Name: Hu Jianhua
Title: Researcher
Research Direction: High-dimensional data/Big data, Spatial panel data, Multivariate analysis, etc.
Courses Taught: Advanced Mathematical Statistics, Linear Models, Generalized Linear Models, Applied Time Series, Modern Statistical Methods, etc.
E - mail: hu.jianhua@mail.shufe.edu.cn; Phone: 65901056
Research Project
Serial Number | Project Name | Project Number | Project Source | Start and End Time | Project Funding |
1 | "Statistical Modeling and Inference of Complex Panel Data" | 11571219 | National Natural Science Foundation General Project | 2016-2019 Year | 500,000 |
2 | "Statistical Inference Study of Growth Curve Models Based on Samples and Decision Theory" | 10971126 | National Natural Science Foundation General Project | 2010-2012 Year | 250,000 |
3 | “Research on the Correlation Between Securities Markets and Its Empirical Analysis” | 09PJD019 | Shanghai Pujiang Talent Program Funding Project | 2009-2011年 | 100,000 |
4 | "Data Intelligence and Management Interdisciplinary Innovation and Intelligence Base" | B25066 | China 111 Base | 2025-2029年 | 500,000 |
Research Field
High-Dimensional Regression and Variable Selection in Big Data Analysis
Spatial Modeling and Statistical Inference in Spatial Econometrics
Deep Neutral Network in Statistical Learning
Multivariate Statistical Analysis;
Educational Background
PhD., Statistics, University of Windsor, Ontario, Canada
PhD, Mathematics, Central South University, Hunan.
Master's, Mathematics, Central South University, Hunan.
Bachelor's Degree, Mathematics, Xiangtan University, Hunan.
Work Experience
Current researcher and doctoral supervisor at the School of Statistics and Management, Shanghai University of Finance and Economics.
2007-2018, Associate Professor and Doctoral Supervisor, School of Statistics and Management, Shanghai University of Finance and Economics
1982-1999, Central South University Teaching Assistant, Lecturer, Associate Professor, Master's Supervisor
1.Wang, M., Hu, Jianhua, Xia, N. and Zhou, Y. (2025). On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions. Statistica Sinica. 35(3),1737-1759.
2.Jianhua Hu, Tao Li, Xiaoqian Liu, Xu Liu (2025). Random projection-based response best-subset selector for ultra-high dimensional multivariate data
Journal of Multivariate Analysis 210, 105465.
3 Qin, X., Hu, Jianhua, Ma, S. and Wu,* M. (2024). Estimation of multiple networks with common structures in heterogeneous subgroups. Journal of Multivariate Analysis 202, 105298.
4. Hu, Jianhua, Huang,J.Liu, X. and Liu, X. (2023). Response best-subset selector for multivariate regression with high-dimensional response variables. Biometrika. 110, 205--223.
5. Hu, Jianhua, Ding, H. and Liu, X. (2023). Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances. Journal of Financial Econometrics 21(4),1169-1195.
6. Hu, Jianhua, Liu, X., Liu. X. and Xia, N (2022). Some aspects of response variable selection and estimation in multivariate linear regression. Journal of Multivariate Analysis, 188, 104821.
7. Li, T., Hu, Jianhua, You, J. and Liu, L. (2020). Statistical inference of time-varying single-index coefficient models for locally stationary time series (in Chinese). Science Sinica Mathematics, 50(11), 1609-1630.
8. Hu, Jianhua, Ding, H., Liu, L. and Feng, J. (2020). Statistical inference of locally stationary functional coefficient models. Journal of Statistical Planning and Inference, 209, 27-43.
9. Hu, J., Huang, J. & Qiu, F. (2018). A group adaptive elastic-net approach for variable selection in high-dimensional linear regression. Science China Mathematics, 61(1): 173–188.
10. Xin, X., Hu, J. & Liu, L. (2017). On oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters. Journal of Multivariate Analysis, 162, 16-31.
11. Liu, X, Liu, L. & Hu, J. (2017). James-Stein estimation problem for a multivariate normal random matrix and an improved estimator. Linear Algebra and Its Applications, 532, 231-256.
