林金官

发布者:amjs澳金沙门线路首页发布时间:2017-02-27浏览次数:18858

南京审计大学统计与数据科学学院

林金官  中共党员


19651月生,安徽省来安县人,男,博士,统计学教授、博士生导师。目前担任江苏省政府统计与大数据研究院院长、南京审计大学统计科学大数据研究院院长。现主要从事非线性统计、计量经济、金融统计与风险度量、统计诊断、面板数据分析和统计应用等方面的研究工作。2000年以来, 在国内外核心期刊上发表论文一百余篇,其中SCISSCI收录论文八十余篇。至目前,已培养博士生15人,培养硕士生数十人,另先后与8位博士后进行合作研究。

办公室:崇真楼301

  话:86-025-58312983

Emai l jglin@nau.edu.cn

通讯地址:南京市浦口区雨山西路86

  编:211815 

 1. 学术兼职

 2013-20172018-20222年度教育部统计学类教学指导委员会委员;

  全国工业统计学教学研究会副会长;

  中国现场统计研究会资源与环境学会副理事长;

  中国现场统计研究会工程概率统计学会副理事长;

  江苏省概率统计学会秘书长;

  江苏省统计学联盟副理事长;

《系统科学与数学》、《数理统计与管理》、《统计与决策》、《统计学报》杂志编委,《数理统计与管理》副主编。

   2.  受教育经历

2000/09- 2002/12东南大学经济管理学院,研究生/博士;

1986/09- 1988/07华东师范大学统计系,研究生/硕士;

1982/09 –1986/07华东师范大学数学系,本科/学士。 

  3.  研究工作经历

2016/07至今南京审计大学统计科学与大数据研究院、amjs澳金沙门线路首页教授、学科带头人;曾任统计与数学学院院长。

 2007/09–2007/112012/05–2012/06香港浸会大学访问。

2006/07–2016/06东南大教授,统计学博士生导师、学科带头人;曾任东南大学数学系副主任。

1988/07–2006/07江苏教育学院数学系讲师、副教授、教授。曾任江苏教育学院工会副主席、数学系副主任。

2003/03- 2005/02东南大学管理科学与工程博士后流动站博士后, 2005/03- 2007/02东南大学数学博士后流动站博士后。

  4.  获奖情况(2000年以来)

[1]   林金官、赵彦勇、汪红霞、黄性芳基于Copula相关函数的风险度量及其应用,江苏省统计局,第十五届江苏省统计科研优秀成果奖二等奖,20186月;

[2]   赵彦勇、林金官、黄性芳、汪红霞自适应模型的保跳估计,江苏省统计局,第十五届江苏省统计科研优秀成果奖三等奖,20186月;

[3]   林金官,朱建国,黄超,庄晴韵,近极值事件的广义态密度估计及其在股票数据分析中的应用,江苏省统计局,第十二届江苏省统计科研优秀成果奖二等奖,20125月;

[4]   解锋昌,林金官(导师),一类零过度数据的建模及诊断分析,国家统计局, 第十一届全国统计科研优秀成果奖二等奖,201212月;

[5]   林金官韦博成非线性回归模型异方差检验的局部渐近功效南京市人民政府,南京市第七届自然科学优秀学术论文奖二等奖, 200710月;

[6]   韦博成,林金官等复杂数据的统计诊断方法及其应用国家统计局第七届全国统计科研优秀成果奖(课题类)一等奖,20046月;

[7]   林金官,韦博成(导师)回归模型的异方差和变离差检验国家统计局第七届全国统计科研优秀成果奖(博士论文类)一等奖,20046月;

[8]   林金官,韦博成非线性随机效应模型的异方差性检验南京市第五届(2001-2002年度)自然科学优秀学术论文奖三等奖,200310月。

  5. 2000年以来承担的基金情况

[1] 江苏省第七次全国人口普查委托项目“江苏长三角地区人口与经济社会发展研究”,3万,2021.12-2022.2

[2] 南京市第七次全国人口普查委托项目“南京人口对高质量发展分析研究”,3万,2021.12-2022.2

[3] 南京市秦淮区第七次全国人口普查委托项目“秦淮区人口对高质量发展分析研究”,2.5万,2021.12-2022.2

[4] 盐城市统计局委托项目“GDP视角下盐城市经济发展状况的研究”,19万,2021.12-2022.3.

