上海财经大学 > 教师主页 > 教师
姓  名:胡建华
职  称:兼职特聘
研究方向:高维数据/大数据、空间面板数据、多元分析等
教授课程:高等数理统计、线性模型、广义线性模型、应用时间序列、现代统计方法等
E - mail:hu.jianhua@mail.shufe.edu.cn;电话:65901056
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 “复杂面板数据的统计建模及其推断” 11571219 国家自然科学基金面上项目 2016-2019年 50万
2 “基于样本和决策论的增长曲线模型的统计推断研究” 10971126 国家自然科学基金面上项目 2010-2012年 25万
3 “证劵市场间的相关性研究及其实证分析” 09PJD019 上海市浦江人才计划资助项目 2009-2011年 10万
研究领域

         Big Data Analysis

         Statistical Inference 

         Econometrics  

教育经历
PhD.,Statistics,UniversityofWindsor,Ontario,Canada
PhD.,Mathematics,CentralSourthUniversity,Hunan,China
 
工作经历

               现任上海财经大学数据科学与统计研究院研究员、博士生导师

               

研究成果

1.  Hu, J., Huang, J. & Qiu, F. (2018). A group adaptive elastic-net approach for variable          selection in high-dimensional linear regression. Science China Mathematics61(1): 173–188.  

2.  Xin, X., Hu, J. & Liu, L. (2017). On oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters. Journal of Multivariate Analysis, 162, 16-31.

3.  Liu, X, Liu, L. &   Hu, J. (2017). James-Stein estimation problem for a multivariate normal random matrix and an improved estimator. Linear Algebra and Its Applications, 532, 231-256.

4.  Hu, J., You, J. & Zhou, X. (2017). Improved estimations of fixed effects panel data plm with heteroscedastic errors. Journal of Multivariate Analysis, 154, 96-111.  

5. Bai, Y., Hu, J. & You, J. (2015). Panel data varying-coefficient partially linear models with both spatially and time-wise correlated errors. Statistica Sinica, 25, 275-294. 

6. Liu, F., Hu, J. & Chu, G. (2015). Estimation of parameters in the extended growth curve model via outer product LS for covariance. Linear Algebra and its Applications, 473,236-260.

7. Hu, J., Liu, F. & You, J. (2014).  Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified  intertemporal  correlation. Journal of Multivariate Analysis, 130, 64-89.

8.  Hu, J., Xin, X. & You, J. (2014). Model determination and estimation for the growth curve model via group SCAD penalty. Journal of Multivariate Analysis, 124, 199-213.

9.  Hu, J., Liu, F. & Ahmed, E.S. (2012). Estimation of parameters in the growth curve model via an outer product LS approach for covariance. Journal of Multivariate Analysis, 108, 53-66.

10.  Hu, J., Liu, F. & You, J. (2012). Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares. Journal of Statistical Planning and Inference, 142, 2017-2031.

11.  Hu, J., Yan, G. & You, J. (2011). Estimation for an additive growth curve model with orthogonal design matrices. Bernoulli, 17, 1400-1419.

12.  Hu, J. (2010). Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms. Linear Algebra and its Applications, 433,796-809.

13.  Hu, J. (2010). On the properties of explicit estimators in the extended growth curve model. Statistics, 44, 477-492.

14.  Hu, J. & Yan, G. (2008). Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model. Bernoulli, 14, 623-636.

15.  Hu, J. (2008). Wishartness and independence of matrix quadratic forms in a normal random matrix. Journal of Multivariate Analysis, 99, 555-571. 

奖励,荣誉

 

 

 

社会工作

 

 

 

学术报告(2008年以来)