上海财经大学 > 教师主页 > 教师
姓  名:李卫明
职  称:助教授/讲师
研究方向:高维统计分析,随机矩阵理论
教授课程:多元分析,时间序列分析
E - mail:li.weiming@sufe.edu.cn;电话:65901019
研究项目
序号 项目名称 项目编号 项目来源 起止时间 项目经费
1 基于随机矩阵理论的高维协方差矩阵的统计推断 11401037 国家自然科学基金青年基金 2015/01-2017/12 22万
研究领域

高维统计分析,随机矩阵谱分析,秩集抽样,舍入误差分析

教育经历
2010年
东北师范大学,博士
2006年
东北师范大学,硕士
2002年
哈尔滨师范大学,学士
工作经历

2016/07-今            上海财经大学,统计与管理学院,助教授

2013/03-2016/07   北京邮电大学,理学院,讲师

2011/03-2013/02   北京航空航天大学,数学与系统科学学院,博士后

2002/07-2011/02   长春理工大学,理学院,讲师

 

研究成果

[1]. Li, W.M. & Bai, Z.D. Rounded data analysis based on multi-layer ranked set sampling, Acta Mathematica Sinica (English Series), 27, 2507-2518, 2011.

[2]. Li, W.M. & Bai, Z.D. Analysis of accumulated rounding errors in autoregressive processes, Journal of Time Series Analysis, 32, 518-530, 2011.

[3]. Li, W.M., Liu, T.Q. & Bai, Z.D. Rounded data analysis based on ranked set sample, Statistical Papers, 53, 439-455, 2012.

[4]. Li, W.M., Chen, J.Q., Qin, Y.L., Yao, J.F. & Bai, Z.D. Estimation of the population spectral distribution from a large dimensional sample covariance matrix, Journal of Statistical Planning and Inference, 143, 1887-1897, 2013.

[5]. Li, W.M. Local expectations of the population spectral distribution of a high-dimensional covariance matrix, Statistical Papers, 55, 563-573, 2014.

[6]. Li, W.M. & Yao, J.F. A local moment estimator of the spectrum of a large dimensional covariance matrix, Statistica Sinica, 24, 919-936, 2014.

[7]. Li, W.M. & Qin, Y.L. Hypothesis testing for high-dimensional covariance matrices. Journal of Multivariate Analysis, 128, 108-119, 2014.

[8]. Li, W.M. & Yao, J.F. On generalized expectation based estimation of a population spectral distribution from high-dimensional data. Annals of the Institute of Statistical Mathematics, 67, 359-373, 2015.

[9]. Tian, X.T., Lu, Y.T. & Li, W.M. A robust test for sphericity of high dimensional covariance matrices. Journal of Multivariate Analysis, 141, 217-227, 2015.

[10]. Li, W.M. & Liu, Z. A test for the complete independence of high-dimensional random vectors. Journal of Statistical Computation and Simulation. 86, 3135-3140, 2016.

[11]. Qin, Y.L. & Li, W.M. Testing the order of a population spectral distribution for high-dimensional data. Computational Statistics & Data analysis, 95, 75-82, 2016.

[12]. Li, W.M., Chen, J.Q., Yao, J.F. Testing the independence of two random vectors where only one dimension is large. Statistics, 51, 141-153, 2017.

奖励,荣誉
社会工作

Annals of Statistics, Bernoulli, Journal of Multivariate analysis 等杂志审稿人

学术报告(2008年以来)

2013/08 The 59th World Statistics Congress, Hong Kong, Invited talk, On generalized expectation based estimation of a population spectral distribution from high-dimensional data.

2014/07 The 3rd Institute of Mathematical Statistics APRM, Tai Wan, Contributed talk, Hypothesis testing for high-dimensional covariance matrices.

2016/12 The 10th ICSA international conference, China, Shanghai, Invited talk, On an example where the MP law does not hold.