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北京大学讲席教授陈松蹊
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基本信息

  • 姓  名:

    陈松蹊

  • 职  务:北京大学讲席教授
  • 民  族:
  • 籍  贯:
  • 出生日期:
  • 毕业院校:北京师范大学
  • 所学专业:数理统计
  • 最高学历:硕士
  • 所属行业:教育行业
  • 联系老师讲课,请扫描右边微信二维码联系客服 微信
  • 简介:陈松蹊,现为北京大学讲席教授,商务统计与经济计量系系主任、北京大学统计科学中心联席主任。其于1993年澳大利亚国立大学统计学博士。他是国家首批“千人计划”入选者,加盟北大后主要致力于商务统计与经济计量学学科建设及北大统计学研究队伍的建设工作。

教育经历

1993 澳大利亚国立大学 统计学 博士
1990 惠灵顿维多利亚大学 统计与运筹学 硕士
1988 北京师范大学 数理统计 硕士
1983 北京师范大学 数学 学士

授课课程
1、高等经济计量学 (II)(Advanced Econometrics Theory II)(2009, 2010 Springs Semester)。
2、高等统计与计量经济研究专题 (II) (Special topics in Statistics and Econometrics) (Special Topics in Statistics and Econometics) (2009, 2010 Springs Semester)。
3、非参数统计学, 2011 Spring semester;
4、经济计量学概论 (本科), 2012 Spring。

职业经历
2008年6月至今           北京大学光华管理学院商务统计与经济计量系教授
2006年5月--至今         Iowa State University统计学教授
2003年11月至2006年5月   Iowa State University 副教授
2000年7月至2005年12月   National University of Singapore副教授
1995年1月至2000年6月    La Trobe University高级讲师/讲师
1992年11月至1995年1月   CSIRO Marine Science and Biometrics Unit统计师
1983年7月至1985年8月    北京经济学院讲师

