai)　　()
[4]　Variable selection for varying coefficient models via kernel based regularized rank regression.(2016)　Acta Mathematicae Applicatae Sinica –English Series. 2016 (with Kangning Wang)　　()
[5]　Robust and efficient direction identification for a groupwise additive multiple-index models and its applications.(2016)　2016 (with Kangning Wang)　　()
[6]　Robust structure identification and variable selection in partial linear varying coefficient models.(2016)　 Journal of Statistical Planning and Inference. 174, 153-168. 2016 (with Kangning Wang)　　()
[7]　Mean volatility regression. (2016)　Journal of Systems Science and Complexity. 2016 (with Li, F., Zhu, L. and Hardle, W. K.)　　()
[8]　变量约束工具变量回归及其在期权定价和投资组合中的应用.(2016)　中国科学: 数学，第46卷，第1 期: 1-16. 2016 (with 林晨，张齐，张晓灵)　　()
[9]　空间非参回归的变量选择.(2016)　中国科学: 数学2016 年第46 卷第3 期: 301-320. 2016 (with 王康宁)　　()
[10]　Adaptive conditional feature screening.(2016)　Computational Statistics and Data Analysis 94, 287–301. 2016 (with Jing Sun)　　()
[11]　K-sample upper expectation linear regression.(2016)　Journal of Statistical Planningand Inference, 170, 15–26. 2016 (with Yufeng,Shi, Xin Wang and Shuzhen Yang)　　()
[12]　Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data.(2015)　Journal of Statistical Computation and Simulation. 85: 1459-1473. 2015 (with Kangning Wang)　　()
[13]　Derivative Estimation Based on Difference Sequence via Locally Weighted Least Squares Regresson.(2015)　Journal of Machine Learning Research. 16, 2617-2641, 2015 (with Wenwu Wang)　　()
[14]　Heteroscedasticity Checks for Single Index Models.(2015)　Journal of Multivariate Analysis. 136, 41–55, 2015 (with Xuehu Zhu, Xu Guo and Lixing Zhu)　　()
[15]　The dual and degrees of freedom of linearly constrained generalized lasso.(2015)　Computational Statistics and Data Analysis, 86, 13-26, 2015 (with Qinqin Hu, Peng Zeng)　　()
[16]　Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data(2014)　 Communications in Statistics - Theory and Methods, 2015, 44, 2243-2266, 2014 (with Kangning Wang)　　()
[17]　Local linear-additive estimation for multiple nonparametric regressions.(2014)　Journal of Multivariate Analysis.123, 252–269, 2014 (with Yunquan Song, Zhao Liu).　　()
[18]　New efficient estimation and variable selection in models with single-index structure.(2014)　Statistics and Probability Letters.89, 58-64 (with Kangning Wang)　　()
[19]　The Dantzig Discriminant Analysis with High Dimensional Data.(2014)
　Communications in Statistics - Theory and Methods, 43, 5012-5025, 2014 (with Yanli Zhang, Lei Huo)　　()
[20]　Terminal-dependent statistical inferences for FBSDE.(2014)　Stochastic analysis and applications. 32, 128–151, 2014 (with Qi Zhang)　　()
[21]　Local rank estimation and related test for varying-coefficient partially linear models.(2013)　Journal of Nonparametric Statistics. 26, 187-206, 2013 (with Jing Sun)　　()
[22]　Model selection consistency of Dantzig selector.(2013)　Statistica Sinica 23, 615-634, 2013 (with Yujie Gai, Lixing Zhu)　　()
[23]　Nonparametric feature screening.(2013)　Computational Statistics & Data Analysis. 67, 162–174, 2013 (with Jing Sun and Lixing Zhu)　　()
[24]　Empirical likelihood inference for stimating equation with missing data.(2013)　Science China, Mathematics, 56, 1233-1245, 2013 (with Xiuli Wang, Fang Chen )　　()
[25]　Weighted local linear composite quantile estimation for the case of general error distributions.(2013)　Journal of Statistical Planningand Inference, 143, 1049–1063, 2013 (with Jing Su, Yujie Gai)　　()
[26]　Variable selection and parameter estimation for partially linear models via Dantzig selctor.(2013)　Metrika, 76, 225-238, 2013 (with Feng Li and Yuxia Su)　　()
