李高荣 - 北京师范大学

个人简介

李高荣，教授，博士生导师。2007年7月在北京工业大学应用数理学院获得概率论与数理统计专业博士学位。多次到香港浸会大学、新加坡南洋理工大学、美国南加州大学(USC)和香港城市大学进行学术访问和交流。工作经历 2019年4月至今，北京师范大学统计学院，教授，博士生导师 2015年7月至2019年3月，北京工业大学北京科学与工程计算研究院，教授，博士生导师 2016年3月至2017年3月，美国南加州大学Marshall商学院，Postdoctoral Research Associate 2014年7月至2015年6月，北京科学与工程计算研究院，副教授，博士生导师 2009年7月至2014年6月，北京工业大学应用数理学院，副教授，博士生导师(2013年6月破格) 2007年8月至2009年6月，华东师范大学金融与统计学院，博士后奖励及荣誉 2022年获北京师范大学第十二届“最受本科生欢迎的十佳教师” 2021年获第七届全国大学生统计建模大赛优秀指导教师奖 2019年度北京师范大学统计学院“优秀共产党员” 2012年破格入选北京工业大学“京华人才”支持计划 2010年入选市属高等学校人才强教深化计划“中青年骨干人才培养计划” 2010年入选北京市优秀人才培养资助计划 2008年入选上海市博士后科研资助计划

