学术研究领域

稳健统计；半参数与非参数统计；时间序列分析；统计计算；混合效应模型

荣誉称号和社会团体兼职

江西省青年井冈学者

讲授课程

本科生：概率论与数理统计，贝叶斯统计，数学分析，C/C++程序设计与统计软件基础，

非参数统计，多元统计分析

研究生：高等统计学(硕士)，数理统计前沿问题，高维数据分析I、II(硕士、博士)，

AdvancedStatistics(博士)

科研情况

目前已完成学术论文90余篇，其中：

已经过同行评议的论文

[80]Liu,Q.,Xia,C.,Liu,X.,(通讯作者)(2023).Limit

theoryforanAR(1)modelwithinterceptand

apossibleinfinitevariance.IndianJournalofPureand

AppliedMathematics.Accepted.

[79]Zhu,E.,Deng,Z.,Zhang,H.,Cao,J.,Liu,X.,(2023).

Asymptoticinferencesintherandomcoefficient

autoregressivemodelwithtime-functionalvariancenoises.

应用数学学报英文版.返修.

[78]Tan,X.,Peng,L.,Xiao,P.,Rizk,Z.,Liu,X.(通讯作

者),(2023).Expectiletraceregressionvialow-rank

andgroupsparsityregularization.Statistics.Subject

torevision.

[77]Li,C.,Xiao,P.,Ying,C.,Liu,X.(通讯作者),(2023).

SlicedAverageVarianceEstimationforTensor

Data.应用数学学报英文版.返修.

[76]Liu,Q.,Zhang,J.,Liu,X.(通讯作者),Hu,Z.,2023.

Bahadurrepresentationsforthebootstrapmedian

absolutedeviationandtheapplicationtoprojectiondepth

weightedmean.Metrika.Subjecttorevision.

[75]刘小惠，范雅文，赵涵，范东慧，2023.基于随机加权自助法

的市场弱势有效性检验.数理统计与管理.已返修.

[74]Chen,L.,Liu,X.,Peng,L.,Zhu,F.,2023.UnifiedInferenceforanInteger-valued

AR(1)Model.CommunicationsinStatistics-TheoryandMethods.Subjecttorevision.

[73]Liu,X.(共同一作),Peng,L.(共同一作),Li,H.,Liu,Y.,2023.Testingforserialcorrelation

inpredictiveregressionmodelswithoutrestrictingthe

propertiesofpredictors.JournalofFinancial

Econometrics.Subjecttorevision.

[72]Zhang,J.,Li,B.,Wang,Y.,Liu,X.

(通讯作者),Peng,P.,2023.Empiricallikelihoodunifiesthestableandunstableinteger

valuedAR(1)models.JournalofStatisticalPlanningandInference.Subjecttorevision.

[71]Liu,X.,Rizk,Z.(学生),Peng,L.,Zhou,Y.,Lian,H.,2022.

GeneralizedFunctionalAdditiveModelsinReproducingKernelHilbertSpaces.

StatisticsandItsInferface.Subjecttorevision.

[70]RaoY.,Fan,Y.(学生),Ao,H.,(学生),Liu.,X.(通讯作者),

2022.Anewportmanteautestforpredictiveregressionmodelswithpossibleembeddedendogeneity.

JournalofTimeSeriesAnalysis.Revised.

[69]Yang,B.,Long,W.,Liu,X.,Peng,L.,2022.AUnifiedPredictabilityTestUsingWeightedInference

AndRandomWeightedBootstrap.JournalofBusiness&EconomicStatistics.Revised.

[68]Luo,S.,Wang,D.,Dai,Y.,Liu,X.,2023.GratedRecurrentUnitNetworkQuantile

RegressionforSiliconContentPredictioninBlastFurnace.ISIJInternational.63(11).

[67]Fan,Y.(学生),Liu,X.,Cao,Y.(学生),Liu,S.(学生),

2023.JackknifeempiricallikelihoodbaseddiagnosticcheckingforAR(p)models

.ComputationalStatistics.https://doi.org/10.1007/s00180-023-01385-x.

[66]Liu,Y.(学生),Peng,L.,Liu,Q.,Lian,H.,Liu,X.(通讯作者),

2023.FunctionaladditiveexpectileregressioninthereproducingkernelHilbertspace.

JouranlofMultivariateAnalysis.Inpress.

[65]Liu,X.,Chen,H.,Ma,X.,Yu,H.,Yang,H.,AiL.,LiuQ.,WuL.,2023.

Theretrospectivedataanalysisonthespectrumofnervoussystemdiseasesinchildren

.ScientificReports.Inpress.

[64]Tan,X.,Peng,L.,Xiao,P.,Liu,Q.,Liu,X.(通讯作者),

2023.Optimalconvergencerateforsparseandlow-rankquantiletraceregression.JournalofComplexity.Onlinefirst.

https://www.sciencedirect.com/science/article/abs/pii/S0885064X2300047X

[63]Fan,Y.(学生),Liu,X.,Luo,T.,Rao,Y.,Li,H.(学生),

2023.TestingSerialCorrelationinaGenerald-factorModelwithPossibleInfiniteVariance.

