LI Zeng
Personal Page: http://faculty.sustc.edu.cn/profiles/liz9/en
Research Interest:
Random Matrix Theory and Applications in High dimensional Statistics
Time Series Analysis
Change-point detection
Professional Experience:
Aug 2019-present, Department of Statistics and Data Science, Southern University of Science and Technology, Assistant Professor
Oct 2017-Aug 2019, Department of Statistics, Pennsylvania State University Eberly Postdoc Fellow, mentor: Prof. Runze Li
Apr 2017-Aug 2017, Department of Statistics, University of Washington, Seattle,Research Assistant, mentor: Dr. Fang Han
Sep 2012-Mar 2017, Department of Statistics and Actuarial Science, HKU, Teaching Assistant
Educational Background:
Apr 2017, The Unviersity of Hong Kong (HKU), Ph.D., Department of Statistics and Actuarial Science Advisor: Prof. Jianfeng Yao
Sep 2012, Renmin University of China, Beijing (RUC) M.Sc., School of Statistics
Sep 2009, Beijing Normal University, Beijing (BNU), B.Sc., School of Mathematical Science,
Awards and Honors:
Sep 2012- Mar 2017, Department of Statistics And Actuarial Science, HKU Excellent Teaching Assistant Award (5 times)
Academic Services:
Referee Service. The Annals of Statistics, Journal of the Royal Statistical Society: Series B Biometrika, Statistical Sinica, Journal of Multivariate Analysis, IEEE Transactions on Signal Processing, IISE Transactions
Research Interest:
Random Matrix Theory and Applications in High dimensional Statistics
Time Series Analysis
Change-point detection
Publications:
Zeng Li, Fang Han, Jianfeng Yao (2019). Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, The Annals of Statistics, to appear.
Zeng Li, Jianfeng Yao, Clifford Lam, Qiwei Yao (2019). On testing for high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412.
Weiming Li, Zeng Li, Jianfeng Yao (2018). Joint CLT for linear spectral statistics of dependent large dimensional sample covariance matrices, Scandinavian Journal of Statistics, 45(3), 699-728.
Zeng Li, Qinwen Wang, Jianfeng Yao (2017). Identifying number of factors from singular values of lagged sample auto-covariance matrix, The Annals of Statistics, 45(1), 257-288.
Zeng Li, Jianfeng Yao (2016). Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics, 10(2), 2973-3010.
Zeng Li, Guangming Pan, Jianfeng Yao (2015). On singular value distribution of large-dimensional auto-covariance matrices, Journal of Multivariate Analysis, 137, 119-140.
Chao Yu, Yue Fang, Zeng Li, Bo Zhang, Xujie Zhao (2014). Nonparametric estimation of high frequency spot volatility for Brownian semimartingale with jumps, Journal of Time Series Analysis, 35(6), 572-591.
Teaching Courses:
2019~2020 Semester 1st Statistical Calculation and Software
Zeng Li, Fang Han, Jianfeng Yao (2019). Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, The Annals of Statistics, to appear.
Zeng Li, Jianfeng Yao, Clifford Lam, Qiwei Yao (2019). On testing for high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412.
Weiming Li, Zeng Li, Jianfeng Yao (2018). Joint CLT for linear spectral statistics of dependent large dimensional sample covariance matrices, Scandinavian Journal of Statistics, 45(3), 699-728.
Zeng Li, Qinwen Wang, Jianfeng Yao (2017). Identifying number of factors from singular values of lagged sample auto-covariance matrix, The Annals of Statistics, 45(1), 257-288.
Zeng Li, Jianfeng Yao (2016). Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics, 10(2), 2973-3010.
Zeng Li, Guangming Pan, Jianfeng Yao (2015). On singular value distribution of large-dimensional auto-covariance matrices, Journal of Multivariate Analysis, 137, 119-140.
Chao Yu, Yue Fang, Zeng Li, Bo Zhang, Xujie Zhao (2014). Nonparametric estimation of high frequency spot volatility for Brownian semimartingale with jumps, Journal of Time Series Analysis, 35(6), 572-591.