Ph.D. Theses Supervised

		Ying Lu, ``Advance in Statistics Theory and Methods for Social Sciences'', June, 2009, University of North Carolina at Chapel Hill.
		Jingjin Zhang, ``Asset Allocation with Gross Exposure Constraints and Factor Selection", Princeton University, May, 2009.
		Yue Niu, "Validation Tests and Estimation of GenewiseVariance for Microarray Data", Princeton University, January, 2009
		Clifford Lam, "Wai-Fung (Clifford) Lam, "High-dimensional profile likelihood inference and covariance matrices estimation", Princeton University, May, 2008.
		Jinchi Lv, "High-dimensional variable selection and covariance matrix estimation",  Princeton University, May, 2007.
		Yingying Fan, "Volatility matrix estimation and high-dimensional classification", Princeton University, May, 2007.
		Jianzhong Lin, "Indirect inference for continuous-time diffusion process with discretely sampled observations",  Chinese University of Hong Kong, August, 2004.
		Tao Huang, "New developments in varying-coefficient partially linear models", University of North Carolina at Chapel Hill, May 2004.
		Heng Peng, "Data-analytic modeling for High-dimensional statistical problem", October 2003.
		Run-Ze Li, "High dimensional modeling via nonconcave penalized likelihood and local likelihood",  University of North Carolina at Chapel Hill, April, 2000.
		Chunming Zhang, "Topics in Generalized Likelihood Ratio Test",  University of North Carolina at Chapel Hill, April, 2000.
		Jin-Ting Zhang, "Smoothed functional data analysis", University of North Carolina at Chapel Hill, July, 1999.
		Jianwei Chen, "Local quasi-likelihood estimation and optimal Bayesian sampling plans for censoring data", Chinese University of Hong Kong,  May, 1999.
		Wen-yang Zhang, "Local polynomial fitting in nonparametric regression", Chinese University of Hong Kong, November, 1998.
		Martine King, "Local likelihood and local partial likelihood in hazard regression", University of North Carolina at Chapel Hill, August, 1997.
		Sheng-Kuei Lin, "Test of significance when data are curves", University of North Carolina at Chapel Hill, August, 1997.
		Mark Farmen, "The smoothed boorstrap for variable bandwidth selection and some results in nonparametric logistic regression", University of North Carolina at Chapel Hill, April, 1996.
		Li-shang Huang, "On nonparametric estimation and goodness-of-fit", University of North Carolina at Chapel Hill, July, 1995.
		Ming-Yen Cheng, "On boundary effects of smooth curve estimators", University of North Carolina at Chapel Hill, April, 1994.