Ph.D. Theses Supervised

Ongoing

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Yuyan Wang, "Robust High-Dimensional Regression and Factor Models",
Princeton University, June, 2016.

First Position: Uber

Weichen Wang, "High-dimensional covariance learning",
Princeton University, June, 2016.

First Position: Two Sigma

Alexander Furger, "High-frequency Asset Factor Models: Applications to Covariance Matrix Estimation and Risk Management",
Princeton University, May, 2015.

First Position: Trade Logic Developer at Transmarket Group

Lucy Xia, "Statistical Methods for Complex Datasets",
Princeton University, May, 2015.

First Position: Stanford University, University of Virgina

Jiawei Yao, "Factor Models: Testing and Forecasting",
Princeton University, November, 2014.

First Position: Citadel

Wei Dai, "Statistical Methods in Finance",
Princeton University, May, 2014.

First Position:Dimensional Fund Advisors

Tracy Zheng Ke, "Inference on Large-scale Structures",
Princeton University, May, 2014.

First Position:University of Chicago

Martina Mincheva, "High-Dimensional Covariance Matrix Estimation and Financial Applications",
Princeton University, May, 2014.

First Position:Temple University

Chintan Mehta, "Rank-based Inference for Independent Component Analysis",
Princeton University, May, 2014.

First Position:Yale University

Xiaofeng Shi, "Large Portfolios' Risks and High-Dimensional Factor Models",
Princeton University, May, 2014.

First Position:Temasek Holdings

Ahmet Emre Barut, "Variable selection and prediction in high dimensional problems",
Princeton University, June, 2013.

Current Institution:George Washington University

Xin Tong, "Learning with asymmetry, high dimension and social networks'',
Princeton University, June, 2012.

Current Institution: University of Southern California

Weijie Gu, "Estimating False Discovery Proportion Under Covariance Dependence'',
Princeton University, June, 2012.

Current Institution: Morgan Stanley

Lei Qi, "Essays on the estimation of time series models",
Princeton University, May, 2011.

Current Institution: Hedge Fund

Jelena Bradic, "Sparse estimation and oracle properties of regularized regression with non-polynomial dimensional covariates'',
Princeton University, May, 2011.

Current Institution: University of California at San Diego

Yang Feng, ``High-dimensional Learning and Nonparametric Modeling'',
Princeton University, May, 2010.

Current Institution: Columbia University

Ke Yu,``High-frequency data based asset allocation and dynamic covariance matrix modeling'',
Princeton University, May, 2010.

Current Institution: J.P. Morgan

Ying Lu, ``Advance in Statistics Theory and Methods for Social Sciences'', June, 2009, University of North Carolina at Chapel Hill.

Current Institution:  New York University

Jingjin Zhang, ``Asset Allocation with Gross Exposure Constraints and Factor Selection", Princeton University, May, 2009.

Current Institution:  Barclay Capital

Yue Niu, "Validation Tests and Estimation of GenewiseVariance for Microarray Data",
Princeton University, January, 2009.

Current Institution:  University of Arizona

Clifford Lam, "Wai-Fung (Clifford) Lam, "High-dimensional profile likelihood inference and covariance matrices estimation",
Princeton University, May, 2008.

Current Institution: London School of Economics and Political Sci.

Jinchi Lv, "High-dimensional variable selection and covariance matrix estimation"
Princeton University, May, 2007.

Current Institution:  University of Southern California

Yingying Fan, "Volatility matrix estimation and high-dimensional classification",
Princeton University, May, 2007.

Current Institution:  University of Southern California


Jianzhong Lin, "Indirect inference for continuous-time diffusion process with discretely sampled observations",  Chinese University of Hong Kong, August, 2004.

Current Institution:  Shanghai Jiao-tong University

Tao Huang, "New developments in varying-coefficient partially linear models", University of North Carolina at Chapel Hill, May 2004.

Current Institution:  University of Virgina

Heng Peng, "Data-analytic modeling for High-dimensional statistical problem", October 2003.

Current Institution:  Hong Kong Baptist University

Run-Ze Li, "High dimensional modeling via nonconcave penalized likelihood and local likelihood",  University of North Carolina at Chapel Hill, April, 2000.

Current Institution:  Pennsylvania State University

Chunming Zhang, "Topics in Generalized Likelihood Ratio Test",  University of North Carolina at Chapel Hill, April, 2000.

Current Institution: University of Wisconsin at Madison

Jin-Ting Zhang, "Smoothed functional data analysis", University of North Carolina at Chapel Hill, July, 1999.

Current Institution: National Singapore University

Jianwei Chen, "Local quasi-likelihood estimation and optimal Bayesian sampling plans for censoring data", Chinese University of Hong Kong,  May, 1999.

Current Position: San Diego State Univ.

Wenyang Zhang, "Local polynomial fitting in nonparametric regression", Chinese University of Hong Kong, November, 1998.

Current Institution:   University of York.

Martine King, "Local likelihood and local partial likelihood in hazard regression", University of North Carolina at Chapel Hill, August, 1997.

Current Institution:  Abbott Laboratories

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.

Current Institution: University of Rochester

Ming-Yen Cheng, "On boundary effects of smooth curve estimators", University of North Carolina at Chapel Hill, April, 1994.

Current Institution: University College London

Revised:  November 2014