12. Hu, J., You, J. & Zhou, X. (2017). Improved estimations of fixed effects panel data plm with heteroscedastic errors. Journal of Multivariate Analysis, 154, 96-111.
13. Bai, Y., Hu, J. & You, J. (2015). Panel data varying-coefficient partially linear models with both spatially and time-wise correlated errors. Statistica Sinica, 25, 275-294.
14. Liu, F., Hu, J. & Chu, G. (2015). Estimation of parameters in the extended growth curve model via outer product LS for covariance. Linear Algebra and its Applications, 473,236-260.
15. Hu, J., Liu, F. & You, J. (2014). Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation. Journal of Multivariate Analysis, 130, 64-89.
16. Hu, J., Xin, X. & You, J. (2014). Model determination and estimation for the growth curve model via group SCAD penalty. Journal of Multivariate Analysis, 124, 199-213.
17. Hu, J., Liu, F. & Ahmed, E.S. (2012). Estimation of parameters in the growth curve model via an outer product LS approach for covariance. Journal of Multivariate Analysis, 108, 53-66.
18. Hu, J., Liu, F. & You, J. (2012). Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares. Journal of Statistical Planning and Inference, 142, 2017-2031.
19. Hu, J., Yan, G. & You, J. (2011). Estimation for an additive growth curve model with orthogonal design matrices. Bernoulli, 17, 1400-1419.
20. Hu, J. (2010). Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms.Linear Algebra and its Applications, 433,796-809.
21. Hu, J. (2010). On the properties of explicit estimators in the extended growth curve model.Statistics, 44, 477-492.
22. Hu, J. & Yan, G. (2008). Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model. Bernoulli, 14, 623-636.
23. Hu, J. (2008). Wishartness and independence of matrix quadratic forms in a normal random matrix. Journal of Multivariate Analysis, 99, 555-571.
Monograph:
1. Hu Jianhua, Liu Fuxiang, Xin Xin (2025). Growth Curve Models and Their Extensions. Science Press. Beijing.
Rewards, Honors
Special Research Fellow, Shanghai University of Finance and Economics (Nov 2018---)
Shanghai Pujiang Talent (2009-2011)
Shanghai University of Finance and Economics Excellent Teaching Third Prize (2009)
Shanghai University of Finance and Economics 15th Zhongzhen Research Excellent Paper Award (2008)
Social Work
Associate Editor of the internationally renowned statistical journal "Journal of Multivariate Analysis" (January 2019 ----)
Executive Council Member of the Big Data Science Branch of the China Society for Environmental Statistics (November 2018 ----).
National Natural Science Foundation Review Expert (2011---)
Academic Report
“Random projection-based response best-subset selector for ultra-high dimensional multivariate data” (invited speaker, 25 min), the 14th High Dimensional Data Analysis Workshop, hosted at the Central Michigan University Biological Station on Beaver Island, Aug. 19-22, 2025.
“Some Aspects of Review of Response Variable Selection in Multivariate Linear Regression” (invited presentation), April 20, 2022, MVA 50th Jubilee volume follow-up virtual meeting.
“Response variables selection in multivariate linear regression” (25min), The 4th ICSA-Canada Chapter Symposium, Queen’s University, Kingston, Canada, August9 -11, 2019.
“Response best subset selection and estimation in multivariate linear regression” (20min), The 45th Annual Meeting of the Statistical Society of Canada, Manitoba University，Winnipeg, Canada, June 10 -14, 2017.
“A generalized adaptive elastic-net for the high dimensional multivariate linear regression” (20 min), The 44th Annual Meeting of the Statistical Society of Canada, Brock University, St. Catharines, Ontario, Canada, from May 29 to June 1, 2016.
“On the James-Stein estimation in multivariate linear regression models” (20min), IWMS 2015, The 24th International Workshop on Matrices and Statistics, Hainan Normal University, Haikou, Hainan, China, May25-28, 2015.
“Variable selection and coefficient estimation in multivariate high-dimensional linear regression” (45 min), Seminar, University of New Brunswick, Canada, July 16, 2014. Visiting scholar of UNB from July 1-31, 2014.
