江慧 照片

江慧

副教授 硕士生导师

所属大学: 华中科技大学

所属学院: 数学与统计学院

邮箱:
jianghui@hust.edu.cn

个人主页:
http://faculty.hust.edu.cn/jianghui/zh_CN/index.htm

个人简介

教育经历 2011.72016.5新加坡国立大学统计学哲学博士学位研究生(博士)毕业 2007.92011.6武汉大学统计学理学学士学位本科(学士) 工作经历 2015.92016.9新加坡国立大学统计与应用概率系Research Assistant 2016.92019.11华中科技大学数学与统计学院讲师 2019.11至今华中科技大学副教授

研究领域

高维数据分析 非(半)参数回归 医学数据分析 非线性时间序列

近期论文

Jiang, H.,Saart, P..Xia, Y..Asymmetric conditional correlations in stock returns.The Annals of Applied Statistics,2016,(2):989-1018 Huang, L.,Wang, H..Jiang, H..A novel partial-linear single-index model for time series data.Computational Statistics and Data Analysis,2019,110-122 Huang, L.,Tian, H..Jiang, H..The consistency of model selection for dynamic semi-varying coefficient models with auto-correlated errors.Communications in Statistics – Theory and Methods,2019,(3):549-558 Jiang, H.,Huang, L..Xia, Y..Nonparametric Regression with Right-Censored Covariate via Conditional Density Function.Statistics in Medicine,2022,2025-2051 Wei, H.,Jiang, H.,Huang, L..Zhang, H..On the semi-varying coefficient dynamic panel data model with autocorrelated errors.Computational Statistics and Data Analysis,2022,107458 Zhao, Z.,Ledoit, O..Jiang, H..Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix.Journal of Financial Econometrics,2023,(1):73-105 Wu, Y.,Jiang, H..Huang, L..Optimization of large portfolio allocation for new-energy stocks: Evidence from China.Energy,2023,129456 Yang, J.,Xu, X..Jiang, H..A Nonparametric Approach to The Inference of Phase Difference in Time Series.2024,