Name: Zhang Lvou
Title: Assistant Researcher
Research Direction: Factor models, non-parametric models, non-asymptotic analysis.
Courses Taught:
E - mail：zhanglvou@sufe.edu.cn
Research Field
Non-asymptotic analysis and application of factor models, clustering analysis of semiparametric mixed models, etc.
Education Experience
2014.8-2020.8 Colorado State University PhD in Statistics
2010.9-2014.6 University of Science and Technology of China Bachelor of Science (Statistics)
Work Experience
2020.11 to present Shanghai University of Finance and Economics Assistant Researcher
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.
