上海财经大学 > 教师主页 > 教师
姓  名:冯兴东
职  称:教授
研究方向:数据降维、稳健估计、分位数回归及其应用、大数据统计计算
教授课程:数理统计、应用生存分析、高等生存分析、计算统计、分布式统计计算
E - mail:feng.xingdong@mail.shufe.edu.cn;电话:65904161
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 分位数回归过程的估计及其应用 11571218 国家自然科学基金面上项目  2016-2018年 45万
2 矩阵的数学期望以及其他统计量的维数检验 11101254 国家自然科学基金青年项目  2012-2014年 22万
3 高维数据的变量选择及在金融和生物中的应用 13PJC048 上海市浦江人才计划团队项目 2013-2015 30万
研究领域

分位数回归理论及其应用,分布式统计计算方法,矩阵数据降维理论与算法等

教育经历
2009年
美国伊利诺伊大学香槟分校统计学博士
2004年
加拿大约克大学统计学硕士
2002年
中国人民大学经济学硕士
1999年
南京大学理学士
工作经历

2015 至今  上海财经大学统计与管理学院 教授(Full professor with tenure)

2014-2015  上海财经大学统计与管理学院 副教授(Associate professor with tenure)

2012-2014  上海财经大学统计与管理学院 副教授(Associate professor without tenure)

2011-2012  上海财经大学统计与管理学院 助教授(Assistant professor)

2009-2011  美国国家统计科学研究所 博士后(Postdoc)

研究成果

Statistical Methodology

Wang, J. H., Feng, X.* and Dong, C. (2017+). Copula-based quantile regression for longitudinal data. Statistica Sinica, to appear.

Feng, X. and He, X. (2017). Robust Low-rank Data Matrix Approximations. SCIENCE CHINA Mathematics 60, 189-200. 
Feng, X. and Zhu, L. (2016). Estimation and testing of varying coefficients in quantile regression. Journal of the American Statistical Association 111, 266-274.
Yi, Y., Feng, X., and Huang, Z. (2014). Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model. Economics Letters 124, 378-381.
Feng, X., Sedransk, N., and Xia, J.Q. (2014). Calibration using constrained smoothing with applications to mass spectrometry data. Biometrics 70, 398-408.
Feng, X., Feng, Y., Chen, Y. and Small, D. S. (2014). Randomization inference for the trimmed mean of effects attributable to treatment. Statistica Sinica 24, 773-797.
Feng, X. and He, X. (2014). Statistical inference based on robust low-rank data matrix approximation. The Annals of Statistics 42, 190-210.
Wang, H. and Feng, X.* (2012). Multiple imputation for M regression with censored covariates. Journal of the American Statistical Association 107, 194-204.
Feng, X., He, X. and Hu, J. (2011). Wild bootstrap for quantile regression. Biometrika 98, 995-999.
Feng, X. and He, X. (2009). Inference on low-rank data matrices with applications to microarray data. The Annals of Applied Statistics 3, 1634--1654.
Wang, X., Liang, D, Feng, X. and Ye, L. (2007). A derivative free optimization algorithm based on conditional moments. Journal of Mathematical Analysis and Applications 331, 1337--1360.

Interdisciplinary Studies

Abbatiello, S., Mani, D., Schilling, B., Maclean, B., Zimmerman, L., Feng, X. etc. (2013). Design, Implementation, and Multi-Site Evaluation of a System Suitability Protocol for the Quantitative Assessment of Instrument Performance in LC-MRM-MS. Molecular & Cellular Proteomics 12, 2623--2639.
Xia, J.Q., Sedransk, N. and Feng, X. (2011). Variance component analysis of a multi-site study aiming at multiple reaction monitoring measurements of peptides in human plasma. Public Library of Science One 6, e14590.
Broglio, S., Schnebel, B., Sosnoff, J., Shin, S. Feng, X., He, X. and Zimmerman, J. (2010). The biomechanical properties of concussions in high school football. Medicine and Science in Sports and Exercise 42, 2064--2071.
Feng, X., Huang, S., Shou, J., Liao, B., Yingling, J. M., Ye, X., Lin, X., Gelbert, L. M., Su, E. W., Onyia, J. E. and Li, S. (2007). Analysis of pathway activity in primary tumors and NCI60 cell lines using gene expression profiling data. Genomics Proteomics and Bioinformatics 5, 15 -- 24.
Xia, Y., Campen, A., Rigsby, D. , Guo, Y., Feng, X., Su, E.W., Dalakal, M. and Li, S. (2007). A Microarray Gene Expression Database for Primary Human Disease Tissues. Molecular Diagnosis and Therapy 11, 145--149.

奖励,荣誉
社会工作

IMS、ASA会员,JASA, JRSSB, Annals of Statistics, Statistica Sinica, Bernoulli, JSPI等杂志审稿人

学术报告(2008年以来)

2016 Applied Statistics Symposium of International Chinese Statistical Association, June 2016, Atlanta, Georgia, USA, Invited Talk, Non-crossing quantile surfaces.

 

Joint Statistical Meetings 2015, August 2015, Seattle, Washington, USA, Topic Contributed Talk, Copula-based quantile regression for longitudinal data.

 

第十届全国概率统计会议概率统计学会,2015年10月,山东大学,中会报告,Estimation and testing of varying coefficients in quantile regression.

 

The 59th World Statistics Congress, August 2013, Hong Kong, Invited Talk, Estimation and testing of varying coefficients in quantile regression.

 

The 9th ICSA international conference, December 2013, Hong Kong, Invited Talk, Efficient estimation of treatment effects in high-dimensional quantile regression.

 

IMS-APRM 2012, July 2012, Tsukuba, Lbaraki, Japan, Invited Talk, Wild bootstrap for M-estimators of linear regression.

 

ENAR 2011, March 2011, Miami, Florida, USA, March 2011, Contributed Talk, Calibration using constrained smoothing with applications to mass spectrometry data.

 

Joint Statistical Meetings 2011, August 2011, Miami Beach, Florida, USA, Contributed Talk, Wild bootstrap for quantile regression.

 

Joint Statistical Meetings 2010, August 2010, Vancouver, BC, Canada, Topic Contributed Talk, Constrained smoothing of scatterplots with applications to mass spectrometry data.

 

Joint Statistical Meetings 2009, August 2009, Washington DC, USA, Topic Contributed Talk, Estimation of variance of least absolute deviation regression estimator with applications to protein lysate arrays.