• Yingying Fan, `Volatility matrix estimation and high-dimensional classification'', Princeton University, May, 2007.
  
  
• Jianzhong Lin, ``Indirect inference for continuous-time diffusion process with discretely sampled observations'',  Chinese University of Hong Kong, August, 2004.
  
  
• Tao Huang, ``New developments in varying-coefficient partially linear models'', University of North Carolina at Chapel Hill, May 2004.
  
  
• Heng Peng, ``Data-analytic modeling for High-dimensional statistical problem'', October 2003.
  
  
• Run-Ze Li, ``High dimensional modeling via nonconcave penalized likelihood and local likelihood'',  University of North Carolina at Chapel Hill, April, 2000.
  
  
• Chuming Zhang, "Topics in Generalized Likelihood Ratio Test",  University of North Carolina at Chapel Hill, April, 2000.
  
  
• Jin-Ting Zhang, ``Smoothed functional data analysis'', University of North Carolina at Chapel Hill, July, 1999.
  
  
• Jianwei Chen, ``Local quasi-likelihood estimation and optimal Bayesian sampling plans for censoring data'', Chinese University of Hong Kong,  May, 1999.
  
  
• Wen-yang Zhang, ``Local polynomial fitting in nonparametric regression'', Chinese University of Hong Kong, November, 1998.
  
  
• Martine King, ``Local likelihood and local partial likelihood in hazard regression'', University of North Carolina at Chapel Hill, August, 1997.
  
  
• Sheng-Kuei Lin, ``Test of significance when data are curves'', University of North Carolina at Chapel Hill, August, 1997.
  
  
• Mark Farmen, ``The smoothed boorstrap for variable bandwidth selection and some results in nonparametric logistic regression'', University of North Carolina at Chapel Hill, April, 1996.
  
  
• Li-shang Huang, ``On nonparametric estimation and goodness-of-fit'', University of North Carolina at Chapel Hill, July, 1995.
  
  
• Ming-Yen Cheng, ``On boundary effects of smooth curve estimators'', University of North Carolina at Chapel Hill, April, 1994.

Postdoctoral Fellow supervised

• Juan Gu(02-03),
• Zhong-Qi Zhang(02-03),
• Yong Zhou (01-01, 02-04),
• Heng Peng (03-06),
• Jiancheng Jiang (06-07)
• Yichao Wu (06-08)
• Sebastien De Veiga (07-08)