JournalofAppliedStatistics.10.1080/02664763.2023.2231175.

[62]Yang,B.,Liu,X.,Long,W.,Peng,L.,2022.AUnifiedUnitRootTestRegardlessofIntercept.

EconometricReviews.AcceptedforPublication.

[61]Ding,J.,Jiang,L.,Liu,X.,Peng,L.2023.NonparametricTests

ForMarketTimingAbilityUsingDailyMutualFundReturns.

JournalofEconomicDynamicsandControl.https://doi.org/10.1016/j.jedc.2023.104635.

[60]Liu,X.,Long,W.,Peng,L.,Yang,B.,2023.AUnifiedInferenceforPredictiveQuantileRegression.

JournaloftheAmericanStatisticalAssociation.已录用.

[59]李传权,方岚然(学生),苏琦(学生),刘小惠,盛积良,2023.基于复杂网络的开源软件生态系统研究–以R软件为例,系统科学与数学.录用.

[58]Zhang,J.,Li,B.,Liu,X.,Wan,X.(学生),2023.

Asymptoticbehavioroftheportmanteautestsinaninteger-valuedARmodel.JournalofNonparametricStatistics,

https://doi.org/10.1080/10485252.2023.2175594.

[57]Wei,X.(学生),Liu,X.,Fan,Y.(学生),Tan,L.,LiuQ.,

2022.AunifiedtestfortheARerrorstructureofanautoregressivemodel

.Axioms.11(12),690,https://doi.org/10.3390/axioms11120690.

[56]Wang,Q.(学生),Liu,X.,Fan,Y.(学生),Peng,L.,2022.

TestingtheInterceptofaBalancedPredictiveRegressionModel.Entropy,2022,24,1594.

[55]Liu,Y.(学生),Liu,X.,Pan,Y.(学生),Jiang,J.,Xiao,P.(学生).Anempiricalcomparisonofvarious

MSPEestimatorsandassociatedpredictionintervalsforsmallareameans,JournalofStatistical

ComputationandSimulation,10.1080/00949655.2022.2144854.

[54]李传权，马海强，刘小惠，刘育孜(学生),2022.基于Huber损失的稳健张量回归及其应用.数理统计与管理.录用.

[53]Liu,X.,Fan,Y.(学生),Liu,Y.(学生),Luo,S.,2022.

AUnitRootTestforanAR(1)ProcesswithAErrorsbyUsingRandomWeightedBootstrap.数学学报,录用.

[52]Liu,X.,Fan,D.(学生),Zhang,X.,Liu,C.,2022.Empiricallikelihood-basedportmanteautests

forautoregressivemovingaveragemodelswithpossibleinfinitevariance.StatisticsandItsInterface.InPress.

[51]程宏波,钟文帆，陈艳华，李加加，刘小惠,2022.一种基于Lasso理论的牵引

变电所接地网腐蚀诊断方法.铁道学报,录用.

[50]Li,H.(学生),Liu,X.,Chen,Y.(学生),Fan,Y.(学生),2022.

TestingforserialcorrelationinautoregressiveexogenousmodelswithpossibleGARCHerrors.Entropy.24,1076.

[49]Peng,L.,Tan,X.,Xiao,P.(学生),Rizk,Z.(学生),Liu,X.(通讯作者),2022.

Oracleinequalityforsparsetraceregressionmodelswithexponentialbeta-mixingerrors.数学学报英文版,在线发表.

[48]刘小惠，李园园(学生).2022.回归深度函数的一般概念.应用数学学报.2022,5:461-482.

[47]Yang,Y.,Fan,Y.(学生),Jiang,L.,Liu,X.(通讯作者),2022.Searchqueryandtourismforecastingduringthepandemic

:Whenandwherecandigitalfootprintsbehelpfulaspredictors?AnnalsofTourismResearch.93,103365.

[46]Wang,L.,Zhang,J.,Li,B.,Liu,X.,2022.Quantiletraceregressionvianuclearnormregularization.

StatisticsandProbabilityLetters,Volume182,March2022.

[45]Liu,X.,Wang,L.,Ma,X.(麻先思),Wang,J.(王婕雯),Wu,L.,2021.

ModelingtheeffectofageonquantilesoftheincubationperioddistributionofCOVID-19.BMCPublicHealth,21:1762(2021).

[44]刘育孜(学生)，曲维荣，崔珍，刘小惠(通讯作者)，徐文婧(学生)，蒋继明,2021.基于分类混合效应模型预测方法和卫星遥感数据的农作物面积估算.数理统计与管理.10.13860/j.cnki.sltj.20211130-027.

[43]罗婷(学生)，刘小惠，程宏波.Elastic-Net变量选择及其在配网投资决策中的应用.电力系统保护与控制.49(23):1-8,2021.

[42]Yang,G.,Liu,X.,Lian,H.,2021.Optimalprediction

forhigh-dimensionalfunctionalquantileregression

inreproducingkernelHilbertspaces.JournalofComplexity.

Volume66,October2021,101568.

