Academic Areas: Mathematical Statistics

Research Interests: Nonparametric and semiparametric methods;Nonlinear time series analysis; High dimensional data analysis.

Academic Degrees

PhD, 2016, Department of Statistics and Applied Probability, National University of Singapore, Singapore.

Bachelor of Science, 2011, School of Mathematics and Statistics, Wuhan University, Wuhan, China.

Bachelor of Economics (minor), 2011, Economics and Management School, Wuhan University, Wuhan, China.

Professional Experience

Lecturer (2016.9-present), School of Mathematics and Statistics, Huazhong University of Science and Technology.

Research Assistant (2015.9-2016.9), Department of Statistics and Applied Probability, National University of Singapore, Singapore.

Teaching Assistant (2012.1-2015.8), Department of Statistics and Applied Probability, National University of Singapore, Singapore.

Publications

Jiang, H., Saart, P. and Xia, Y. (2016) Asymmetric Conditional Correlations in Stock Returns.  The Annals of Applied Statistics, 10(2), 989-1018.

Working Papers and Projects

 “A Hybrid Estimation of Conditional Variance and Covariance Functions” (Working Paper, with Yingcun Xia).

 “Regression with censored variables” (Working Paper, with Yingcun Xia).

 “Estimation and modelling of conditional covariance matrices” (Working Project, with Yingcun Xia).

Honors and Awards

NUS Research Scholarship, 2011-2015.

Outstanding Graduate Award, 2011.

Courses Taught

Multivariate Statistical Analysis (Undergraduate Level and Graduate Level).

Probability and Mathematical Statistics (Undergraduate Level).