[5] 全国统计科学研究(计划)重点项目“基于金融混频数据的波动率模型分析及其应用”(2020LZ19),5万,2020.9-2022.9.

[6] 主持国家自然科学基金“金融资产收益变动率的统计推断及其应用研究”(11971235),52万(直接经费),2020.1-2023.12

[7] 主持国家自然科学基金重点项目子项目“多源异构数据的融合、特征提取与分析方法”(11831008),50万,2019.1-2022.12

[8] 主持南京市统计局重点项目“城市经济密度比较与发展潜力研究”(2018A004),5万,2018.12-2019.5

[9] 主持江苏省第三次全国农业普查研究课题,3万,2018.5-2018.12

[10] 主持国家自然科学基金“一类经济计量模型的统计分析及其应用研究”(11571073),50万(直接经费),2016.1-2019.12

[11] 主持2014年度江苏省重点统计研究课题“大数据环境下政府统计业务流程优化整合研究”,5万,2014.9-2015.9

[12] 主持全国统计科学研究(计划)重点项目“基于Copulas相关函数的风险度量及其应用”(2014LZ40),2万,2014.11-2016.10

[13] 主持江苏省自然科学基金项目“具有复杂结构的非正规正交设计的研究与应用”(BK20141326),10万,2014.7-2017.6

[14] 主持教育部博士点基金(博导类)“基于Copula相关函数的近极值事件的统计推断及其应用”(20120092110021),12万,2013.1-2015.12.

[15] 主要参与国家社会科学基金项目“基于复杂面板数据模型的物价波动研究”(12BTJ015,排名第二),15万,2012.7-2015.12.

[16] 主持国家自然科学基金“具有复杂相关结构的统计模型的理论与应用研究”(11171065, 452012.1-2015.12;

[17] 主持江苏省自然科学基金项目“重尾模型中近极值数据的统计推断及其应用”(BK2011058), 20万,2011.6-2013.12;

[18] 主持国家统计局全国统计科学研究(计划)项目“模糊回归分析及其在经济数据分析中的应用”(2010LC27),2010.11-2011.11

[19] 主持浙江省统计局重点课题“基于对称分布模型的统计数据分析”,1万,2010.6- 2011.6

[20] 主持联迪恒星(南京)信息系统有限公司横向课题“数据挖掘应用分析的系统开发”,8万,2010.12-2011.12

[21] 主持江苏省自然科学基金项目“重尾数据的统计分析及其应用”(BK2008284),9万,2008.9-2010.12

[22] 主持国家自然科学基金项目“纵向数据的参数建模及其统计诊断”(10671032),26万,2007.1-2009.12

[23] 主持国家社会科学基金项目“社会经济发展过程中复杂动态随机系统的统计分析”(04BTJ002),7万,2004.7--2008.11

[24] 主持国家统计局全国统计科学研究(计划)项目(重点项目)“纵向数据模型的协方差结构及其统计诊断” (LXZ0415)2万,2004.11--2006.11

[25] 主要参与国家自然科学基金项目“非线性纵向数据分析及其统计诊断”(10371016)16万,2004.1-2006.12;

[26] 主要参与国家社会科学基金项目“复杂数据的统计诊断及其应用”(02BTJ001,排名第二),7万,2002.7-2003.12.

  6. 2010年以来的主要论著(*表示通讯作者)

2022年度

[1] Zhou,X.C., Wang, J.Y., Wang H.X. and Lin,J.G. Panel semiparametric quantile regression neural network for electricity consumption forecasting. Ecological Informatics(SCI期刊), 2022, 67, 101489.

[2] 王江艳,林金官.基于约束B样条光滑方法的协方差函数估计. 中国科学: 数学.2021, doi: 10.1360/SSM-2020-0116 

2021年度

[1] Liu,Y., Yang,A.J., Lin,J.G. and Yao,J.L. A new method of valuing American options based   on Brownian models. Communications in Statistics-Theory and Methods(SCI期刊), 2021, 50(20), 4809-4821.

