
| 副教授 | 電話(huà): |
| 電子郵件:[email protected] |
教育背景
博士(統(tǒng)計(jì)學(xué)),2019,華東師范大學(xué)
聯(lián)合培養(yǎng)博士,2018,喬治華盛頓大學(xué)
學(xué)士(數(shù)學(xué)與應(yīng)用數(shù)學(xué)),2013,安徽工業(yè)大學(xué)
研究領(lǐng)域
非參數(shù)與半?yún)?shù)統(tǒng)計(jì)、函數(shù)型數(shù)據(jù)分析,模型平均
主講課程
應(yīng)用回歸分析、非參數(shù)統(tǒng)計(jì)、統(tǒng)計(jì)學(xué)、商務(wù)統(tǒng)計(jì)(英)、金融統(tǒng)計(jì)分析、大樣本理論(博士生)
簡(jiǎn)介
2023.8-至今 上海對(duì)外經(jīng)貿(mào)大學(xué)統(tǒng)計(jì)與數(shù)據(jù)科學(xué)學(xué)院
2020.12-2023.8 中國(guó)科學(xué)院數(shù)學(xué)與系統(tǒng)科學(xué)研究院 博士后
2019.9-2020.12 上海立信會(huì)計(jì)金融學(xué)院 講師
部分發(fā)表論文
Wenchao Xu, Jicai Liu, Jianjie Guo. Functional sufficient dimension reduction with multivariate responses: a projection averaging method and beyond. Statistics and Computing, 2026, 36: 53.
Wenchao Xu, Xinyu Zhang. From model selection to model averaging: a comparison for nested linear models. Econometric Theory, 2025, 41(5): 1163-1195.
許文超、張日權(quán)、梁華. 兩樣本廣義函數(shù)型線(xiàn)性模型的估計(jì)和半?yún)?shù)有效性. 中國(guó)科學(xué):數(shù)學(xué), 2025, 55(6): 1123-1158.
Wenchao Xu, Xinyu Zhang, Hua Liang. Linearized maximum rank correlation estimation when covariates are functional. Journal of Multivariate Analysis, 2024, 202:105301.
Wenchao Xu, Hongmei Lin, Tiejun Tong, Riquan Zhang. A new method for estimating Sharpe ratio function via local maximum likelihood. Journal of Applied Statistics, 2024, 51(1):34-52.
Wenchao Xu, Hongmei Lin, Riquan Zhang, Hua Liang. Two-sample functional linear models with functional responses. Journal of Statistical Planning and Inference, 2022, 218:85-105.
Wenchao Xu, Hui Ding, Riquan Zhang, Hua Liang. Estimation and inference in partially functional linear regression with multiple functional predictors. Journal of Statistical Planning and Inference, 2020, 209:44-61.
Wenchao Xu, Riquan Zhang, Hua Liang. Two-sample functional linear models. Statistica Sinica, 2019, 29(4):1891-1913.
科研項(xiàng)目
國(guó)家自然科學(xué)基金(青年科學(xué)基金項(xiàng)目),《多維因變量的函數(shù)型數(shù)據(jù)充分降維方法及其應(yīng)用》,2022.01-2024.12,主持,結(jié)項(xiàng)
中國(guó)博士后科學(xué)基金(第69 批面上資助),《基于投影方法的多維因變量的函數(shù)型數(shù)據(jù)充分降維》,2021.07-2022.12,主持,結(jié)項(xiàng)