Gaorong Li

Professor of Statistics, Ph.D. Supervisor

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. 2023.1-2026.12：The National Nature Science Foundation of China (No: 12271046)

2. 2022.1-2026.12：The National Nature Science Foundation of China (Key Program，No: 12131006)

3. 2019.1-2022.12：The National Nature Science Foundation of China (No: 11871001)

4. 2018.1-2020.12：The Beijing Nature Science Foundation (No: 1182003)

5. 2015.1-2018.12：The National Nature Science Foundation of China (No: 11471029)

6. 2014.1-2016.12：The Beijing Nature Science Foundation (No: 1142002)

7. 2014.1-2016.12：The Beijing Municipal Education Commission Foundation (No: KM201410005010)

8. 2013.1-2015.12：Program for JingHua Talents in Beijing University of Technology (No：2013-JH-L07)

9. 2012.1-2014.12：The National Nature Science Foundation of China (No: 11101014)

10. 2011.1-2013.12：The Specialized Research Fund for the Doctoral Program of Higher Education of China (No: 20101103120016)

11. 2011.1-2013.12：Funding Project for Academic Human Resources Development in Institutions of Higher Learning Under the Jurisdiction of Beijing Municipality (No: PHR20110822)

12. 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. ISBN：978-7-03-069729-5

4.Li Gaorong (2024). Statistical Learning with R. Beijing: Higher Education Press. ISBN: 978-7-04-062518-9

5.Li Gaorong, Su Han and Jin Changhan (2025+). High-dimensional Statistics. Beijing: Higher Education Press.

Selected Publications

1. Li Gaorong, Xue Liugen* and Zhang Riquan (2026). Penalized Robust Estimating Equation and Variable Selection in a Partially Linear Single-Index Varying-Coefficient Model. Statistics and Computing, 36: 1.

2. Wang Yilun, Xue Yuan*, Li Yujie and Li Gaorong (2026). Robust Selection and Estimation for Sparse Multivariate Functional Nonparametric Additive Models via Regularized Huber Regression. Journal of Computational and Applied Mathematics, 476: 117104.

3. Luo Jingxuan, Kong Yinfei, Li Gaorong* (2025+). From Penalization to Over-parameterization: Achieving Implicit Regularization for High-dimensional Linear Errors-in-Variables Models. Journal of Business & Economic Statistics, in press. DOI: 10.1080/07350015.2025.2583457

4. Wang Yilun, Xue Yuan*, Hu Yuping and Li Gaorong (2025+). Estimation in Functional Additive Models for High-Dimensional Functional Data. SCIENCE CHINA Mathematics, in press. https://doi.org/10.1007/s11425-025-2487-3

5. Su Han, Zhu Huiyao, Wang Yijie and Li Gaorong* (2025+). Multi-directional Variable Selection of Partially Linear Models with Longitudinal Data (in Chinese). SCIENTIA SINICA Mathematica, in press. https://doi.org/10.1360/SSM-2025-0007

6. Yue Lili, Diao Zeyu, Lin Jinguan and Li Gaorong* (2025+). Statistical Inference for the Rubin Causal Model with High-dimensional and Correlation Data (in Chinese). SCIENTIA SINICA Mathematica, in press. https://doi.org/10.1360/SSM-2023-0325

7. Luo Jingxuan, Li Gaorong*, Peng Heng and Yue Lili (2025). Calibrated Equilibrium Estimation and Double Selection for High-dimensional Partially Linear Measurement Error Models. Journal of Business & Economic Statistics, 43(3): 710-722.

8. Yue Lili, Wu Colin, Li Gaorong and Li Zhaohai (2025). Estimation of Global Average Treatment Effect in National Heart, Lung, and Blood Institute (NHLBI) Growth and Health Study. Statistical Methods in Medical Research, 34(5): 956-967.

9. Yue Lili, Zhang Jiayue, Yu Ping and Li Gaorong* (2025). Generalized Boosted Models to Measure Racial Effects at Different Quantiles in Observational Studies. Biometrical Journal, 67(3): e70063.

10. Yuan Panxu, Jin Changhan, Li Gaorong* (2024). FDR Control for Linear Log-Contrast Models with High-Dimensional Compositional Covariates. Computational Statistics and Data Analysis, 197, 107973.

11. Yuan Panxu, Li Gaorong* (2024). Overview of Research Advance for Knockoff Methods (in Chinese). Chinese Journal of Applied Probability and Statistics, 40(3): 463-497.

12. Luo Jingxuan, Li Xuejiao, Yu Chongxiu and Li Gaorong* (2023). Multiclass Sparse Discriminant Analysis Incorporating Graphical Structure among Predictors. Journal of Classification, 40:  614–637.

13. Hu Zhongliang, Yang Yiping, Li Gaorong and Tong Tiejun* (2023). Regularized t Distribution: Definition, Properties and Applications. Scandinavian Journal of Statistics, 50(4): 1884–1900.

14. Li Gaorong, Huang Lei, Yang Jin and Zhang Wenyang* (2022). A Synthetic Regression Model for Large Portfolio Allocation. Journal of Business & Economic Statistics, 40(4): 1665-1677.

15. 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.

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

17. 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.

18. 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.

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

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

21. 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.

22. 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.

23. 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.

24. 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)

25. Xia Qiang, Liang Rubing, Li Gaorong* (2019). Model Checking for Parametric Single-index Quantile Autoregression (in Chinese). SCIENTIA SINICA Mathematica, 49: 879-898.

26. 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.

27. 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.

28. 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.

29. Yue Lili, Shi Jianhong*，Li Gaorong (2017). Statistical inference for the Panel data model with errors-in-variables (in Chinese). SCIENTIA SINICA Mathematica, 47(9): 1077-1088.

30. 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.

31. 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.

32. 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.

33. 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.

34. 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.

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

36. 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.

37. 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.

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

39. 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.)

40. 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.

41. 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.

42. 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.

43. 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.

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

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

46. 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.

47. 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.

48. 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.

Contact Information

School of Statistics, Beijing Normal University

No. 19, XinJieKouWai St., HaiDian District

Beijing 100875, P. R. China

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