陈松蹊研究领域

金融计量学
经济计量学
风险度量
统计学在人口普查中的应用
随机过程统计推断
高维数据分析
抽样方法

陈松蹊论文与书籍

论文发表

Qiu, Y-M and Chen, S. X. (2012). Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation, Annals of Statistics, to appear.
Li, J. and S. X. Chen (2012). Two Sample Tests for High Dimensional Covariance Matrices, The Annals of Statistics, 40,2908-2940.
Chen, S. X., Tang, C.Y. and J. Qin (2012). Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study, Journal of the Royal Statistical Society, Series B.
Chen, S. X., Peng, L. and C. L. Yu (2012). Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions, Bernoulli, to appear.
J.-Y. Chang and S.X. Chen (2011). On the approximate maximum likelihood estimation for diffusion processes. The Annals of Statistics, 39, 2820-2851.
Chen, S. X. and C.Y. Tang (2011). Nonparametric Regression with Discrete Covariates and Missing Value. Statistics and Its Interface, 4, 463-473.
Chen, S. X. and C. Y. Tang (2011). Properties of Census Dual System Population Size Estimators. International Statistical Review, 79, 336-361.
P-S Zhong and S. X. Chen (2011). Tests for High Dimensional Regression Coefficients with Factorial Designs. Journal of the American Statistical Association, 106, 260-274.
Chen, S.X. and J. Gao (2011).   Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series Regression.  Econometric Theory, 27,  792–843.
Alzghool, R. , Y-X Lin and S. X. Chen (2010) Asymptotic Quasi-likelihood Based on Kernel Smoothing for Multivariate Heteroskedastic Models with Correlation, AMERICAN JOURNAL OF MATHEMATICAL AND MANAGEMENT SCIENCEs, 30, 147-177.
Chen, S.X., Zhang, L-X. and P-S Zhong (2010).  Testing high dimensional covariance matrices. Journal of the American Statistical Association, 105, 810-819 .
Chen, S. X.,  Delaigle, A. and Hall, P. (2010)  Nonparametric estimation for levy-type processes,   Journal of Econometrics,  157, 257-271.
Chen, S. X. and P-S Zhong (2010) ANOVA for longitudinal data with missing values. The Annals of Statistics, 38, 3630-3659.
Chen, S. X. and Y. L. Qin (2010) A two sample test for high dimensional data with application to gene-set testing,   The Annals of Statistics, 38, 808-835.
Chen, S. X., C. Y. Tang and V. T. Mule Jr. (2010) : Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for US Census,  Journal of the American Statistical Association, Application & Case Studies, 105, 105-119.
Chan, N-H, Chen, S.X., Peng, L. and C. L. Yu (2009), Empirical Likelihood Methods Based on Characteristic Functions with Applications to L\'evy Processes. Journal of the American Statistical Association, 104, 1621-1630.
Chen, S. X. and I. Van Keilegom (2009) A review on empirical likelihood for regressions (with discussions), Test, 3, 415-447 .
Chen, S. X. and Van Keilegom, I. (2009) Empirical likelihood test for a class of regression models. Bernoulli, 15, 955-976.
C. Y. Tang and S. X. Chen (2009): Parameter estimation and bias correction for diffusion processes.   Journal of Econometrics, 149, 65—81.
Chen, S. X., L. Peng and Y-L, Qin (2009):   Effects of Data Dimension on Empirical Likelihood, Biometrika, , 96, 711–722.
Wang, D. and S.X. Chen (2009):   Empirical Likelihood for Estimating Equation with Missing Values   the Annals of Statistics, 37, 490–517.
Wang, D. and Chen, S. X. (2009): Combining quantitative trait loci analyses and microarray data, an empirical likelihood approach, Computational Statistics and Data Analysis, 53, 1661–1673.
Chen, S.X. and Chiumin Wong (2009): Smoothed Block Empirical Likelihood for Quantiles of Weakly Dependent Processes, Statist Sinica, 19, 71-82.
Chen, S. X., Leung, D. Y. H. and J. Qin (2008): Improved Semiparametric Estimation Using Surrogate Data.    Journal of the Royal Statistical Society, Series B, 70, 803-823.
Chen, S.X., J. Gao and C. Y. Tang (2008) ``A Test for Model Specification of Diffusion Processes". The Annals of Statistics, 36, 167-198.
Chen, S.X: (2008) ``Nonparametric Estimation of Expected Shortfall". Journal of Financial Econometrics, 6, 87-107.
Chen, S. X. and T. Huang (2007) ``Nonparametric Estimation of Copula Functions for Dependent Modeling". Canadian Journal of Statistics, 35, 265-282.
Chen, S.X. and H.-J., Cui (2007) ``On the second order properties of empirical likelihood with moment restrictions" full report,   Journal of Econometrics, 141, 492-516.
Chen, S.X. and J. Gao (2007) ``An Adaptive Empirical Likelihood Test For Time Series Models", paper, full report, Journal of Econometrics, 141, 950-972.
Chen, S.X. and H.-J., Cui (2006) `` On Bartlett Correction of Empirical Likelihood in the Presence of Nuisance Parameters",    Biometrika, 93, 215-220.
Chen, S.X. and Qin, J. (2006). An Empirical likelihood Method in Mixture Models with Incomplete Classifications, Statistica Sinica, 16, 1101-1115.
Chen, S. X. and Tang, C. Y. (2005). Nonparametric Inference of Value at Risk for dependent Financial Returns. Journal of Financial Econometrics, 3, 227-255.
Chen, S. X. and Qin, Y-S. (2003). Coverage accuracy of confidence intervals in nonparametric regression. Acta Math. Appl. Sin. Engl. Ser. 19, 387--396.
Chen, S. X., D. H. Y. Leung and Qin, J. (2003) Information Recovery in a Study with Surrogate Endpoints. Journal of the American Statistical Association, 98, 1052--1062.
Chen, S. X. and Qin, J. (2003) Empirical likelihood based confidence intervals for data with possible zero observations. Statistics and Probability Letters, 65, 29-37.
Chen, S. X., Haredle, W. and Li, M. (2003). An empirical likelihood goodness-of-fit test for time series. Journal of The Royal Statistical Society, Series B, 65, 663-678.
Chen, S. X. and Hall, P. (2003). EFFECTS OF BAGGING AND BIAS CORRECTION ON ESTIMATORS DEFINED BY ESTIMATING EQUATIONS, Statistica Sinica, 13, 97-109.
Chen, S. X and Cui, H-J. (2003).  An extended empirical likelihood for generalized linear models. Statistica Sinica, 13, 69-81.
Cui, H-J and Chen, S.X. (2003). Empirical likelihood confidence regions for parameter in the error-in-variable models, Journal of Multivariate Analysis, 84 (1), 101-115.
Chen, S. X., Hardle, W. and Kleinow, T. (2002). An empirical likelihood goodness-of-fit test for diffusions. Applied quantitative finance, 259--281, Springer, Berlin.
Chen, S. X, Yip, P. and Zhou, Y. (2002) Sequential line transect surveys.   Biometrics, 58, 263-269.
Chen, S. X. (2002). Local linear smoothers using asymmetric kernels.Ann. Inst. Statist. Math., 54, 312-323.
Chen, S. X. and Lloyd, C. J.(2002). Estimation of population size based on biased samples using nonparametric binary regression. Statist. Sinica, 12, 505-518.
Chen, S. X. and Qin, Yong Song (2002). Confidence interval based on a local linear smoother. Scand. J. Statist., 29, 89-99.
Chen, S. X. and Cowling, A. (2001). Measurement Errors in Line Transect Surveys where Detection varies with Distance and Size. Biometrics, 57, 732-742.
Chen, S. X. and Qin, Yong Song (2000). Empirical Likelihood confidence interval for a local linear smoother. Biometrika, 87, 946-953.
Chen, S. X. and Lloyd, C. J. (2000). A non-parametric approach to the analysis of two stage mark-recapture experiments. Biometrika, 87, 633-649.
Chen, S. X. (2000) Gamma kernel estimators for density functions. Ann. Inst. Statist. Math. 52,471-480.
Chen, S. X. (2000) Animal abundance estimation for independent observer line transect surveys. Special Issue of Environmental and Ecological Statistics: Statistical Ecology and Forest Biometry 7 , No. 3, 285-299.
Chen, S. X. (2000) Beta kernel smoothers for regression curves. Statistica Sinica . 10, 73-91.
Chen, S. X. (1999) Beta kernel estimators for density functions. Computational Statistics and Data Analysis, 31 , 131-145.
Chen, S. X. and Woolcock, J. (1999) A condition for designing bus-route type access site surveys to estimate recreational fishing effort. Biometrics . 55, No. 3, 799-804.
Chen, S. X. (1999) Estimation in independent observer line transect surveys for clustered populations. Biometrics 55 , No. 3, 754-759.
Brown, B. M. and Chen, S. X. (1999) Beta-Bernstein smoothing for regression curves with compact support. Scand. J. Statist. . 26 , 47-59.
Brown, B. M. and Chen, S. X. (1998) Combined Empirical Likelihood. Ann. Inst. Statist. Math. 50 , 697-714.
Chen, S.X. (1998). Measurement errors in line transect surveys. Biometrics . 54, 899-908.
Chen, S.X. (1997). Empirical likelihood for nonparametric density estimation. Aust. J. Statist. 39,47-56
Chen, S.X. and Polacheck, T. (1996) Kernel estimates of mean school size for IWC minke whale data. Report of International Whaling Commission 46 , 341-348.
Chen, S.X. (1996) Empirical likelihood confidence intervals for nonparametric density estimation. Biometrika 83 , 329-341.
Chen, S.X. (1996) Studying school size effects in line transect sampling using the kernel method. Biometrics 52, 1283-94.
Chen, S.X. (1996) A kernel estimate for density of a biological population using line transect sampling. Royal Statistical Society Ser. C: Applied Statistics 45, 135-150.
Chen, S.X. (1994) Comparing empirical likelihood and bootstrap hypothesis tests. J. Mult. Anal. 51, 277-293.
Chen, S.X. (1994). Empirical likelihood confidence intervals for linear regression coefficients. J. Mult. Anal. 49, 24-40.
Chen, S.X. and Hall, P. (1994). On the calculation of standard error for quotation in confidence statements. statistics and Probability Letters 19 147-151.
Chen, S.X. and Hall, P. (1993). Smoothed empirical likelihood confidence intervals for quantiles. Ann.
Chen, S.X. (1993). On the coverage accuracy of empirical likelihood confidence regions for linear regression model. Annals of Institute of Statistical Mathematics, 45, 621-637.
Chen, S.X., Smith, P.J., Shafi, M. and Vere-Jones, D. (1990). Some improvements to conventional importance sampling techniques for coded system using Viterbi decoding. Electronics Letters, 26, 802-806.