[2] 汪红霞,林金官*,黄性芳. 时空模型的局部众数回归. 中国科学: 数学, 2021, 51(4):  615-630.

[3] 汪红霞, 罗学洪, 林金官*, 唐星. 误差分布未知下时空模型的自适应非参数估计. 数学年刊2021, 42(2): 125-148.

[4] 龙伟芳,叶绪国,林金官. -扩散模型中即时波动率的门限多次幂变差核估计. 数学的实践与认识5114):194-205.

[5] 王江艳,林金官,陈旭岚. 基于长收益率序列信息的时变波动率估计及实证研究. 应用概率统计37(5):523-543.

2020年度

[1] Han,Z.C., Lin,J.G.* and Zhao,Y.Y. Adaptive semiparametric estimation for single index models with jumps. Computational Statistics and Data Analysis(SCI期刊), 2020, 151, 107013.

[2] Hu,G.K. and Lin,J.G. Performance of Preliminary Test Estimators for Error Variance Based on W, LR and LM Tests. Journal of Systems science and Complex(SCI期刊), 2020, 33:1200-1211.

[3] Kong,X.B., Lin,J.G. and Liu,G.Y. Asymptotics for the systematic and idiosyncratic volatility

with large dimensional high-frequency data. Random Matrices: Theory and Applications(SCI期刊), 2020, 9(3): 2050007.

[4] Yang,A.J.,Tian,Y.Z.,Li,Y.X. and Lin,J.G. Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data. Computational Statistics(SCI期刊), 2020, 35:245-258.

[5] Zhao,J.Q., Zhao,Y.Y. Lin,J.G. et.al. Estimation and testing for panel data partially linear single-index models with errors correlated in space and time. Random Matrices: Theory and Applications(SCI期刊), 2020, 9(2): 2150005.

[6] 韩忠成, 林金官, 汪红霞. 基于局部多项式展开的多元非参数模型贝叶斯带宽选择.  数理统计与管理,2020, 39(1)93-103.

[7] 郝红霞,林金官. 基于线性样条的门限随机波动率模型及其实证研究.数理统计与管理,2020, 39(2)323-331.

[8] 王杰, 杨爱军,林金官. 基于AST分布和HGARCH模型的金融资产收益率波动非对称性刻画与VaR预测.数理统计与管理,2020, 39(6)1121-1140.

2019年度

[1] Waled,K., Lin,J.G.*, Han,Z.C., Zhao,Y.Y. and Hao,H.X. Test for Heteroscedasticity in Partially Linear Regression Models. Journal of Systems science and Complex(SCI期刊), 2019,32, 1194-1210.

[2] Zhao,Y.Y. and Lin,J.G.* Estimation and test of jump discontinuities in varyingcoefficient models with empirical applications. Computational Statistics and Data Analysis(SCI期刊), 2019, 139, 145-163.

[3] Zhao,Y.Y., Lin,J.G.*, Huang,X.F. and Wang,H.X. Iterative weighted estimation based on variance modelling in linear regression models. Communications in Statistics - Theory and Methods(SCI期刊), 2019, 48(9), 2599-2614.

[4] 赵彦勇,林金官*,杜秀丽. 带跳单指标模型的半参数跳点检测估计. 中国科学: 数学, 2019, 49(7):1021-1040.

[5] 苍玉权,赵彦勇,林金官. 基于带跳时变系数模型的PPI  CPI 相关性研究. 统计研究, 36(2): 101-111.

[6] 郝红霞,林金官,汪红霞. 杠杆效应检验的一种新方法. 应用概率统计2019 35(5): 353-468.

[7] Waled, K., Lin.J.G*. and Feng,C.L. Testing the heteroscedasticity in single-index models. Chinese Journal of Applied Probability and Statistics, 2019, 35(4):408-424.

[8] 郝红霞,林金官,汪红霞. GARCH模型的贝叶斯局部影响分析及其应用. 数理统计与管理2019, 38(4)602-618.

