Ph.D. Theses Supervised

Ongoing

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Lei Qi, ```Essays on the estimation of time series models'', August, 2011.

Current Institution: Hedge Fund

Jelena Bradic, ```Sparse estimation and oracle properties of regularized regression with non-polynomial dimensional covariates'', May, 2011.

Current Institution: University of California at San Diego

Yang Feng, ``High-dimensional Learning and Nonparametric Modeling'', May, 2010.

Current Institution: Columbia University

Ke Yu,``High-frequency data based asset allocation and dynamic covariance matrix modeling'', May, 2010. Current Institution: J.P. Morgan.

Current Institution: J.P. Morgan

Ying Lu, ``Advance in Statistics Theory and Methods for Social Sciences'', June, 2009, University of North Carolina at Chapel Hill.

Current Institution:  New York University

Jingjin Zhang, ``Asset Allocation with Gross Exposure Constraints and Factor Selection", Princeton University, May, 2009.

Current Institution:  Barclay Capital

Yue Niu, "Validation Tests and Estimation of GenewiseVariance for Microarray Data", Princeton University, January, 2009.

Current Institution:  University of Arizona

Clifford Lam, "Wai-Fung (Clifford) Lam, "High-dimensional profile likelihood inference and covariance matrices estimation", Princeton University, May, 2008.

Current Institution: London School of Economics and Political Sci.

Jinchi Lv, "High-dimensional variable selection and covariance matrix estimation",  Princeton University, May, 2007.

Current Institution:  University of Southern California

Yingying Fan, "Volatility matrix estimation and high-dimensional classification", Princeton University, May, 2007.

Current Institution:  University of Southern California


Jianzhong Lin, "Indirect inference for continuous-time diffusion process with discretely sampled observations",  Chinese University of Hong Kong, August, 2004.

Current Institution:  Shanghai Jiao-tong University

Tao Huang, "New developments in varying-coefficient partially linear models", University of North Carolina at Chapel Hill, May 2004.

Current Institution:  University of Virgina

Heng Peng, "Data-analytic modeling for High-dimensional statistical problem", October 2003.

Current Institution:  Hong Kong Baptist University

Run-Ze Li, "High dimensional modeling via nonconcave penalized likelihood and local likelihood",  University of North Carolina at Chapel Hill, April, 2000.

Current Institution:  Pennsylvania State University

Chunming Zhang, "Topics in Generalized Likelihood Ratio Test",  University of North Carolina at Chapel Hill, April, 2000.

Current Institution: University of Wisconsin at Madison

Jin-Ting Zhang, "Smoothed functional data analysis", University of North Carolina at Chapel Hill, July, 1999.

Current Institution: National Singapore University

Jianwei Chen, "Local quasi-likelihood estimation and optimal Bayesian sampling plans for censoring data", Chinese University of Hong Kong,  May, 1999.

Current Position: San Diego State Univ.

Wenyang Zhang, "Local polynomial fitting in nonparametric regression", Chinese University of Hong Kong, November, 1998.

Current Institution:   University of York.

Martine King, "Local likelihood and local partial likelihood in hazard regression", University of North Carolina at Chapel Hill, August, 1997.

Current Institution:  Abbott Laboratories

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.

Current Institution: University of Rochester

Ming-Yen Cheng, "On boundary effects of smooth curve estimators", University of North Carolina at Chapel Hill, April, 1994.

Current Institution: University College London