廖军
副教授职 务:
办 公 室:
电子邮箱:junliao@ruc.edu.cn
工作经历
2022年8月-至今 太阳成集团tyc122cc, 副教授
2019年8月-2022年8月 太阳成集团tyc122cc, 讲师
2019年8月-2021年8月 太阳成集团tyc122cc, 团队博士后
基金项目
1. 国家自然科学基金青年项目, 主持, 2021-2023
2. 太阳成集团122cc官网入口科学研究基金项目,主持, 2020-2022
开设课程
回归分析 、应用时间序列分析、定性数据研究方法
研究方向
模型选择与模型平均、组合预测
论文成果
9. Liao, J., Wan, A.T.K., He, S. and Zou, G. (2022). Optimal model averaging for multivariate regression models. Journal of Multivariate Analysis. 189: 104858.
8. Liao, J., Wan, A.T.K., He, S. and Zou, G. (2021+). Frequentist Model Averaging for the Nonparametric Additive Model. Statistica Sinica. Forthcoming.
7. Li, J., Lv, J., Wan, A.T.K. and Liao, J. (2022). AdaBoost semiparametric model averaging prediction for multiple categories. Journal of the American Statistical Association. 117: 495–509.
6. Liao, J., Zou, G., Gao, Y. and Zhang, X. (2020). Model averaging prediction for time series models with a diverging number of parameters. Journal of Econometrics. 223: 190-221.
5. Liao, J. and Zou, G. (2020). Corrected Mallows criterion for model averaging. Computational Statistics and Data Analysis. 144: 106902.
4. Zhao, S., Liao, J. and Yu, D. (2020). Model averaging estimator in ridge regression and its large sample properties. Statistical Papers. 61: 1719–1739.
3. Liao, J., Zong, X., Zhang, X. and Zou, G. (2019). Model averaging based on leave-subject-out cross-validation for vector autoregressions. Journal of Econometrics, 209: 35-60.
2. Liao, J., Zou, G. and Gao, Y. (2019). Spatial Mallows model averaging for geostatistical data. Canadian Journal of Statistics, 47: 336-351.
1. Liao, J., Zou, G. and Gao, Y. (2017). Optimal model averaging by data perturbation for spatial noisy data. Environmental and Ecological Statistics, 24: 415-431.