研究领域

高维统计、非参数统计和复杂数据分析、模型和变量选择、统计学习、因果推断、纵向数据分析、测量误差和经验似然等

近期论文

查看导师最新文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

专著和教材李高荣，杨宜平(2015). 纵向数据半参数模型. 北京：科学出版社. 李高荣，张君，冯三营(2016). 现代测量误差模型. 北京：科学出版社. (现代数学基础丛书，162) 李高荣，吴密霞 (2021). 多元统计分析. 北京：科学出版社. (统计与数据科学丛书，4) 代表性论文 Li Gaorong, Huang Lei, Yang Jin and Zhang Wenyang* (2022). A Synthetic Regression Model for Large Portfolio Allocation. Journal of Business & Economic Statistics, in press. Feng Sanying, Kong Kaidi, Kong Yinfei, Li Gaorong* and Wang Zhaoliang (2022). Statistical Inference of Heterogeneous Treatment Effect Based on Single-Index Model. Computational Statistics and Data Analysis, 175: 107554, DOI: 10.1016/j.csda.2022.107554. Wei Shaojie, Li Gaorong, Zhang Zhongzhan (2022). An Alternative Doubly Robust Estimation in Causal Inference Model. Communications in Mathematics and Statistics, in press. DOI: 10.1007/s40304-022-00308-4 Yuan Panxu, Feng Sanying, Li Gaorong* (2022). Revisiting Feature Selection for Linear Models with FDR and Power Guarantees. Journal of the Korean Statistical Society, in press. DOI: 10.1007/s42952-022-00179-z Wei Shaojie, Zhang Zhongzhan* and Li Gaorong (2022). Estimation of the Average Treatment Effect on the Treated with Misclassified Binary Outcome. Stat, 11(1): e422. Liu Jiamin, Li Gaorong, Zhang Jianqiang and Xu Wangli* (2022). Symmetrical Independence Tests for Two Random Vectors with Arbitrary Dimensional Graphs. Acta Mathematica Sinica, English Series, 38(4): 662-682. Feng Sanying, Li Gaorong*, Peng Heng and Tong Tiejun (2021). Varying-Coefficient Panel Data Models with Interactive Fixed Effects. Statistica Sinica, 31: 935-957. Feng Sanying, Tian Ping, Hu Yuping* and Li Gaorong (2021). Estimation in Functional Single-Index Varying Coefficient Model. Journal of Statistical Planning and Inference, 214: 62-75. Fan Yingying, Demirkaya Emre, Li Gaorong and Lv Jinchi (2020). RANK: Large-Scale Inference with Graphical Nonlinear Knockoffs. Journal of the American Statistical Association, 115(529): 362-379. Feng Sanying, Li Gaorong*, Tong Tiejun and Luo Shuanghua (2020). Testing for Heteroskedasticity in Two-Way Fixed Effects Panel Data Models. Journal of Applied Statistics, 47(1): 91-116. Chen Ranran, Li Gaorong* and Feng Sanying (2020). Testing for Covariance Matrices in Time-Varying Coefficient Panel Data Models with Fixed Effects. Journal of the Korean Statistical Society, 49: 82-116. Zhang Jun, Yang Yiping, Li Gaorong* (2020). Logarithmic Calibration for Multiplicative Distortion Measurement Errors Regression Models. Statistica Neerlandica, 74: 462-488. 何胜美，李高荣，许王莉* (2020). 基于秩能量距离的超高维特征筛选研究. 统计研究，37(8): 117-128。 Yue Lili, Li Gaorong* and Lian Heng (2019). Identification and Estimation in Quantile Varying-Coefficient Models with Unknown Link Function. Test, 28(4): 1251-1275. Yue Lili, Li Gaorong*, Lian Heng and Wan Xiang (2019). Regression Adjustment for Treatment Effect with Multicollinearity in High Dimensions. Computational Statistics and Data Analysis, 134: 17-35. Zhang Shen, Zhao Peixin*, Li Gaorong and Xu Wangli (2019). Nonparametric Independence Screening for Ultra-high Dimensional Generalized Varying Coefficient Models with Longitudinal Data. Journal of Multivariate Analysis, 171: 37-52. Zhang Jun, Niu Cuizhen, Li Gaorong (2019). Exploring the Constant Coefficient of a Single-Index Variation. Brazilian Journal of Probability and Statistics, 33(1): 57-86. Yang Yiping, Tong Tiejun and Li Gaorong* (2019). SIMEX Estimation for Single-Index Model with Covariate Measurement Error. AStA Advances in Statistical Analysis, 103:137-161. (The paper has been recognized as a highly cited paper in ISI Web of Science) Zhang Jun, Lin Bingqing* and Li Gaorong (2019). Nonlinear Regression Models with General Distortion Measurement Errors. Journal of Statistical Computation and Simulation, 89(8): 1482-1504. Wang Zhaoliang, Xue Liugen, Li Gaorong and Lu Fei (2019). Spline Estimator for Ultra-high Dimensional Partially Linear Varying Coefficient Models. Annals of the Institute of Statistical Mathematics, 71: 657-677. 夏强, 梁茹冰, 李高荣* (2019). 参数单指标分位数自回归模型的诊断检验. 中国科学: 数学, 49: 879-898. Cheng Ming-Yen*, Feng Sanying, Li Gaorong and Lian Heng (2018). Greedy Forward Regression for Variable Screening. Australian & New Zealand Journal of Statistics, 60(1): 20-42. Zheng Zemin, Li Yang, Yu Chongxiu and Li Gaorong* (2018). Balanced Estimation for High-dimensional Measurement Error Models. Computational Statistics and Data Analysis, 126: 78-91. Guo Xu, Li Gaorong, McAleer Michael, Wong Wing-Keung* (2018). Specification Testing of Production in a Stochastic Frontier Model. Sustainability, 10, 3082, pp1-10. DOI: 10.3390/su10093082. Zhou Yan, Zhang Baoxue, Li Gaorong, Tong Tiejun and Wan Xiang* (2017). GD-RDA: A New Regularized Discriminant Analysis for High Dimensional Data. Journal of Computational Biology, 24: 1099-1111. Li Yujie, Li Gaorong*, Lian Heng and Tong Tiejun (2017). Profile Forward Regression Screening for Ultra-High Dimensional Semiparametric Varying Coefficient Partially Linear Models. Journal of Multivariate Analysis, 155: 133-150. 