| 教授 | 電話： |
| 電子郵件：jiangrong@suibe.edu.cn |
教育背景
博士（應用數學），2014，同濟大學
學士（統計學），2009，同濟大學
研究領域
大數據統計、在線數據統計分析、分布式計算、分位數回歸、非參數/半參數模型
主講課程
《金融數據風險建?！?/p>
簡介
上海對外經貿大學統計與信息學院教授，碩士生導師。2014年在東華大學統計系任教，2017-2018年在英國布魯奈爾大學做訪問學者，2024年11月進入上海對外經貿大學統計與信息學院任教。擔任全國工業統計學教學研究會金融科技與大數據技術分會理事。主要從事大數據建模、分位數回歸和在風險管理中的應用研究。在統計學國際著名期刊《Journal of the Royal Statistical Society: Series B》《Journal of Business & Economic Statistics》《Journal of Financial Econometrics》《Test》《Journal of Multivariate Analysis》等發表SCI和SSCI論文30余篇。主持國家自然科學基金青年基金、國家自然科學基金天元基金、教育部人文社科基金和上海市揚帆計劃。
部分發表論文
Jiang R, Yu K. (2024). Rong Jiang and Keming Yu's Discussion of “Estimating means of bounded random variables by betting”. Journal of the Royal Statistical Society: Series B, 86: 38-39.
Jiang R, Yu K. (2024). Unconditional quantile regression for streaming data sets. Journal of Business & Economic Statistics, 42: 1143-1154.
Jiang R, Liang L, Yu K. (2024). Renewable Huber estimation method for streaming datasets. Electronic Journal of Statistics, 18: 674-705.
Jiang R, Choy S, Yu K. (2024). Non-crossing quantile double-autoregression for the analysis of streaming time series data. Journal of Time Series Analysis, 45: 513-532.
Jiang R, Zhao Y. (2024). Online updating mode learning for streaming datasets. Journal of Statistical Computation and Simulation, 94: 2697-2709.
Jiang R, Yu K. (2023). No-crossing single-index quantile regression curve estimation. Journal of Business & Economic Statistics, 41: 309-320.
Jiang R, Chen S, Wang F. (2023). Quantile regression for massive data set. Communications in Statistics-Simulation and Computation. DOI: 10.1080/03610918.2023.2202840.
Jiang R, Hu X, Yu K. (2022). Single-index expectile models for estimating conditional value at risk and expected shortfall. Journal of Financial Econometrics, 20: 345-366.
Jiang R, Yu K (2022). Renewable quantile regression for streaming data sets. Neurocomputing, 508: 208-224.
Jiang R, Sun M. (2022). Single-index composite quantile regression for ultra-high-dimensional data. Test, 31: 443-460.
Jiang R, Guo M, Liu X. (2022). Composite quasi-likelihood for single-index models with massive datasets. Communications in Statistics-Simulation and Computation, 51: 5024-5040.
Jiang R, Yu K. (2021). Smoothing quantile regression for a distributed system. Neurocomputing, 466: 311-326.
Jiang R, Chen W, Liu X. (2021). Adaptive quantile regressions for massive datasets. Statistical Papers, 62: 1981-1995.
Jiang R, Peng Y, Deng Y. (2021). Variable selection and debiased estimation for single-index expectile model. Australian & New Zealand Journal of Statistics，63: 658-673.
Jiang R, Yu K. (2020). Single-index composite quantile regression for massive data. Journal of Multivariate Analysis, 180: 104669.
Jiang R, Hu X, Yu K and Qian W. (2018). Composite quantile regression for massive datasets. Statistics, 52: 980-1004.
Jiang R, Qian W, and Zhou Z. (2018). Weighted composite quantile regression for partially linear varying coefficient models. Communications in Statistics—Theory and Methods, 47: 3987-4005.
Jiang R, Qian W, Zhou Z.(2016). Weighted composite quantile regression for single-index models. Journal of Multivariate Analysis, 148: 34-48.
Jiang R, Qian W, Zhou Z.(2016). Single-index composite quantile regression with heteroscedasticity and general error distributions. Statistical Papers, 57: 185-203.
Jiang R, Qian W.(2016). Quantile regression for single-index-coefficient. Statistics and Probability Letters, 110: 305-317.
Jiang R.(2015). Composite quantile regression for linear errors-in-variables models. Hacettepe Journal of Mathematics and Statistics, 44: 707-713.
Jiang R, Zhou Z, Qian W.(2015). Generalized analysis-of-variance-type test for the single-index quantile model. Communications in Statistics—Theory and Methods, 44: 2842-2861.
Yang X, Jiang R and Qian W.(2015). Randomly weighted LAD-estimation for partially linear errors-in-variables models. Chinese Annals of Mathematics(Series B), 36：561-578.
Jiang R, Qian W, Zhou Z.(2014). Test for single-index composite quantile regression. Hacettepe Journal of Mathematics and Statistics, 43: 861-871.
Jiang R, Qian W, Li J.(2014). Testing in linear composite quantile regression models. Computational Statistics, 29: 1381-1402.
Jiang R, Zhou Z, Qian W. and Chen Y.(2013). Two step composite quantile regression for single-index models. Computational Statistics & Data Analysis, 64, 180-191.
Zhou Z, Jiang R and Qian W.(2013). LAD variable selection for linear models with randomly censored data. Metrika, 76: 287-300.
Jiang R, Qian W, Zhou Z.(2012). Variable selection and coefficient estimation via composite quantile regression with randomly censored data. Statistics and Probability Letters, 82: 308-317.
Jiang R, Zhou Z, Qian W, Shao W.(2012). Single-index composite quantile regression. Journal of the Korean Statistical Society, 41: 323-332.
Jiang R, Yang X, Qian W.(2012). Random weighting M-estimation for linear errors-in-variables models. Journal of the Korean Statistical Society, 41: 505-514.
Zhou Z, Jiang R and Qian W.(2011). Efficient quantile estimation for functional-coefficient partially linear regression models. Chinese Annals of Mathematics (Series B), 12: 729-740.
Zhou Z, Jiang R and Qian W.(2011). Variable selection for additive partially linear models with measurement error. Metrika, 74: 185-202.
姜榮, 錢偉民, 周占功. (2011). 半參數測量誤差模型中參數的隨機加權估計. 同濟大學學報(自然科學版), 39(5).
科研項目
教育部人文社會科學研究青年基金項目，高維流數據下線性分位數回歸模型的理論研究及應用，2022.09-2024.10，主持。
國家自然科學基金面上項目，多響應線性模型實驗設計的容許性、不變性和幾何刻畫，2019.01-2022.12，參與。
國家自然科學基金青年基金項目，大數據下單指標模型的統計推斷研究，2019.01-2021.12，主持。
上海市揚帆計劃，超高維數據單指標模型的變量選擇問題研究，2017.05-2020.04，主持。
國家自然科學基金天元基金項目，單指標模型估計方法的研究，2017.01-2017.12，主持。