Faculty

LI Zeng

Associate Professor
0755-88015671
Room 303, Business School
  • Brief Biography
  • Research
  • Teaching
  • Published Works

Personal Page: https://faculty.sustech.edu.cn/liz9/en/


Brief Biography

I am currently an associate professor in the Department of Statistics and Data Science, Southern University of Science and Technology, China. My research interests cover random matrix theory and its applications to high dimensional statistical problems, including regression, change point detection and other inference problems in time series analysis. 


Professional Experience

2021/01 - present      Associate Professor    Southern University of Science and Technology

2019/09 - 2020/12     Assistant Professor     Southern University of Science and Technology

2017/10 - 2019/09     Eberly Postdoc Fellow     Pennsylvania State University

2017/04 - 2017/08     Research Assistant     University of Washington, Seattle


Education

2012/09 - 2017/04    Ph.D.     The Unviersity of Hong Kong

2009/09 - 2012/07    M.Sc.     Renmin University of China

2005/09 - 2009/07     B.Sc.     Beijing Normal University


Research Interests

Random Matrix Theory

High dimensional Statistics  

Time Series Analysis


Publications


  1. Zeng Li, Qinwen Wang, Runze Li (2021). CLT for linear spectral statistics of large dimensional Kendall rank correlation matrices, The Annals of Statistics, to appear.

  2. Zeng Li, Qinwen Wang, Chuanlong Xie, (2021). Asymptotic Normality and Confidence Intervals for Prediction Risk of the Min-norm Least Squares Estimator, in International Conference on Machine Learning (ICML), May 2021

  3. Zeng Li, Fang Han, Jianfeng Yao (2020). Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, The Annals of Statistics, 48(6), 3138-3160.

  4. Zeng Li, Jianfeng Yao, Clifford Lam, Qiwei Yao (2019). On testing for high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412.

  5. Weiming Li, Zeng Li, Jianfeng Yao (2018). Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application, Scandinavian Journal of Statistics, 5(3), 699-728.

  6. Zeng Li, Qinwen Wang, Jianfeng Yao (2017). Identifying the number of factors from singular values of a large sample auto-covariance matrix, The Annals of Statistics, 45(1), 257-288.

  7. Zeng Li, Jianfeng Yao (2016). Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics, 10(2), 2973-3010.

  8. Zeng Li, Guangming Pan, Jianfeng Yao (2015). On singular value distribution of large-dimensional auto-covariance matrices, Journal of Multivariate Analysis, 137, 119-140.

  9. Chao Yu, Yue Fang, Zeng Li, Bo Zhang, Xujie Zhao (2014). Nonparametric estimation of high-frequency spot volatility for Brownian semi-martingale with jumps, Journal of Time Series Analysis, 35(6), 572-591.


High Dimensional Statistics(2021 Spring)

Statistical Calculation and Software(2019 & 2020 Fall)



  1. Zeng Li, Qinwen Wang, Runze Li (2021). CLT for linear spectral statistics of large dimensional Kendall rank correlation matrices, The Annals of Statistics, to appear.

  2. Zeng Li, Qinwen Wang, Chuanlong Xie, (2021). Asymptotic Normality and Confidence Intervals for Prediction Risk of the Min-norm Least Squares Estimator, in International Conference on Machine Learning (ICML), May 2021

  3. Zeng Li, Fang Han, Jianfeng Yao (2020). Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, The Annals of Statistics, 48(6), 3138-3160.

  4. Zeng Li, Jianfeng Yao, Clifford Lam, Qiwei Yao (2019). On testing for high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412.

  5. Weiming Li, Zeng Li, Jianfeng Yao (2018). Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application, Scandinavian Journal of Statistics, 5(3), 699-728.

  6. Zeng Li, Qinwen Wang, Jianfeng Yao (2017). Identifying the number of factors from singular values of a large sample auto-covariance matrix, The Annals of Statistics, 45(1), 257-288.

  7. Zeng Li, Jianfeng Yao (2016). Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics, 10(2), 2973-3010.

  8. Zeng Li, Guangming Pan, Jianfeng Yao (2015). On singular value distribution of large-dimensional auto-covariance matrices, Journal of Multivariate Analysis, 137, 119-140.

  9. Chao Yu, Yue Fang, Zeng Li, Bo Zhang, Xujie Zhao (2014). Nonparametric estimation of high-frequency spot volatility for Brownian semi-martingale with jumps, Journal of Time Series Analysis, 35(6), 572-591.