上海财经大学 > 教师主页 > 教师
姓  名:胡建华
职  称:副教授
研究方向:高维数据/大数据、空间面板数据、多元分析、风险管理等
教授课程:高等数理统计、回归分析、线性模型、广义线性模型、应用时间序列、随机过程、金融计量模型、现代统计方法 .数理统计、商务统计、非参数统计
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 

         Risk Management  

教育经历
PhD.,Statistics,UniversityofWindsor,Ontario,Canada
M.A.,Statistics,UniversityofWindsor,Ontario,Canada
PhD.,AppliedProbability,CentralSouthUniversity,Hunan,China
M.S.,AppliedMathematics,CentralSouthUniversity,Hunan,China
B.S.,Mathematics,XiangtanUniversity,Hunan,China
工作经历

          2007年--至今,上海财经大学经济创新平台海外引进教师,博士生导师,常任轨副教授;

          2009年-2011年,学院风险管理教研室主任,统计与管理学院科研助理(2010);

          2009年-2011年,上海市浦江人才;

          1999年-2007年,加拿大温莎大学,数学与统计系助教、统计师、FRM;

          1982年-1999年,中南大学数学与科学学院助教、讲师、副教授。

研究成果

16.  Hu, Jianhua, Liu, L. and Liu, X. (2017). James-Stein estimation problem for a multivariate normal random matrix and an improved estimator. Linear Algebra and Its Applications, (2017), http://dx.doi.org/10.1016/j.laa.2017.06.032.

15.  Hu, Jianhua, You, J. and Zhou, X.(2017). Improved estimations of fixed effects panel data partially linear models with heteroscedastic errors. Journal of Multivariate Analysis,154,96-111. 

14.  Hu, Jianhua, Huang, J. and Qiu, F.(2017). A group adaptive elastic-net approach for variable selection in high-dimensional linear regression. Science China Mathematics, Accepted.

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

12.  Liu, X. and Hu, Jianhua (2015). Estimation of patterned covariance in multivariate linear models: An outer product least  squares approach. Statistics, 49, 408-426.

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

10.  Hu, Jianhua, Liu, F. and 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.

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

8.  Hu, Jianhua, Liu, F. and Ahmed, E.S. (2012). Estimation of parameters in the growth curve model via an outer product least squares approach for covariance. Journal of Multivariate Analysis, 108, 53-66.

7.  Hu, Jianhua, Liu, F. and 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.

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

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

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

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

2.  Hu, Jianhua and Shi, S. (2008). On the expressions of estimability in testing general linear hypotheses. Communication in Statistics –Theory and Methods, 37, 782-790.

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

奖励,荣誉

1. The award of excellent teaching (2009), the teaching fund of SHUFE.

2. The award of excellent academic papers (2008), the 15th Zhongzhen academic research fund.

社会工作

1. Referee for the National Natural Science Foundation of China (NSFC) since 2011

2. Referees for:

    Statistica Sinica, Scandinavian Journal of Statistics, Journal of Multivariate Analysis,

    Statisticss & Probability Letters, Communication in Statistics--Theory and Methods,

    Acta Mathematicae Applicatae Sinica, Chinese Journal of Applied Probability and Statistics

学术报告(2008年以来)

1. The 45th Annual Meeting of the Statistical Society of Canada, Manitoba University, Winnipeg, Canada, June 10 -14, 2017. 学术报告: "Response best subset selection and estimation in multivariate linear regression", 

2. The 44th Annual Meeting of the Statistical Society of Canada, Brock University, St. Catharines, Ontario, Canada, from May 29 to June 1, 2016.

3. The 24th International Workshop on Matrices and Statistics (IWMS 2015), Hainan Normal University, Haikou, Hainan, China, May 25-28, 2015. 学术报告: "James-Stein estimation problem for a multivariate normal random matrix and an improved estimator."

4. The 19th International Workshop on Matrices and Statistics (IWMS 2010), Shanghai, China, June  5-8, 2010. 学术报告: "Some extensions of Cochran Theorem."

5. IMS-China International Conference on Statistics and Probability 2008, Zhejiang University, Hanzhou, June11-14, 2008. 学术报告: "Estimation for an additive growth curve model with orthogonal design matrices."