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胡雪梅

2018年09月12日 15:05  点击:[]

个人介绍:胡雪梅,女,教授,中南大学理学博士,中国科学院数学与系统科学研究院系统科学博士后,伦敦政治经济学院统计系访问学者,重庆工商大学长江上游经济研究中心博士生导师,数学与统计学院硕士生导师,重庆市第五批高等学校优秀人才支持计划人选,美国《数学评论》评论员,重庆数学学会理事,重庆市科委项目评审专家。20086月获得中南大学概率论与数理统计理学博士学位;20124月获得中国科学院数学与系统科学研究院系统科学博士后出站证书;20087-20155月在重庆工商大学任讲师、副教授、教授;20127月在重庆工商大学任硕士生导师;201612月在重庆工商大学任博士生导师;20161210-2017126日以国家公派访问学者身份在伦敦政治经济学院统计系访问。现主持完成国家自然科学基金项目1项,主持完成12016年国家公派高级研究学者、访问学者和博士后项目,主持教育部人文社科项目1项,主持或完成6项重庆市科委或市教委项目,参与国家社科等项目6项;在Journal of Multivariate AnalysisStatistical PapersJournal of Nonparametric StatisticStatistics & Probability Letters等国内外重要期刊上发表论文30多篇,其中SCI收录20多篇。

研究方向:股价的趋势运动预测、高维数据分析、统计学习、面板数据分析、经验似然、半参数统计和随机过程统计推断

主要讲授课程:时间序列分析、应用随机过程、多元统计分析、非参数统计、SAS统计分析、统计学、概率论与数理统计

主要科研成果

一、 项目

[1]重庆市科委基础研究与前沿探索一般项目,2018jcyjA2073,非平稳随机过程的空间分析及应用,2018.8.1-2021.7.31,10万,在研,主持

[2]第五批重庆市高等学校优秀人才支持计划,基于分类方法预测股价的趋势运动,2017.12-2019.12,20万,在研,主持

[3]教育部人文社科青年项目,15YJC910002,非平稳半参数复杂数据模型的空间推断及应用,2015.07-2018.07,8万,拟结题,主持

[4]2016年国家公派高级研究学者、访问学者和博士后项目,201608500041随机过程的统计推断、半参数统计和数据分析,2016.12-2017.12A15, 完成,主持

[5]国家自然科学基金青年项目11101452广义变系数部分线性模型的统计推断,2012/01-2014/1222万元,已结题,主持.

[6]重庆市科委基础研究与前沿探索一般项目,2015jcyjA00017,非平稳随机微分方程的稳健分析及应用,2015.9 -2018.92.5万,已结题,主持.

[7]重庆市科委自然科学基金计划资助项目,2012jjA00035随机微分混合效应模型的统计推断及应用,2012/09-2015/092.5万,已结题,主持.

[8]重庆市教委科技项目,KJ110713,变系数部分线性模型的不完全数据统计分析,2011/05-2013.052.5万,已结题,主持.

[9]重庆市科委自然科学基金计划资助项目,2009BB8221,具有序列相关或异方差的半变系数模型的检验和估计,2009/08-2012.01,3万,已结题,主持.

[10]重庆市教委科技项目,KJ1400613,可积的非平稳扩散过程的稳健分析及应用,3万,2014.01-2017.04,已结题,主持.

二、论文

(1)Xuemei Hu*.Semi-parametric inference for semivarying-coefficient panel data models with individual effects. Journal of Multivariate Analysis (SCI), 2017, 154262-281.

(2)Xuemei Hu*&Weiming Yang. Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models. Statistical Papers, 2016, DOI:10.1007/s00362-016-0862-8.

(3)Xuemei Hu*. Robust estimators and robust tests for the slightly contaminated  stochastic Logistic population models. Communications in Statistics-Simulation & Computation, 2017, 26(4):2756-2768.

(4)Xuemei Hu*. The indirect method for stochastic Logistic growth  models. Communications in Statistics-Theory and Methods, 2017, 46(3):1506-1518.

(5)Xuemei Hu*. Efficient estimation for semivarying coefficient model with an invertible linear process error. Communications in Statistics-Theory and Methods , 2014,43: 3117-3134.

