Dr. Jinyuan Chang
 
    School of Statistics 
  Southwestern University of Finance and Economics 
  Area B, Tongbo Building, 555 Liutai Avenue, 
Wenjiang District, Chengdu, Sichuan Province, China 611130
   Email: changjinyuan [AT] swufe [DOT] edu [DOT] cn 
 

        
                                          

Biography

     I was born in Chongqing and raised in Chengdu, China. I had my senior middle school education at Chengdu No. 7 High school. Then, I attended School of Mathematical 
     Science at Beijing Normal University in 2005 and got my Bachelor's degree of Science in Statistics in June 2009. Then, I went to Guanghua School of Management at
     Peking University for PhD study under the supervision of Prof. Song Xi Chen. I obtained the Doctor degree of Philosophy in Economics in July 2013. From September 2013
     to Feburary 2017, I had a research fellow position in Department of Mathematics & Statistics at the University of Melbourne under supervision of the late Prof. Peter Hall.
     Now, I am an Associate Professor of Statistics and Econometrics at Southwestern University of Finance and Economics.

Research Interests

  • High Dimensional Data Analysis
  • Empirical Likelihood and Its Application
  • Financial Econometrics
  • Functional Data Analysis

Professional Servies

  • Associate Editor of Statistica Sinica (Since 2017.08)

Professional Memberships

  • American Statistical Association
  • Institute of Mathematical Statistics
  • International Chinese Statistical Association
  • The Econometric Society

Research Papers

     Peer-Reviewed
     
     10.  Chang, J., Zheng, C., Zhou, W.-X. & Zhou, W. (2017). Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity, Biometrics, in press. Available at 
            arXiv:1406.1939.
              Biometrics, Vol. 73, 31–41. (Original title "Bootstrap tests on high dimensional covariance matrices with applications to understanding gene clustering")  
       8.  Chang, J., Yao, Q. & Zhou, W. (2017). Testing for high-dimensional white noise using maximum cross-correlations, Biometrika, Vol. 104, pp. 111–127.            
       7.  Chang, J., Shao, Q.-M. & Zhou, W.-X. (2016). Cram\´er-type moderate deviations for Studentized two-sample U-statistics with applications, The Annals of Statistics, Vol. 44, pp. 1931–1956.
       6.  Chang, J., Tang, C. Y. & Wu, Y. (2016). Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood, The Annals of Statistics, Vol.
            44, pp. 515–539.
       5.  Chang, J., Guo, B. & Yao, Q. (2015). High dimensional stochastic regression with latent factors, endogeneity and nonlinearity, Journal of Econometrics, Vol. 189, pp. 297–312.
       4.  Chang, J. & Hall, P. (2015). Double-bootstrap methods that use a single double-bootstrap simulation, Biometrika, Vol. 102, pp. 203–214.
       3.  Chang, J., Chen, S. X. & Chen, X. (2015). High dimensional generalized empirical likelihood for moment restrictions with dependent data, Journal of Econometrics, Vol. 185, pp. 283–304.
       2.  Chang, J., Tang, C. Y. & Wu, Y. (2013). Marginal empirical likelihood and sure independence feature screening, The Annals of Statistics, Vol. 41, pp. 2123–2148.
       1.  Chang, J. & Chen, S. X. (2011). On the approximate maximum likelihood estimation for diffusion processes, The Annals of Statistics, Vol. 39, pp. 2820–2851.
 
     Review Papers & Invited Discussion
    
       1.  Chang, J., Guo, J. & Tang, C. Y. (2017). Peter Hall's contribution to empirical likelihood, Statistica Sinica, in press. 
 
     Under Review
 
       1.  Chang, J., Guo, B. & Yao, Q. (2014). Principal component analysis for second-order stationary vector time series. 
       2.  Chang, J., Qiu, Y., Yao, Q. & Zou, T. (2016). On the statistical inference for large precision matrices with dependent data.
       3.  Chang, J., Delaigle, A., Hall, P. & Tang, C. Y. (2016). A frequency domain analysis of high-frequency financial data.
       4.  Chang, J., Tang, C. Y. & Wu, T. T. (2017). A new scope of penalized empirical likelihood with high-dimensional estimating equations.

Fellowships and Honors

  1. IMS Travel Award, Jul. 2015, Institute of Mathematical Statistics
  2. IMS Travel Award, Jul. 2014, Institute of Mathematical Statistics
  3. Zhong Jia Qing Award, Oct. 2013, Chinese Mathematical Society
  4. Procter Gamble Award, May. 2013, Chinese Association of Probability and Statistics
  5. National Scholarship, Dec. 2012, Ministry of Education of the People’s Republic of China
  6. Laha Award, Jul. 2012, Institute of Mathematical Statistics
  7. National Scholarship, Nov. 2008, Ministry of Education of the People’s Republic of China
  8. Meritorious Winner of Mathematical Contest in Modeling, Mar. 2008, The Consortium for Mathematics and Its Applications, U.S.A.
  9. The First Prize of National High School Mathematics Contest, Dec. 2004, Chinese Mathematical Society






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