个人信息简介
姓名:李高荣 职称:教授,博士生导师
北京师范大学第十二届“最受本科生欢迎的十佳教师”。
主要研究方向: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。
联系方式: ligaorong@bnu.edu.cn; ligaorong@gmail.com
科研项目
1. 国家自然科学基金:高维噪声数据的有效和稳健统计方法、理论及其应用(No: 12271046),2023年1月-2026年12月,主持。
2. 国家自然科学基金重点项目:因果分析的若干统计学基础问题的研究及其应用 (No: 12131006),2022年1月-2026年12月,排名第二参与。
3. 国家自然科学基金:高维回归模型的大规模统计学习和推断 (No: 11871001),2019年1月-2022年12月,主持。
4. 国家自然科学基金:不完全数据下半参数混合效应模型的研究 (No: 11971001),2020年1月-2023年12月,排名第二参与。
5. 中央高校基本科研业务费专项资金资助:高维半参数因果推断模型的统计学习研究(No: 2019NTSS18),2019年9月-2021年9月,主持。
6. 北京市自然科学基金:大规模因果推断模型的统计学习及其应用(No: 1182003),2018年1月-2020年12月,主持。
7. 国家自然科学基金:半参数面板数据交互固定效应模型的理论与应用研究 (No:11471029),2015年1月-2018年12月,主持。
8. 北京市自然科学基金:纵向数据变系数混合效应模型的适应性统计研究及其应用(No: 1142002),2014年1月-2016年12月,主持。
9. 北京市教育委员会科技计划面上项目:函数型数据半参数模型的统计方法、理论及应用(No:KM201410005010),2014年1月-2016年12月,主持。
10.北京市自然科学基金委员会与北京市科学技术研究院联合资助项目: 高维数据的低维非线性逼近方法与应用 (No: L140003),2014年1月-2016年6月,主要参与者。
11.北京工业大学“京华人才”支持计划项目(No:2013-JH-L07),2013年1月-2015年12月,主持。
12.国家自然科学青年基金:纵向数据单指标混合效应模型的有效统计推断 (No:11101014),2012年1月-2014年12月,主持。
13.教育部博士点学科专项科研基金:可加模型的统计推断及应用 (No:20121103110004), 2013年1月-2015年12月,主要参与者。
14.高等学校博士学科点专项科研基金联合资助课题(新教师类):高维数据半参数模型的变量选择及其应用 (No:20101103120016),2011年1月-2013年12月,主持。
15.北京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”项目 (No:PHR20110822),2011年1月-2013年12月,主持。
16.北京市优秀人才培养资助项目:半参数混合效应模型的统计推断以及变量选择研究 (No:2010D005015000002),2010年10月-2012年10月,主持。
17.中国博士后科学基金:高维数据半参数模型的统计推断 (No:20080430633),2008年7月-2009年9月,主持。
18.上海市博士后科研资助计划资助:高维数据单指标模型中适应统计方法的研究 (No:08R214121),2008年8月-2009年9月,主持。
代表性论文
1. 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.
2. 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.
3. 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
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
5. 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.
6. 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.
7. Feng Sanying, Li Gaorong*, Peng Heng and Tong Tiejun (2021). Varying-Coefficient Panel Data Models with Interactive Fixed Effects. Statistica Sinica , 31: 935-957.
8. 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.
9. 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.
10. 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.
11. 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.
12. Zhang Jun, Yang Yiping, Li Gaorong* (2020). Logarithmic Calibration for Multiplicative Distortion Measurement Errors Regression Models. Statistica Neerlandica , 74: 462-488.
13. 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。
14. 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.
15. 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.
16. 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 .
17. 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.
18. 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)
19. 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.
20. 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.
21. 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.
22. 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.
23. 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.
24. 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.
25. 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.
26. 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.
27. 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.
28. Yang Yiping, Li Gaorong* and Lian Heng (2016). Nonconcave Penalized Estimation in Partially Linear Models with Longitudinal Data. Statistics, 50(1): 43-59.
29. 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.
30. 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.
31. 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.
32. 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.
33. 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.
34. 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.
35. Lian Heng* and Li Gaorong (2014). Series Expansion for Functional Sufficient Dimension Reduction. Journal of Multivariate Analysis, 124: 150-165.
36. 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.
37. 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.
38. Li Gaorong*, Peng Heng and Tong Tiejun (2013). Simultaneous Confidence Band for Nonparametric Fixed-Effects Panel Data Models. Economics Letters , 119: 229-232.
39. 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.)
40. 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.
41. 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.
42. 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.
43. 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 .
44. Li Gaorong, Peng Heng* and Zhu Lixing (2011). Nonconcave Penalized M-estimation with a Diverging Number of Parameters. Statistica Sinica, 21: 391-419.
45. Li Gaorong, Zhu Liping* and Zhu Lixing (2010). Adaptive Confidence Region for the Direction in Semiparametric Regressions. Journal of Multivariate Analysis , 101: 1364-1377.
46. 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.
47. 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.
48. 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.
专著和教材
1. 李高荣,杨宜平(2015). 纵向数据半参数模型. 北京:科学出版社.
2. 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)
3. 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)