陈松蹊主要成就

 目前研究项目:
China-US Exchange Grant in Mathematical Sciences, National Science Foundation, $40,000, August 2007-August 2009.
Statistical Inference for Continuous-Time Stochastic Processes,
National Science Foundation: DMS-0604563, $165,018, 08. 2006 -- 08. 2010,
Co-PI: Liang Peng of GA Tech.
NSF DMS-NIH, Mathematical Biology: Development of High-Dimensional Data Analysis Methods for the Identification of Differentially Expressed Gene Sets. Principal Investigator: Dan Nettleton; Co-PIs: Song Chen, Jack Dekkers Peng Liu, Christopher Tuggle. $177.000 per year for three years.
Variable Selection for Dual System Census.
US Census Bureau $65,000 from Jan 2010-Dec 2011.
以前研究项目:
Empirical Likelihood and Computation, Australian Research Council Large Grant, 1994-1996; $10,000, jointly with B. M. Brown
Non-parametric Curve Estimation, Australian Research Council International Exchange grant, 1998-1999, $13,000.
Applications of Empirical Likelihood in Semi- and Non-parametric Statistical Inference, National University of Singapore Academic Research Grant, Nov 2002-Nov 2003, $46,306.
Computer-Intensive Statistical Methods for Testing Specifications of Financial Market Models,  National University of Singapore Academic Research Grant, 17-Dec. 2001 - 31-Dec. 2004, $88,300.
A Nonparametric Approach to Population Size Estimation for Multiple Systems Capture-Recapture surveys, National Science Foundation: SES-0518904, 09.2005 - 08. 2009, $280,416,
Co-PIs: S. Nusser and J. Opsomer.
A Supplement to NSF SES 0650938 : A Nonparametric Approach to Population Size Estimation for Multiple System Capture-Recapture Surveys
US Census Bureau via NSF $19,080.00’
奖励、荣誉称号
2010:Associate Editor of Annals of Statistics (2010-2012).
2009 当选为数理统计学会 (IMS)资深会员.
2009 当选为美国统计学会(ASA)会士.
2008 选入国家首批海外高层次人才“千人计划”.
2008-2009年任国际华人统计学会理事会成员.2008年获得 Iowa State University教员杰出研究奖.
1989年获得Telecom New Zealand奖学金;
1990-1992年获得Australian National University 博士奖

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