[27]　Empirical Likelihood Analysis of Longitudinal Data Involving Within-subject Correlation.(2012)　Acta Mathematicae Applicatae Sinica, English Series, Vol. 28, 731-744, 2012 (with Hu Shang)　　()
[28]　Empirical Likelihood for Varying Coefficient Partially Linear Model with Diverging Number of Parameters.(2012)　Journal of Multivariate Analysis. 105, 85-111, 2012 (with Gaorong Li and Lixing Zhu)　　()
[29]　Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression.(2011)　Journal of Statistical Planningand Inference, 141, 3780–3792, 2011 (with Feng Li, Lixing, Zhu)　　()
[30]　Simulation-based two-stage estimation for multiple nonparametric regression.(2011)　Computational Statistics & Data Analysis, 55(3), 1367-1378, 2011 (with Qi Zhang, Feng Li, Xia Cui)　　()
[31]　Consistent inference for biased sub-model of high-dimensional partially linear model.(2011)　 Journal of Statistical Planning and Inference. 141, 1888-1898, 2011 (with Yujie Gai and Xiuli Wang)　　()
[32]　 Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models.(2011)　Metrika, 73, 171-185, 2011 (with Xiuli Wang, Gaorong Li )　　()
[33]　Bias-corrected empirical likelihood in a multi-link semiparametric model. (2010)　 J. Multivariate Anal. 101, 850-868, 2010 (withZhu, L., Cui, X., Li, G. R. )　　()
[34]　Bias-corrected smoothed score function for single-index models. (2010)　Metrika, 71, 45-58, 2010 (with Qiang Chen and Zhu, L. X.)　　()
[35]　An adaptive two-stage estimation method for additive models.(2009)　Scand. J. Statist. 36, 248-269, 2009 (with Xia Cui and Lixing Zhu)　　()
[36]　Adaptive global confidence band for nonparametric regression: an empirical likelihood method.(2009)　Statistica Sinica, 20, 1771-1787, 2009 (with Lixing Zhu and Qiang Chen)　　()
[37]　 Covariate-adjusted nonlinear regression. (2009)　Annals of Statistics, 37, 1839-1870, 2009 (with Cui，X., Guo, W. S. and Zhu, L. X.)　　()
[38]　Stable and bias-corrected estimation for nonparametric regression models.(2008)　 Journal of Nonparametric Statistics, 20, 283-303, 2008 (with Li Feng)　　()
[39]　Proper Bayesian estimating equation based on Hilbert Space method. (2008)　Statistics and Probability Letters. 78,1119-1127, 2008 (with Tan, L.) 　　()
[40]　Blockwise bootstrap wavelet estimation for nonparametric regression with weakly dependent processes.(2008)　Metrika 67, 31-48, 2008 (with Fan, Y. Z and Tan, L.)　　()
[41]　Unbiased quasi-regression. (2007)　China. Ann. Math. 28(B) (2),177-186, 2007 (with Yang, G. J. and Zhang, R. C.)　　()
[42]　Stahel-Donoho kernel estimation for fixed design nonparametric regression models.(2006)　Science in China Series A: Mathematics, 49(12), 1879-1896, 2006 (with Cui, X.)　　()
[43]　Robust Estimating Equation Based on Statistical Depth. (2006)　Statistical Papers, 47, 263-278, 2006 (with Chen, M. H.)　　()
[44]　Profile empirical likelihood for parametric and semi-parametric models. (2005)　Ann. Inst. Statist. Math. 57(3), 485-505, 2005 (with Zhu, L. X. and Yuen, K. C.)　　()
[45]　Robust depth-weighted wavelet for nonparametric regression models. (2005)　Acta Mathematica Sinica, English Series, 21, 585 - 592.　2005　()
[46]　Iterative quasi-likelihood for seemingly unrelated regression systems.(2005)　Chin. Ann. Math. 26(B) (3),335-346, 2005. 　　()
[47]　Generalized Quasi likelihood. (2004)　Statistical Papers, 45,529-544.　2004　()
[48]　 Maximum Information and Optimum Estimating Function. (2003)　Chin. Ann. Math. 24B, 349-358.　2003　()
[49]　 Profile Quasi-likelihood.(2002)　 Statistics and Probability Letters. 56, 147-154, 2002 (with Zhang, R. C.)　　()
[50]　Blockwise empirical likelihood for weakly dependent processes. (2001)　Statistics & Probability Letters. 53: 143-152, 2001 (With Zhang, R. C.)　　()

专著:

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林路 教授
山东大学齐鲁证券金融研究院教授，博士生导师

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