[9] 刘悦, 杨爱军, 林金官. 基于机制转换模型的碳排放权期权定价. 数理统计与管理2019, 38(2)225-234.

2018年度

 [1] Ye,X.G., Lin,J.G.*, Zhao,Y.Y..A two-step estimation of diffusion processes using noisy Observations. Journal of Nonparametric Statistics(SCI期刊), 2018.2, 30(1): 145-181.

 [2] Hao,H.X, Lin,J.G.*,et al. Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models. Applied Stochastic Models in Business and Industry(SSCI期刊), 2018, 34:355-375.

 [3] 林金官,郝红霞,汪红霞基于拟似然方法的股票收益与波动率关系及其应用研究统计研究201835(5):99-109.

 [4] Zhao, Y. Y.,Lin,J.G.*, et al. Two-stage orthogonality based estimation for   semiparametric varying-coefficient models and its applications in analyzing AIDS data. Biometrical Journal(SCI期刊). 2018,60:79-99.

 [5] Chen,X.P., LinJ.G., et al. Matrix Image Method for Ranking Nonregular Fractional Factorial Designs. Acta Mathematicae Applicatae Sinica, English Series(SCI期刊). 2018,34(4): 742-751.

 [6] Zhao, Y.Y., Lin,J.G.*, et al. Iterative weighted estimation based on variance modelling in linear regression models. Communications in Statistics - Simulation and Computation(SCI期刊), DOI:10.1080/03610918.2018.1458136.

 [7] Yang,A.J., Xiang,J., Yang,H. and Lin.J.G. Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors(SCI期刊). Computational Economics, 2018, 51:1123-1138.

 [8] Cao,C.Z., Wang,Y., Shi,J. and Lin,J.G. Measurement Error Models for Replicated Data Under Asymmetric Heavy-Tailed Distributions. Computational Economics(SCI期刊), 2018, 52:531-553.

 [9] Zhou,X.C., Xu,Y,Z. and Lin,J.G. Wavelet estimation in time-varying coefficient time series models with measurement errors. Communications in Statistics - Theory and Methods(SCI期刊), 2018, 47(10): 2504-2519.

 [10] Liu,G.X., Du,X.L.,Wang,M.M. and Lin,J.G. Semiparametric jump-preserving estimation for single-index models. Journal of Nonparametric Statistics(SCI期刊), 2018, 30(3): 556-580.

[11] Sun,H.H., Lin,J.G. Testing for Homogeneity of Exponential Correlation Nonlinear Mixed Models Based on M-estimation. Chinese Journal of Applied Probability and Statistics, 2018, 34(2) :156-168.

 2017年度

[1] Zhao, Y.Y., Lin,J.G.*, et al. Jump-detection-based estimation in time-varying coefficient models and empirical applications. TEST(SCI期刊), 2017, 26:574-599.

[2] Lin,J.G.*,Zhang,K.S. and Zhao,Y.Y.Nonparametric estimation of multivariate multiparameter conditional copulas. Journal of the Korean Statistical Society(SCI期刊), 2017,46:126-136.

[3] Zhao, Y. Y.,Lin,J.G.*, Wang, H.X. Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data. Communications in Statistics-Simulation and Computation(SCI期刊), 2017,46(4): 2638-2653.

[4] Han, Z. C., Lin,J.G.*, et al. A robust and efficient estimationmethod for nonparametric models with jump points. Communications in Statistics-Simulation and Computation(SCI期刊), 2017,46(8): 6283-6297.

[5] Chen,X.P., Lin.J.G.*,et al. Designs containing partially clear main effects. Statistics and Probability Letters(SCI期刊), 2017, 121:12-17.

[6] Du, X.L., Lin,J.G. and Zhou,X.L. Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix. Communications in Statistics - Theory and Methods(SCI期刊), 2017, 46(22): 11010-11025.

[7]  Xie,F.C., Lin,J.G. and Wei,B.C. Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros. Communications in Statistics-Simulation and Computation(SCI期刊), 2017, 46(1): 301-314.

[8] Yang,A.J., Jiang,X.J.,Shu,L. and Lin,J.G. Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis. Computational Statistics(SCI期刊), 2017, 32:127-143.

