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
- B.S. (Mathematics Education), Shanxi Normal University, 1999
- M.S. (Applied Mathematics), Hebei University of Technology, 2004
- Ph.D. (Probability and Mathematical Statistics), Beijing University of Technology, 2007
- Postdoctoral Research Fellow,East China Normal University,2007.7-2009.6
- Postdoctoral Research Associate,Marshall School of Business,University of Southern California,2016.3-2017.3
Grants (Principal Investigator)
- 2023.1-2026.12:The National Nature Science Foundation of China (No: 12271046)
- 2022.1-2026.12:The National Nature Science Foundation of China (Key Program,No: 12131006)
- 2019.1-2022.12:The National Nature Science Foundation of China (No: 11871001)
- 2018.1-2020.12:The Beijing Nature Science Foundation (No: 1182003)
- 2015.1-2018.12:The National Nature Science Foundation of China (No: 11471029)
- 2014.1-2016.12:The Beijing Nature Science Foundation (No: 1142002)
- 2014.1-2016.12:The Beijing Municipal Education Commission Foundation (No: KM201410005010)
- 2013.1-2015.12:Program for JingHua Talents in Beijing University of Technology (No:2013-JH-L07)
- 2012.1-2014.12:The National Nature Science Foundation of China (No: 11101014)
- 2011.1-2013.12:The Specialized Research Fund for the Doctoral Program of Higher Education of China (No: 20101103120016)
- 2011.1-2013.12:Funding Project for Academic Human Resources Development in Institutions of Higher Learning Under the Jurisdiction of Beijing Municipality (No: PHR20110822)
- 2010.10-2012.10:Training Programme Foundation for the Beijing Municipal Excellent Talents (No: 2010D005015000002)
Books
- Li Gaorong, Yang Yiping (2015). Semiparametric Models with Longitudinal Data. Beijing: Science Press. ISBN: 978-7-03-043419-7
- Li Gaorong, Zhang Jun and Feng Sanying (2016). Modern Measurement Error Models. Beijing: Science Press. ISBN:978-7-03-047868-9
- Li Gaorong and Wu Mixia (2021). Multivariate Statistical Analysis. Beijing: Science Press. ISBN:978-7-03-069729-5
Selected Publications
- Li Gaorong, Huang Lei, Yang Jin and Zhang Wenyang* (2022). A Synthetic Regression Model for Large Portfolio Allocation. Journal of Business & Economic Statistics, in press.
- Feng Sanying, Kong Kaidi, Kong Yinfei, Li Gaorong* and Wang Zhaoliang (2022). Statistical Inference of Heterogeneous Treatment Effect Based on Single-Index Model. Computational Statistics and Data Analysis, 175: 107554, DOI: 10.1016/j.csda.2022.107554.
- Wei Shaojie, Li Gaorong, Zhang Zhongzhan (2022). An Alternative Doubly Robust Estimation in Causal Inference Model. Communications in Mathematics and Statistics, in press. DOI: 10.1007/s40304-022-00308-4
- Yuan Panxu, Feng Sanying, Li Gaorong* (2022). Revisiting Feature Selection for Linear Models with FDR and Power Guarantees. Journal of the Korean Statistical Society, in press. DOI: 10.1007/s42952-022-00179-z
- Wei Shaojie, Zhang Zhongzhan* and Li Gaorong (2022). Estimation of the Average Treatment Effect on the Treated with Misclassified Binary Outcome. Stat, 11(1): e422.
- Liu Jiamin, Li Gaorong, Zhang Jianqiang and Xu Wangli* (2022). Symmetrical Independence Tests for Two Random Vectors with Arbitrary Dimensional Graphs. Acta Mathematica Sinica, English Series, 38(4): 662-682.
- Feng Sanying, Li Gaorong*, Peng Heng and Tong Tiejun (2021). Varying-Coefficient Panel Data Models with Interactive Fixed Effects. Statistica Sinica, 31: 935-957.
- 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.
- 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.
- 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.
- 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.
- Zhang Jun, Yang Yiping, Li Gaorong* (2020). Logarithmic Calibration for Multiplicative Distortion Measurement Errors Regression Models. Statistica Neerlandica, 74: 462-488.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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)
- 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.
- 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.
- Xia Qiang, Liang Rubing, Li Gaorong* (2019). Model Checking for Parametric Single-Index Quantile Autoregression. SCIENCE CHINA Mathematics, 49: 879-898.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Yang Yiping, Li Gaorong* and Lian Heng (2016). Nonconcave Penalized Estimation in Partially Linear Models with Longitudinal Data. Statistics, 50(1): 43-59.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Lian Heng* and Li Gaorong (2014). Series Expansion for Functional Sufficient Dimension Reduction. Journal of Multivariate Analysis, 124: 150-165.
- 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.
- 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.
- Li Gaorong*, Peng Heng and Tong Tiejun (2013). Simultaneous Confidence Band for Nonparametric Fixed-Effects Panel Data Models. Economics Letters, 119: 229-232.
- 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.)
- 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.
- 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.
- 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.
- 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.
- Li Gaorong, Peng Heng* and Zhu Lixing (2011). Nonconcave Penalized M-estimation with a Diverging Number of Parameters. Statistica Sinica, 21: 391-419.
- Li Gaorong, Zhu Liping* and Zhu Lixing (2010). Adaptive Confidence Region for the Direction in Semiparametric Regressions. Journal of Multivariate Analysis, 101: 1364-1377.
- 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.
- 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.
- 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.