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周望


时间:2016-06-12    浏览量:804    

  • 系所:经济学院
  • 性别:
  • 民族:
  • 党派:
  • 职称:教授
  • 职务:暨南大学讲座教授(统计学)
  • 学历:博士研究生
  • 学位:博士
    • 个人简介:
    • 新加坡国立大学教授

    • 学习经历:
    • 2004年  6 月毕业于香港科技大学获博士学位

    • 工作经历:
    • Jan. 2014-Now  Full Professor

      Jan. 2009-Dec. 2013 Associate Professor (Tenured)

      July 2004-Dec. 2008 Assistant Professor National Univ. of Singapore

      Sept. 2000-June 2004 Teaching assistant (each semester) Hong Kong Univ. of Sci. and Tech.

      March 1997-Aug. 2000 Instructor Shanghai Univ. of Fin. and Econ.

    • 研究方向:
    • 经验似然,高维检验,随机矩阵,Edgeworth 展开, 高维数据

    • 主要论文:
    • 1. Bao, Z. G., Lin, L. C., Pan, G. M. and Zhou, W. (2015) Spectral statistics of large dimensional Spearman's rank correlation matrix and its application. Accepted by Annals of Statistics.

      2. Bao, Z. G., Pan, G. M. and Zhou, W. (2015) Universality for the largest eigenvalue of sample covariance matrices with general population. Annals of Statistics. 43, 382-421. 

      3. Bao, Z. G., Pan, G. M. and Zhou, W. (2015) Asymptotic mutual information statistics of MIMO channels and CLT of sample covariance matrices. IEEE Transactions on Information Theory.  61, 3413-3426.

      4. Bao, Z. G., Pan, G. M. and Zhou, W. (2015) The logarithmic law of random determinant. Bernoulli.  21, 1600-1628. arXiv:1208.5823

      5. Bai, Z. D., Hu, J., Pan, G. M., and Zhou, W. (2015) Convergence of the empirical spectral distribution function of  Beta matrices. Bernoulli.  21, 1538-1574.

      6. Jing, B-Y, Kong, X. B. and Zhou, W. (2014) FDR control in multiple testing under non-normality.  Statistica Sinica.  24, 1879-1899.

      7. Bao, Z. G., Pan, G. M. and Zhou, W. (2014) Universality for a global property of the eigenvectors of Wigner matrices. Journal of Mathematical Physics. 55, 023303.

      8. Lawler, G. F. and Zhou, W. (2013) SLE curves and natural parametrization. Annals of Probability. 41, 1556-1584.

      9. Bao, Z. G., Pan, G. M. and Zhou, W. (2013) Central limit theorem for partial linear eigenvalue statistics of random matrices.  Journal of Statistical Physics.   150,  88-129. arXiv:1206.0508

      10.  Bai, Z. D., Hu, J. and Zhou, W. (2012) Convergence rates to the Marcenko-Pastur type distribution. Stochastic Processes and their Applications. 122, 68-92.

      11. Bao, Z. G., Pan, G. M., and Zhou, W. (2012) Tracy-Widom law for the extreme eigenvalues of sample correlation matrices.  Electronic Journal of Probability.  17, No 88. arXiv:1110.5208

      12. Pan, G. M. and Zhou, W. (2011) Central limit theorem for Hotelling's T2 statistic under large dimension. Annals of Applied Probability. 21, 1860-1910. arXiv:0802.0082

      13. Jing, B.-Y., Pan, G. M., Shao, Q. M. and Zhou, W. (2010) Nonparametric estimate of spectral density functions of sample covariance matrices: A first step. Annals of Statistics. 38, 3724-3750.

      14. Bai, Z. D., Wang, X. Y. and Zhou, W. (2010) Functional CLT for sample covariance matrices. Bernoulli. 16, 1086-1113.

      15. Pan, G. M. and Zhou, W. (2010) Circular law, extreme singular values and potential theory. Journal of Multivariate Analysis. 101, 645-656. arXiv:0705.3773

    • 承担课题:
    • 项目名称

      项目性质及来源

      Rank-based Canonical Correlation Analysis

      Ministry of educations of Singapore

      Universality for a Global Property of the Eigenvectors of Wigner Matrices

      Ministry of educations of Singapore

      On high-dimensional change point problem

      Ministry of educations of Singapore

      Convergence rate of empirical spectral distributions

      Ministry of educations of Singapore

      Nonparametric estimate of spectral density functions of random matrices

      Ministry of educations of Singapore

    • 科研成果:
    • 从事统计学的理论与应用研究,特别在高维数据估计、高维数据检验、数据降维、大维数据随机矩阵的研究都处于世界的前沿。发表了40多篇研究性文章,其中许多篇发表在统计学领域和计量经济学领域的顶级杂志,如: Annals of Statistics, Journal of American Statistical Association, Journal of Royal Statistical SocietyB, Biometrika, Bernoulli, Journal of EconometricsTrans. Amer. Math. Soc.上。一些文章被多位学者引用。并主持过多个美国国家自然科学基金项目,并应邀在多个国际会议上作大会报告和邀请报告。

    • 荣誉与奖励:
    •