上海财经大学 > 教师主页 > 教师

 姓  名:尤进红                               

 职  称:教授                     

 研究方向:数理统计,生物统计和计量经济学

 教授课程:统计建模、时间序列、数理统计

 E - mail:johnyou07@163.com                   

 电话:65901090         

研究项目

1.国家自然科学基金面上项目,11971291,复杂纵向/函数型数据的建模及一致稳健和有效统计推断, 2019/01-2023/12在研,主持。

2.国家自然科学基金面上项目11471203, 纵向数据的动态半参数建模及其统计推断, 2015/01-2018/12已结题,主持。

3.国家自然科学基金面上项目11071154, 具有多个响应的纵向数据的半参数与结构非参数统计建模及其推断, 2011/01-2013/12已结题,主持。

4.国家自然科学基金国际合作与交流项目,2011年统计与管理科学国际会议,

5.教育部新世纪优秀人才资助项目:“复杂面板数据的统计分析”,2009-2011年。

6.上海市浦江人才计划资助项目(D类):“金融风险管理和衍生品定价中的统计理论与方法及相关实证研究”,2009-2011年,30万元。

研究领域

加拿大女皇大学(University of Regina )统计学博士,上海财经大学统计与管理学院教授、博士生导师。Quality Technology and Quantitative Management (QTQM), special issue: Mathematical and Statistical Finance的客座编委(Guest Editor)。 尤进红博士有十余年的北美学习、工作经历。长期从事计量经济学、数理统计以及生物统计的科学研究。在半参数,非参数,回归建模估计,检验及其应用他们到经济学以及生物医学方面开展了许多有价值的研究工作,在国际和国内著名的统计和经济学杂志上发表学术论文四十余篇,其中三大检索论文将近三十篇。被SCI他引超过一百五十余次。参加和主持了包括商品期货交易风险监控,气候变化预测,流行病预防和预报,新药开发,多个响应面板数据建模等在内的多个国际和国内项目。其研究成果获得了国内外同行的肯定。曾获教育部新世纪人才计划支持。

教育经历


2003/09-2006/07Department of Biostatistics, University of North Carolina at Chapel Hill, U.S.A, Postdoctoral research associate fellow

1998/09- 2002/09University of Regina, Canada. Ph.D. degree in Statistics. Supervisor:

Gemai Chen

1995/09- 1999/07,华东师范大学,统计系,理学博士。导师:茆诗松

1992/09- 1995/07,华东师范大学,统计系,理学硕士。

1988/09- 1992/07,扬州师范学院,数学系,理学学士


工作经历

2009/09-目前,上海财经大学,统计管理学院,副院长,分管学科建设、研究生教学和科学研究。

2018/06-目前,上海财经大学,统计管理学院,Tenured 教授

2016/09-目前,上海财经大学,统计管理学院,研究员

2015/06-目前,上海财经大学,统计管理学院,Tenured 副教授

2009/06-2015/06,上海财经大学,统计管理学院,副教授(on tenure track

2006/09- 2009/06Department of Biostatistics, INC Research, Raliegh, U.S.A

Biostatistican

2002/09- 2003/05Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong. Research associate fellow


研究成果


Wen Li , Wenjun Yu , Heming Du , Shouguo Du,  Jinhong You , and Yiming Tang (2024) Learning Seasonal-Trend Representations and Conditional Heteroskedasticity for Time Series Analysis. Accepted by ICANN.

 

Han, Zixuan, Li, Tao, You, Jinhong and Cao, Jiguo (2024)  Functional Linear Models with Latent Factors. Accepted by Statistic Sinica.

 

Hu, L.X., Chen, B.L. and You, J.H, (2024) Locally Sparse Estimator for  Functional 

Linear  Panel   Models with Fixed Effects. Accepted by Statistical Papers.

 

王子剑、刘华、门嘉齐、尤进红(2024)具有群组效应的函数型分位数回归模型。《数学学报》,录用。

 

Zhu, N.H., You, J.H. and Xu, Q.F. (2024) Iterative Adaptive Robust Variable Selection in Nomparametric Additive Models. Accepted by  Chinese Journal of Applied Probability and Statistics.

 

Guan, X., Xu, Q.F. , You, J.H. and Zhou, Y. 2024Functional Index Coefficient Models for Locally Stationary Time Series. Accepted by Journal of Nonparametric Statistics.

 

管欣、尤进红、周勇、徐国英 (2023). 分位数回归下的动态单指标变系数模型。《数学学报》,录用。

 

Guan, X., Zhou, Y. and You, J.H. (2023). Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models. Accepted by Statistica Sinica.

