人员队伍

李曾

副教授
0755-88015671
商学院大楼303
  • 简历
  • 科研
  • 教学
  • 发表著论

个人主页：https://faculty.sustech.edu.cn/liz9/


个人简介：

李曾，博士，副教授。2017年于香港大学获得博士学位，随后赴美国华盛顿大学（2017/04-2017/08）和美国宾州州立大学（2017/10-2019/08）从事博士后研究工作。主要研究方向包括高维数据分析与统计推断，随机矩阵理论与应用，以及高维时间序列分析。已在The Annals of Statistics, Journal of Multivariate Analysis, Scandinavian Journal of Statistics, Journal of Time Series Analysis 等国际知名统计学期刊上发表论文。


工作经历：

2021/01 - 今              南方科技大学统计与数据科学系，副教授

2019/09 - 2020/12     南方科技大学统计与数据科学系，助理教授

2017/10 - 2019/09     美国西宾夕法尼亚州立大学统计系， 博士后 

2017/04 - 2017/08     美国华盛顿大学统计系， 助理研究员 


教育经历：

2012/09 - 2017/04    香港大学，统计与精算学系， 博士

2009/09 - 2012/07    中国人民大学，统计学院，硕士 

2005/09 - 2009/07    北京师范大学，数学科学学院，学士








研究领域：

高维统计分析

随机矩阵理论

时间序列分析


发表文章：


  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.


2021春季  高维统计分析

2019 & 2020秋季   统计计算与软件




  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.