Gaorong Li

Professor of Statistics, Ph.D. Supervisor

E-Mail: ligaorong@bnu.edu.cn; ligaorong@gmail.com

Address: School of Statistics, Beijing Normal University, Beijing 100875

Research Interests

High-dimensional Statistics, Nonparametric Statistics and Complex Data Analysis, Model/Variable Selection, Statistical Learning, Causal Inference, Longitudinal/Panel Data Analysis, Measurement Error Model, Empirical likelihood

Education

1. B.S. (Mathematics Education)，Shanxi Normal University, 1999

2. M.S. (Applied Mathematics), Hebei University of Technology, 2004

3. Ph.D. (Probability and Mathematical Statistics), Beijing University of Technology, 2007

4. Postdoctoral Research Fellow，East China Normal University，2007.7-2009.6

5. Postdoctoral Research Associate，Marshall School of Business，University of Southern California，2016.3-2017.3

Grants (Principal Investigator)

1. 2019.1-2022.12：The National Nature Science Foundation of China (No: 11871001)

2. 2018.1-2020.12：The Beijing Nature Science Foundation (No: 1182003)

3. 2015.1-2018.12：The National Nature Science Foundation of China (No: 11471029)

4. 2014.1-2016.12：The Beijing Nature Science Foundation (No: 1142002)

5. 2014.1-2016.12：The Beijing Municipal Education Commission Foundation (No: KM201410005010)

6. 2013.1-2015.12：Program for JingHua Talents in Beijing University of Technology (No：2013-JH-L07)

7. 2012.1-2014.12：The National Nature Science Foundation of China (No: 11101014)

8. 2011.1-2013.12：The Specialized Research Fund for the Doctoral Program of Higher Education of China (No: 20101103120016)

9. 2011.1-2013.12：Funding Project for Academic Human Resources Development in Institutions of Higher Learning Under the Jurisdiction of Beijing Municipality (No: PHR20110822)

10. 2010.10-2012.10：Training Programme Foundation for the Beijing Municipal Excellent Talents (No: 2010D005015000002)

Books

1. Li Gaorong, Yang Yiping (2015). Semiparametric Models with Longitudinal Data. Beijing: Science Press. ISBN： 978-7-03-043419-7

2. Li Gaorong, Zhang Jun and Feng Sanying (2016). Modern Measurement Error Models. Beijing: Science Press. ISBN：978-7-03-047868-9

3. Li Gaorong and Wu Mixia (2021). Multivariate Statistical Analysis. Beijing: Science Press.

Selected Publications

1. Li Gaorong, Huang Lei, Yang Jin and Zhang Wenyang* (2021). A Synthetic Regression Model for Large Portfolio Allocation. Journal of Business & Economic Statistics, in press.

2. Feng Sanying, Li Gaorong*, Peng Heng and Tong Tiejun (2021). Panel Data Varying- Coefficient Models with Interactive Fixed Effects. Statistica Sinica, 31: 935-957.

3. 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.

4. Liu Jiamin, Li Gaorong, Zhang Jianqiang and Xu Wangli* (2021). Symmetrical Independence Tests for Two Random Vectors with Arbitrary Dimensional Graphs. Acta Mathematica Sinica, English Series, in press.

5. 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.

6. 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.

7. 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.

8. Zhang Jun, Yang Yiping, Li Gaorong* (2020). Logarithmic Calibration for Multiplicative Distortion Measurement Errors Regression Models. Statistica Neerlandica, 74: 462–488.

9. He Shengmei, Li Gaorong, Xu Wangli*(2020). A Feature Screening for Ultra-high Dimensional Discriminant Analysis Using Rank-based Energy Distance. Statistical Research, 37(8): 117-128。

10. 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.

11. 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.

12. 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.

13. 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.

14. 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 in 2020.)

15. 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.

16. 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.

17. Xia Qiang, Liang Rubing, Li Gaorong* (2019). Model Checking for Parametric Single-Index Quantile Autoregression. SCIENCE CHINA Mathematics, 49: 879-898.

18. 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.

19. 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.

20. 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.

21. 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.

22. 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.

23.Yue Lili, Shi Jianhong*, Li Gaorong (2017). Statistical Inference for the Panel Data Model with Errors-in-Variables. SCIENCE CHINA Mathematics, 47(9): 1077-1088.

24. Yang Yiping, Li Gaorong* and Lian Heng (2016). Nonconcave Penalized Estimation in Partially Linear Models with Longitudinal Data. Statistics, 50(1): 43-59.

25. 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.

26. 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.

27. 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.

28. 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.

29. 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.

30. 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.

31. Lian Heng* and Li Gaorong (2014). Series Expansion for Functional Sufficient Dimension Reduction. Journal of Multivariate Analysis, 124: 150-165.

32. 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.

33. 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.

34. Li Gaorong*, Peng Heng and Tong Tiejun (2013). Simultaneous Confidence Band for Nonparametric Fixed-Effects Panel Data Models. Economics Letters, 119: 229-232.

35. 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.)

36. 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.

37. 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.

38. 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.

39. 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.

40. Li Gaorong, Peng Heng* and Zhu Lixing (2011). Nonconcave Penalized M-estimation with a Diverging Number of Parameters. Statistica Sinica, 21: 391-419.

41. Li Gaorong, Zhu Liping* and Zhu Lixing (2010). Adaptive Confidence Region for the Direction in Semiparametric Regressions. Journal of Multivariate Analysis, 101: 1364-1377.

42. 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.

43. 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.

44. 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.