 

Hu, B.Y., Liu, H., You, J.H, Cao, J.G. (2023). Simultaneous Functional Quantile Regression. Accepted by Statistica Sinica.

 

Liu, H., Cao, J.G. and You, J.H. (2023a). A Dynamic Interaction Semiparametric Function - on-Scalar Model. Journal of American Statistical Association, 541, 360-373.

 

Liu, H., Cao, J.G. and You, J.H. (2023b), Functional L-Optimality Subsampling for Massive Data. Journal of Machine Learning Research, 24, 1-41.

 

Huang, Q., You, J.H. and Zhang, L.W. (2022). Time-varying Additive Model for

Longitudinal/Functional Data. Scandinavian Journal of Statistics. 49(2),481-916

 

Liu, S, You, J.H. and Hu, L.X. (2022). Unified Statistical Inference for a Novel Nonlinear Dynamic Functional/Longitudinal Data Models. Journal of Statistical and Planning Inference, 219,  175-188.


Zhu, N.H., Huang, T. and You, J.H. (2022). Two-stage Local Rank Estimation for Generalized Partially Linear Varying-coefficient Models. Journal of Nonparametric Statistics,34(4), 707-733.

 

Wang, S.X., Huang, T., Cheng, M.Y. and You, J.H. (2022).Nonparametric M-estimation of a Periodic Time Series with Additive Covariates and a Smooth Trend. Journal of Business & Economic Statistics,40(4),1718-1731.

 

李季杨霖、王守霞、尤进红 (2022).具有周期特征的离散时间序列的非参数可加模型。《数学学报》,65(1),177-204


王守霞, 黄涛, 尤进红 (2022) .存在趋势和周期特征的非平稳时间序列的建模及其应用。《中国科学》,51, 1-32

 

Leng, C.R, Li, R. and You, J.H. (2022). Tail Index Semiparametric Estimation. Journal of Business & Economic Statistics,40(1),82-95.

 

Pei, Y.Q., Huang, T., Peng, H. and You, J.H. (2022).Network-based Clustering for Varying Coefficient Panel Data Models. Journal of Business & Economic Statistics, 40(2). 578-594.

 

Hu, L.X., Huang, T. and You, J.H. (2021). Robust inference in varying-coefficient additive models for longitudinal/functional data.Statistica Sinica.31, 773-796.


李涛, 胡建华,尤进红 (2020).局部平稳时间序列时变单指标变系数模型及统计推断。中国科学511609-1630.


Hu, L.X., Huang, T. and You, J.H. (2019). Estimation and Identification of a Varying-Coecient Additive Model for Locally Stationary Processes. Journal of American Statistical Association, 114, 1191-1204.


Hu, L.X., Huang, T. and You, J.H. (2019). Estimation and Testing of Time-varying Additive Model for Nonstationary Time Series.Computational Statistics and Data Analysis, 130, 94-110.


Pei, Y., Huang, T. and You, J.H. (2018). Nonparametric Model for Panel Data with Fixed Effects and Locally Stationary Regressors. Journal of Econometrics, 202(2), 286-305.


Li, R., Leng, C.L. and You, J.H. (2017). A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors. Scandinavian Journal of Statistics, 44,932-950.


Li, R., Wan, A. and You, J.H. (2016). Semiparametric GMM Estimation and Variable Selection in Dynamic Panel Data Models with Fixed Effects. Computational Statistics and Data Analysis. 100, 401-423.


Hu, J.H., Zhou, X. and You, J.H. (2017) Efficient Estimation of Fixed Effects Panel Data Partially Linear Models with Heteroscedastic Errors. Journal of Multivariate Analysis, 154, 96-111.


Liu, S., Lian, H. and You, J.H. (2017). Time-Varying Nonparametric Mean-Covariance Regression Analysis for Longitudinal Data. Journal of Multivariate Analysis, 156, 116-136.


Wan, A., You, J.H. and Zhang, R.Q. (2016). A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors. Econometric Reviews. 35(5), 894–928.



奖励,荣誉

1.2015年获上海财经大学教学成果二等奖:应用统计专业硕士培养模式改革与创新。

2.指导的博士论文“带测量误差的半参数以及结构非参数模型的统计推断”获得2013上海市优秀博士论文

3.2013年获上海市教委教学成果二等奖:校企联动培育创新型统计人才的实践研究。

4.20112012年度获上海财经大学先进工作者称号。

5.2010年获上海财经大学科研“中振奖”1 项。获奖论文“Statistical inference in a panel data semiparametric regression model with serially correlated errors”。


社会工作
学术报告(2008年以来)