[9] Zhou,X.C., Xu,Y.Z. and Lin,J.G.. Wavelet estimation in varying coefficient models for

censored dependent data. Statistics and Probability Letters(SCI期刊), 2017, 122:179-189.

[10] 陈雪平,林金官,汪红霞,黄性芳. 区组大小不等的主效应设计. 中国科学: 数学, 2017, 47(6): 765-778.

[11] Yang,A.J., Jiang,X.J., Xiang,L.M. and Lin.J.G. Sparse Bayesian variable selection in multinomial probit regression model with application to high-dimensional datan classification. Communications in Statistics-Simulation and Computation(SCI期刊), 2017, 46(12): 6137-6150.

2016年度

[1] Chen,X.P. and Lin,J.G..Orthogonal Arrays Robust to A Specified Set of Nonnegligible Effects. Journal of Systems Science and  Complex(SCI期刊), 29,pp: 531-541,2016.

[2]. Hao,H.X., Lin,J.G*.,et al.Bayesian case influence analysis for GARCH models based on

Kullback–Leibler divergence.Journal of the Korean Statistical Society(SCI期刊), 45,pp:595-609, 2016.

[3]Wang,H.X., Lin,J.G. and Wang,J.D.. Nonparametric spatial regression with spatial autoregressive error structure. Statistics (SCI期刊), 50,pp:60-75,2016.

[4]. Zhao,Y.Y., Lin,J.G.* and Huang,X.F.. Nonparametric estimation in generalized varying-  coefficient models based on iterative weighted quasi-likelihood method. Computational Statistics(SCI期刊), 31,pp:247-268,2016.

[5].Zhang,K.S., Lin,J.G.* and Xu,P.R. A New Class of Copulas involved Geometric Distribution: Estimation and Applications. Insurance: Mathematics and Economics (SCI, SSCI期刊), 66,pp:1-10, 2016.

[6]. Zhao,Y.Y.,Lin,J.G*,et.al. Adaptive jump-preserving estimates in varying-coefficient models.

   Journal of Multivariate Analysis(SCI期刊),149,pp:65-80,2016.

2015年度

[1] Lin.J.G.*, Chen,X.P., et,al. Generalized variable resolution designs. Metrika (SCI期刊),78(7),pp:873-884,2015.

[2]Lin.J.G.*, Zhao,Y.Y. and Wang,H.X.. Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data. Journal of Applied Statistics(SCI期刊), 42(11),pp:2432-2448,2015.

[3] Ye,X.G., Lin,J.G.*, Zhao,Y.Y. and Hao,H.X..Two-step estimation of the volatility functions in diffusion models with empirical applications. Journal of Empirical Finance (SCI, SSCI期刊), 33,pp:135-159,2015.

[4] Chen,X.P., Lin,J.G.* and Wang,H.X.. Construction of main-effect plans orthogonal through the block factor. Statistics and Probability Letters(SCI期刊), 106,pp: 58-64,2015.

[5].  Zhao,Y.Y., Lin,J.G.*, Xu,P.R. and Ye,X.G. Orthogonality-projection-based estimation for semi- varying coefficient models with heteroscedastic errors. Computational Statistics and Data Analysis(SCI期刊), pp:204-221,2015.

[6]  Zhou,X.C. andLin,J.G.Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process.  RACSAM(SCI期刊), pp: 109: 153-168, 2015.

[7]. Zhu, C.H., Gao,Q.B. and Lin,J.G. Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models. SCIENCE CHINA: Mathematics(SCI期刊), 58(5),pp: 1079-1090,2015.

[8]Chen,X.P., Lin,J.G.*, Wang,X.D. and Huang,X.F.. Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix. Statistical Methods and Applications(SCI期刊), 24,pp:411-426,2015.

[9] Cao,C.Z., Lin,J.G., etal.Multivariate measurement error models for replicated data under heavy-tailed distributions. Journal of Chemometrics(SCI期刊), 29(8),pp:457-466.

[10] Du,X.L., Lin,J.G., Liu,G.X. and Zhou,X.Q..A physical parameter identification method of  Lévy-driven vibratory systems based on multipower variation processes. Journal of Sound and Vibration(SCI期刊), 343,pp:216-229,2015.

