冷旋

助理教授

中国科学技术大学理学博士

电话:

电子邮件:xleng@xmu.edu.cn

办公室:A402

Office Hours:Tuesday 15:30-17:30

个人主页:http://lengxuan.weebly.com


个人简介 研究成果 研究项目

工作经历

2019.9 -   Assistant Professor, WISE & SOE, Xiamen University

2018.8-2019.5  Research Fellow, Department of Statistics, National University of Singapore

2016.8-2018.7  Postdoc, Econometric Institute, Erasmus University Rotterdam

 

研究方向

Panel quantile regressions;

Extreme value statistics in economics and finance

 

教学

高等概率论(研究生) 2019-2021

概率导论(本科生)2020

随机过程(本科生)2021

 

教育经历

2010-2016 Phd in Statistics, University of Science & Technology of China

2014-2016 Visiting Phd (CSC), Georgia Tech

1. Leng, X., Chen, H. and  Wang, W. (2021). Multi-dimensional latent group structures with heterogeneous distributions. Journal of  Econometrics, to appear

2. Huang, H., Leng, X., Liu, X. and Peng, L. (2020). Unit root test and weighted least squares estimator for an AR process with possible GARCH errors. Journal of Financial Econometrics, 18, 425-470

3.  Leng, X., Peng, L., Wang, X. and Zhou, C. (2019). Endpoint estimation for observations with normal measurement errors. Extremes, 22,71-96

4. Leng, X. and Peng, L. (2017). Testing for a unit root in Lee-Carter mortality  model. ASTIN Bulletin, 47, 715-735.

5Leng, X. and Peng, L. (2016). Inference pitfalls in Lee-Carter model for forecasting mortality. Insurance: Mathematics and Economics, 70, 58-65. 

6Leng, X., Zhuang, J. and Hu, T. (2016). Dispersive ordering for the multivariate normal distribution. Probability in the Engineering and Informational Sciences, 30, 141–152.

7.  Leng, X. and Hu, T. (2014). The closure property of 2RV under random sum. Statistics and Probability Letters, 92, 158-167.

8. Leng, X. and Hu, T. (2014). The tail behavior of randomly weighted sums of dependent random variables. Statistics and Its Interface, 7, 331-338. 

9Pan, X., Leng, X. and Hu, T. (2013). The second-order version of Karamata's theorem with applications. Statistics and Probability Letters83, 1397-1403.

国家自然科学基金青年科学基金项目:基于分位数面板回归的组类识别与估计,72001183, 2021-01至2023-12, 24万元,主持