
姓 名:张吕欧
职 称:助理研究员
研究方向:因子模型,非参数模型,非渐进分析。
教授课程:
E - mail:zhanglvou@sufe.edu.cn
因子模型的非渐进分析和应用,半参数混合模型的聚类分析等。
2014.8-2020.8 科罗拉多州立大学 统计学博士
2010.9-2014.6 中国科学技术大学 理学学士(统计学)
2020.11至今 上海财经大学 助理研究员
L. Zhang, W. Zhou, and H. Wang. (2022). Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications. Bernoulli, 28(2), 1224–1249.
Lyuou Zhang, Wen Zhou, Haonan Wang (2021) A semiparametric latent factor model for large scale temporal data with heteroscedasticity, Journal of Multivariate Analysis, 186, 104786
L. Zhang, W. Zhou, and H. Wang. (2019+). Estimation and inference of a heteroskedasticity model with latent semiparametric factors for panel data analysis. Under review for Electronic Journal of Statistics.
Lyuou Zhang, Wen Zhou, Boxiang Wang and Hui Zou. (2022+). CESME: Cluster analysis with latent semiparametric mixture models. Under review of the Annals of Statistics.
Lyuou Zhang, Wen Zhou, Haonan Wang (2022+). Optimal segmentation of large panel data with divergent number of communities using multiple channel factor model. Under review of the Annals of Statistics.
C. Zheng, L. Zhang, W. Zhou, and W.-X. Zhou. A unified nonparametric procedure on detecting spurious discoveries for sparse signals in diverging dimensions. Under preparation.