[11]. Wang,H.X., Lin,J.G. and Wang,J.D..Local Linear Estimation for Spatiotemporal Models

Based on Least Absolute Deviation. Communications in Statistics-Theory and Methods (SCI期刊), 44,pp:1508-1522, 2015.

[12] Sun,H.H. and Lin,J.G.. Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation. Communications in Statistics-Theory and Methods (SCI期刊), 44,pp: 1779-1785, 2015.

[13]Chen,X.P., Lin,J.G.* and Huang,X.F.. Construction of main effects plans orthogonal through the block factor based on level permutation. Journal of the Korean Statistical Society(SCI期刊),44,pp: 538-545,, 2015. 

2014年度 

[1] Cao,C.Z., Lin,J.G. and Shi, J.Q.. Diagnostics on nonlinear model with scale mixtures of    skew-normal and first-order autoregressive errors. Statistics(SCI期刊), 48(5),pp: 1033- 1047,2014.

[2]. Huang, C. and Lin, J.G.*. Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis. Metrika (SCI期刊), 77,pp:867- 894,2014.

[3]. Wang,K.Y., Lin,J.G. and Yang,Y.. Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments. Communications in Statistics-Theory and Methods (SCI期刊), 43,pp: 2595-2604, 2014

[4]. Xie,F.C., Lin,J.G. and Wei, B.C.. Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics. Journal of Applied Statistics (SCI期刊), 41( 6), 1383-1392, 2014

[5]. Yang,Y., Lin,J.G. and Tan,Z.Q.. The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks. Appl. Math. J. Chinese Univ. (SCI期刊), 29(2),pp: 194-204,2014.

[6]. Zhou,X.C. and Lin,J.G.. COMPLETE q-ORDER MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES UNDER ϕ-MIXING ASSUMPTIONS. APPLICATIONS OF MATHEMATICS (SCI期刊), 1, 69–83,2014.

[7]. Zhou,X.C. and Lin,J.G.. Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure. Communications in Statistics-Theory and Methods (SCI期刊), 43,pp: 4707-4722, 2014.

[8]. Zhou,X.C. and Lin,J.G..Empirical likelihood for varying-coefficient semiparametric mixed- effects errors-in-variables models with longitudinal data. Statistical Methods and Applications(SCI期刊), 23, pp: 51–69,2014.

[9]  Zhou,X.C. and Lin,J.G.*.Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout. Statistics(SCI期刊),48(3),pp:668-684, 2014. 

2013年度 

[1].  Lin, J. G.* and Cao, C, Z.. On estimation of  measrement  error models with replication under heavy- tailed distributions. Computational Statistics(SCI期刊), 28,pp:809–829, 2013.

[2]. Huang, C., Lin, J. G.*, Ren, Y. Y. Testing for the shape parameter of generalized extreme value distribution based on the Lq-likelihood ratio statistic. Metrika(SCI期刊), 76, pp: 641- 671, 2013.

[3]. Zhang, K. S., Lin, J. G., Huang C.. Some new results on weighted geometric mean for copulas. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (SCI期刊) ,21(2)pp:277-288, 2013.

[4].  Zhao. H. X., Lin, J. G.* An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes. Computational Statistic (SCI期刊), 28,pp:2029–2047, 2013.

[5]. Zhou, X. C. & Lin, J. G.*. Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure. Statistics (SCI期刊),  47(3),pp:521–534, 2013.

[6].  Zhou, X. C. & Lin, J. G.. On complete convergence for strong mixing sequences. Stochastics: An International Journal of Probability and Stochastic Processes  (SCI期刊), 85(2), pp: 262–271, 2013.

[7] Yan,F.R., Huan Y., Liu,J.L., Lu,T. and Lin.J.G., Bayesian Inference for Generalized Linear Mixed Model Based on the Multivariate t Distribution in Population Pharmacokinetic Study, PLoS ONE(SCI期刊),, 8(3): e58369,2013.