岳莉莉, 史建红*，李高荣 (2017). 含有测量误差的 Panel 数据模型的统计推断. 中国科学：数学, 47(9): 1077-1088. Yang Yiping, Li Gaorong* and Lian Heng (2016). Nonconcave Penalized Estimation in Partially Linear Models with Longitudinal Data. Statistics, 50(1): 43-59. Li Gaorong, Lai Peng and Lian Heng* (2015). Variable Selection and Estimation for Partially Linear Single-index Models with Longitudinal Data. Statistics and Computing, 25(3): 579-593. Li Gaorong, Lian Heng, Lai Peng and Peng Heng* (2015). Variable Selection for Fixed Effects Varying Coefficient Models. Acta Mathematica Sinica, English Series, 31(1)：91-110. Zhang Jun*, Li Gaorong and Feng Zhenghui (2015). Checking the Adequacy for A Distortion Errors-In-Variables Parametric Regression Model. Computational Statistics and Data Analysis, 83: 52-64. Yang Yiping, Li Gaorong* and Tong Tiejun (2015). Corrected Empirical Likelihood for a Class of Generalized Linear Measurement Error Models. SCIENCE CHINA Mathematics, 58(7): 1523-1536. Li Gaorong, Peng Heng*, Dong Kai and Tong Tiejun (2014). Simultaneous Confidence Bands and Hypothesis Testing in Single-index Models. Statistica Sinica, 24: 937-955. Yang Yiping, Li Gaorong and Peng Heng* (2014). Empirical Likelihood for Varying Coefficient Errors-in-Variables Models with Longitudinal Data. Journal of Multivariate Analysis, 127: 1-18. Lian Heng* and Li Gaorong (2014). Series Expansion for Functional Sufficient Dimension Reduction. Journal of Multivariate Analysis, 124: 150-165. Li Gaorong*, Lian Heng, Feng Sanying and Zhu Lixing (2013). Automatic Variable Selection for Longitudinal Generalized Linear Models. Computational Statistics and Data Analysis, 61: 174-186. Lai Peng, Li Gaorong and Lian Heng* (2013). Quadratic Inference Functions for Partially Linear Single-Index Models with Longitudinal Data. Journal of Multivariate Analysis, 118: 115-127. Li Gaorong*, Peng Heng and Tong Tiejun (2013). Simultaneous Confidence Band for Nonparametric Fixed-Effects Panel Data Models. Economics Letters, 119: 229-232. Li Gaorong*, Peng Heng, Zhang Jun and Zhu Lixing (2012). Robust Rank Correlation Based Screening. Annals of Statistics, 40(3): 1846-1877. (The paper had been recognized as a highly cited paper from 2013 to present in ISI Web of Science.) Li Gaorong, Lin Lu and Zhu Lixing* (2012). Empirical Likelihood for Varying Coefficient Partially Linear Model with Diverging Number of Parameters. Journal of Multivariate Analysis, 105: 85-111. Zhang Weiwei, Li Gaorong* and Xue Liugen (2011). Profile Inference on Partially Linear Varying-Coefficient Errors-in-Variables Models under Restricted Condition. Computational Statistics and Data Analysis, 55: 3027-3040. Li Gaorong, Xue Liugen and Lian Heng* (2011). Semi-varying Coefficient Models with a Diverging Number of Components. Journal of Multivariate Analysis, 102: 1166-1174. Li Gaorong, Feng Sanying and Peng Heng* (2011). A Profile-type Smoothed Score Function for a Varying Coefficient Partially Linear Model. Journal of Multivariate Analysis,102: 372-385. Li Gaorong, Peng Heng* and Zhu Lixing (2011). Nonconcave Penalized M-estimation with a Diverging Number of Parameters. Statistica Sinica, 21: 391-419. Li Gaorong, Zhu Liping* and Zhu Lixing (2010). Adaptive Confidence Region for the Direction in Semiparametric Regressions. Journal of Multivariate Analysis, 101: 1364-1377. Li Gaorong, Zhu Lixing*, Xue Liugen and Feng Sanying (2010). Empirical Likelihood Inference in Partially Linear Single-index Models for Longitudinal Data. Journal of Multivariate Analysis, 101: 718-732. Zhu Lixing, Lin Lu, Cui Xia and Li Gaorong (2010). Bias-corrected Empirical Likelihood in a Multi-link Semiparametric Model. Journal of Multivariate Analysis, 101: 850-868. Li Gaorong*, Tian Ping and Xue Liugen (2008). Generalized Empirical Likelihood Inference in Semiparametric Regression Model for Longitudinal Data. Acta Mathematica Sinica, English Series，24(12): 2029-2040.

学术兼职

中国工业互联网研究院技术专家委员会专家全国工业统计学教学研究会常务理事中国现场统计研究会第十一届理事中国概率统计学会第十一届理事北京应用统计学会常务理事中国现场统计研究会高维数据统计分会常务理事中国现场统计研究会生存分析分会理事和副秘书长北京大数据协会理事美国数学评论(Mathematical Reviews)评论员教育部中国学位与研究生教育发展中心研究生学位论文通讯评议专家 Second International Conference on Finance, Economics, Management and IT Business (FEMIB) 2020, 5-6 May, 2020, Prague, Czech Republic, PROGRAM COMMITTEE MEMBERS