(6)XuemeiHu*. Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models. Communications in Statistics-Theory and Methods, 2014,43: 3927-3942.

(7)Xuemei Hu*.Empirical likelihood inference for Logistic equation with random perturbation. Journal of Systems Science and Complexity , 2014, 271–10.

(8)Xuemei Hu*. Estimation in a semi-varying coefficient model for panel data with Fixed Effects. Journal of Systems Science and Complexity, 2014, 27: 594–604.

(9)Xuemei Hu*& Xiaohui Liu. Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors. Journal of Nonparametric Statistics, 2013, 25(1):161-180.

(10)Xuemei Hu*. The block empirical likelihood method of the semivarying coefficient model with application to longitudinal data. Communications in Statistics-Theory and Methods, 2011,40(8)1342-1351.

(11)胡雪梅*&刘锋. 半参数时变系数模型的序列相关检验. 应用数学学报, 2011, 34(6):1103-1117.

(12)XuemeiHu*, Zhizhong Wang&Jizhong Gao. Admissibility and general-admissibility of linear estimates of regression coefficients in growth curve model with respect to a restricted parameter set. Journal of Mathematics, 2010, 3(1): 17-32.

(13)Xuemei Hu, Zhizhong Wang*& Zhiwei Zhao. Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models. Statistics & Probability Letters, 2009, 79(8): 1044-1052.

(14)Xuemei Hu*, Zhizhong Wang&Feng Liu. Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models. Communications in Statistics-Theory and Methods, 2009, 38: 2145-2163.

(15)Xuemei Hu*, Feng Liu &Zhizhong Wang. Testing serial correlation in semiparametric varying-coefficient partially linear errors-in-variable model. Journal of Systems Science and Complexity, 2009, 22483-494.

(16)Xuemei Hu*, Zhizhong Wang &Feng Liu. Testing serial correlation in a semiparametric varying-coefficient partially linear EV model. Acta Mathematicae Applicatae Sinica, English Series, 2008, 24(1): 99-116.

(17)Xuemei Hu*, Zhizhong Wang&Feng Liu. Zero finite-order serial correlation test in a semiparametric varying-coefficient partially linear errors-in-variables model. Statistics & Probability Letters, 2008, 78(12): 1560-1569.

(18)Tianyong Zhang, Deimei Yuan, Jiali Ma&Xuemei Hu*. Assessing white noise assumption with semi-parametric additive partial linear models. Statistical Papers, 2017,58(2):417-431.

(19)马家丽&胡雪梅*.半参数可加测量误差模型的白噪声检验. 系统科学与数学,2014,34(8):992-1002.

(20) Demei Yuan*&Xuemei Hu. A conditional version of the extended Kolmogorov-Feller weak law of large numbers. Statistics & Probability Letters, 2015, 97: 99-107.

(21)Demei Yuan*,Xuemei  Hu& BaoTao. Some results on conditionally uniformly strong mixing sequences of random variables. J. Korean Math. Soc, 2014, 51(3): 609-633.

(22)Xiaohui Liu*, Zhizhong Wang&Xuemei Hu. Estimation in partially linear single-index models with missing covariates.Communications in Statistics-Theory and Methods, 2012, 41: 3428-3447.

(23)Xiaohui Liu*, Zhizhong Wang&Xuemei Hu&B Li. Zero finite-order serial correlation test in partially linear single-index models. Journal of Systems Science and Complexity ,2012, 25: 1185-1201.

(24)Xiaohui Liu*, Zhizhong Wang&Xuemei Hu& Wang Guofu. Testing serial correlation in partially linear single-index errors-in-variables models. Communications in Statistics-Theory and Methods , 2011, 40(14): 2554-2573.

(25)Xiaohui Liu*, ZhizhongWang&Xuemei Hu. Testing heteroscedasticity in partially linear models with missing covariates. Journal of Nonparametric Statistics, 2011, 2(23): 321-337.

三、 获奖

重庆市科学技术奖二等奖,相依样本的极限理论与统计推断,4/5,参与 

 

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