[8] Tao,Y.X., Liu,L.J., Li,Z.H., Lin,J.G., Lu,T., Yan,F.R. Dose-Finding Based on Bivariate Efficacy-Toxicity Outcome Using Archimedean Copula. PLoS ONE(SCI期刊), 8(11): e78805.

[9] Zhou, X. C. & Lin, J. G.*. Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout. Journal of the Korean Statistical Society(SCI期刊),42,pp:215-225,2013.

[10] Zhou, X. C. & Lin, J. G.. Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors. Journal of Multivariate Analysis(SCI期刊), 122 ,pp:251-270,2013.

[11] Zhou, X. C. & Lin, J. G.Yin,C.M..Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes, Journal of Inequalities and Applications(SCI期刊), 2013:261,2013.

[12]. Chen,P., Dong,L.,Chen,W.Y. and Lin,J.G.*. Outlier Detection in Adaptive Functional- Coefficient Autoregressive Models Based on Extreme Value Theory. Mathematical Problems in Engineering(SCI期刊). 2013, Article ID 910828, 9 pages,2013. 

2012年度 

[1]. Lin,J.G*., Zhuang,Q.Y., Huang,C.. Fuzzy statistical analysis of multiple regression with crisp and  fuzzy covariates and applications in analyzing economic data of china. Computational Economics (SCI, SSCI期刊), 39(1), pp:29-49, 2012.

[2].  Lin.J.G.*, Chen, J. and Li, Y. Bayesian analysis of student t linear regression with unknown change- point and application to stock data analysis. Computational Economics (SCI, SSCI期刊), 40,  pp: 203 -217, 2012.

[3]. Lin,J. G.* & Qu, X. Y.. A consistent test for heteroscedasticity in semiparametric regression with nonparametric variance function based on the kernel method. Statistics (SCI期刊),46(5), pp:565- 576,2012.

[4]. Huang,C., Lin,J. G.* & Ren, Y. Y.. Statistical inferences for Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data. Computational Economics (SCI, SSCI期刊),39(2),173-192,  2012.

[5]. Cao, C. Z., Lin, J. G. and Zhu, X. X.. On estimation of a heteroscedastic measurement error model under heavy-tailed distributions. Computational Statistics and Data Analysis (SCI期刊), 56(2),  pp: 438-448, 2012.

[6]. Gao,Q. B. & Lin, J. G.*. Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs. Statistics (SCI期刊),46(6),pp:833-846, 2012.

[7]. Cao,C.Z. and Lin,J.G.. Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear mo-dels with elliptical and AR(1) errors. Acta Mathematicae Applicatae Sinica  (SCI期刊),28(1),pp:49-62, 2012.

[8]. Gao, Q. B.. Lin, J. G.*, et al. Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with “working“ covariance matrix and adaptive designs. Communications in Statistics-Theroy and Methods (SCI期刊),41, pp:3544-3561, 2012.  

[9]. Shi, A. J. and Lin, J. G.*. Tail dependence for regularly varying time series. Mathematical Problems in Engineering(SCI期刊), 2012, 280896, pp:1-14, 2012.

[10].Yang, Y., Lin, J. G. et al.. The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims. Journal of Kerean Statistical Society (SCI期刊),41, pp:213-224, 2012.

[11]. Zhao, H. X. and Lin, J. G.*. The large sample properties of the solutions of general estimating equations. J. Syst. Sci. Complex (SCI期刊), 25,  pp:315-328, 2012.

[12]. Zhou, X. C. and Lin, J. G.. A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure. Statistics and Probability Letters(SCI期刊),82, pp:1941-1922, 2012.

[13]. Wang, K. Y., Yang, Y. and Lin, J. G.. Precise large deviations for widely orthant dependent random variables with dominatedly varying tails. Front. Math. China(SCI期刊),7(5), pp:919-932,2012.

[14].Yan, F. R. & Lin, J. G.*. Empirical Likelihood Estimation for Population Pharmacokinetic Study Based on Generalized Linear Model. Journal of Applied Mathematics(SCI期刊), 2012, pp:1-13,2012.

2011年度

[1]. Lin,J.G.*,Zhu, L. X. et al.. Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors. Journal of Applied Statistics(SCI期刊),38(7), pp:1509-1531, 2011.

[2]. Yan, F. R., Lin, J. G.* and Liu, Y.. Sparse logistic regression for diagnosis of liver fibrosis in rat by using SCAD-penalized likelihood. Journal of Biomedicine and Biotechnology(SCI期刊),2011 (2011), pp:1-8, 2011.

[3]. Li,Y, Ni, Z. X. and Lin J. G.*. A stochastic simulation approach to model selection for stochastic  volatility models. Communications in Statistics - Simulation and Computation (SCI期刊), 40 (7),1043-1056, 2011.

[4]. Zhou,X.C. and Lin,J.G.*. Complete moment convergence of moving average processes under ρ-mixing assumption. Mathematica Slovaca(SCI期刊),61(6),pp:979-992,  2011.

[5].Zhou,X.C. and Lin,J.G.*. On moments of the maximum of partial sums of moving average processes under dependence assumptions. Acta Mathematicae Applicatae Sinica (SCI期刊), 27 (4),pp:691-696,2011.

[6]. Cao, C. Z. & Lin, J. G.*. Diagnostics for elliptical linear mixed models with first-order autoregressive errors. Journal of Statistical Computation and Simulation(SCI期刊), 81(10), pp:1281-1296,2011 .   

[7].Zhu, L. P., Qian, L. Y. & Lin, J. G.. Variable selection in a class of single-index models. Ann als of theInstitute of Statistical Mathematics(SCI期刊),63(6), pp: 1277-1293, 2011.

[8].Zhou, X. C and Lin, J. G.*. Strong consistency of estimators in partially linear models for longitudinal  data with mixing-dependent structure. Journal of Inequalities and Applications(SCI期刊),2011, pp: 1-12, 2011.

[9] Yang,Y., Ma, X. and Lin,J.G.. Approximation for the Finite-Time Ruin Probability of a General Risk Model with Constant Interest Rate and Extended Negatively Dependent Heavy-Tailed Claims. Mathematical Problems in Engineering(SCI期刊)2011, Article ID 852852, 14 pages2011.

[10] Zou,X.C.,Tan,C.C. and Lin,J.G.. On the Strong Laws for Weighted Sums of ρ-Mixing Random Variables. Journal of Inequalities and Applications(SCI期刊). 2011, Article ID 157816, 8 pages,2011

2010年度

[1]. Lin J.G.*, Huang, C. & Zhuang, Q. Y.. Estimating generalized state density of near-extreme events   and its applications in analyzing stock data. Insurance: Mathematics and Economics (SCI, SSCI期刊), 47, pp:13-20, 2010.

[2]. Chen,P., Li, L., Liu,Y. & Lin, J. G.*. Detection of outliers and patches in bilinear time series models. Mathematical Problems in Engineering(SCI期刊), 2010, pp:1-10, 2010.

[3]. Zhou, X. C. & Lin, J. G.*. On complete convergence for arrays of row-wise ρ-mixing random variables and Its Applications. Journal of Inequalities and Applications(SCI期刊), 2010, pp: 1-10, 2010.

[4]. Cao, C. Z., Lin, J. G.* & Zhu, L. X.. Heteroscedasticity and/or autocorrelation diagnostics in non-linear   models with AR(1) and symmetrical errors. Statistical Papers(SCI期刊), 51(4), pp:813-836, 2010.

[5]. Xie, F. C., Lin, J.G. & Wei, B. C.. Influence analysis of additive mixed-effects nonlinear regression models via EM algorithm. Journal of Statistical Computation and Simulation (SCI期刊), 80(10), pp: 1115-1129, 2010.

[6].  Xie, F. C., Lin, J. G.,Wei, B. C.. Testing for varying zero-inflation and dispersion in generalized Poisson regression models. Journal of Applied Statistics(SCI期刊), 37(9), pp:1509-1522, 2010.

  主要中文论著

[1]. 解锋昌、韦博成、林金官. 零过多数据的统计分析及其应用.科学出版社2013.

[2]. 韦博成、林金官、解锋昌. 统计诊断. 高等教育出版社2009.