[41]Liu,X.,Ma,H.,Jiang,J.,2022.ThatPrasad-Raois

Robust:EstimationofMeanSquaredPrediction

ErrorofObservedBestPredictorunderPotentialModel

Misspecification,StatisticaSinica,32,2217-2240.

[40]Liu,X.,Lu,W.,Lian,H.,Liu,Y.(学生),Zhong,Z.Y.

2022,PartiallyLinearAdditiveFunctional

Regression,StatisticaSinica,32,2199-2216.

[39]Liu,X.,Wang,Y.(学生),Fan,Y.(学生),Liu,Y.

(学生),Statisticalinferencesforapartially

linearmodelwithautoregressionerrors,Acta

MathematicaeApplicataeSinica(EnglishSeries),

2022,38:1-22.

[38]Liu,X.,Li,Y.,Jiang,J.,SimpleMeasuresof

UncertaintyforModelSelection.

Test,2020,https://link.springer.com/article/10.1007/s11749-020-00737-9.

[37]Liu,X.,Ma,H.,Jiang,J.,AssessingUncertaintyin

SmallAreaEstimationInvolvingModel

Misspecification:AOne-bring-oneRoute,中国科学数学,2020,

10.1007/s11425-020-1797-4.

[36]Liu,X.,Liu,Y.(学生),Rao,Y.,Lu,F.,Aunified

testfortheinterceptofapredictiveregression

model,OxfordBulletinofEconomicsandStatistics.2021,

83:571-588.

[35]Yuan,Y.F.,Liu,X.,Chen,Y.(学生),Dong,Y.(学

生),Liu,Y.(学生),Onsimilarityofthesample

projectiondepthcontoursanditsapplication.Communications

inStatistics-TheoryandMethods,

DOI:10.1080/03610926.2020.1802651.

[34]Liu,X.,Liu,Y.(学生),Lu,F.,Empirical

likelihood-baseduniformconfidenceregionfora

predictiveregressionmodel,Communicationin

Statistics:SimulationandComputation,

2020+,10.1080/03610918.2019.1670841.

[33]Yang,B.,Liu,X.,Peng,L.,Cai,Z.,UnifiedTests

foraDynamicPredictiveRegression,

JournalofBusiness&EconomicStatistics,2021,39:684-699.

[32]Rahman,J.(学生),Luo,S.,Fan,Y.(学生),Liu,X.

SemiparametricEfficientInferences

forGeneralisedPartiallyLinearModels,Journalof

NonparametricStatistics.2020,32,704-724.

[31]刘小惠，何阳(学生)，麻先思(学生)，罗良清.有关新冠肺

炎潜伏期和疑似期的统计数据分析：基于湖北省外2172

条确诊数据.应用数学学报.2020,43:278-294.

[30]Huang,H.,Leng,X.,Liu,X.,Peng,L.,Unified

InferenceforanARProcesswithPossibleInfinite

VarianceGARCHErrors,JournalofFinancial

Econometrics,2020,18,425-470.

[29]Liu,X.,Luo,S.,Zuo,Y.,Someresultsonthe

computingofTukey’shalfspacemedian,Statistical

papers,2020,61(1),303-316.

[28]Liu,X.,He,Y.(学生),RR-plot:Adescriptivetool

forregressionobservations,JournalofApplied

Statistics,2020,47:76-90.

[27]范雅文(学生),刘小惠,预测回归模型序列相关性的

Jackknife经验似然比检验.系统科学与数学.

2019,39:1471-1485.

[26]Liu,X.,Mosler,K.,Mozharovskyi,P.,Fast

computationofTukeytrimmedregionsandmedianin

dimensionp>2,JournalofComputationaland

GraphicalStatistics,2019,28,682-697.

[25]Liu,X.,Rahman,J.(学生),Luo,S.,

Generalizedandrobustifiedempiricaldepthsformultivariatedata,

StatisticsandProbabilityLetters,2019,146,70-76.

[24]Liu,X.,Yang,B.,Cai,Z.,Peng,L.,AUnifiedTestforPredictabilityof

AssetReturnsRegardlessofPropertiesofPredictingVariables,

JournalofEconometrics,2019,208,141-159.

[23]Liu,X.,Peng,L.,AsymptoticTheoryandUnifiedConfidenceRegionForAnAutoregressiveModel,

JournalofTimeSeriesAnalysis,2019,40,43-65.

[22]Liu,Y.,Liu,X.,Testingconditionalindependencewithdatamissingatrandom.

AppliedMathematics-AJournalofChineseUniversities,2018,33,298-312.

[21]LiuY.,Wang,Q.,Liu,X.,Testingconditionalindependenceviaintegrating-uptransform,Statistics,2018,52,734-749.

[20]Liu,X.,Luo,S.,Zuo,Y.,ThelimitoffinitesamplebreakdownpointofTukey’

shalfspacemedianforgeneraldata,ActaMathSinica(SCI),2018,34,1403-1416.

[19]Liu,X.,Zuo,Y.,Wang,Q.H.,FinitesamplebreakdownpointofTukey’shalfspacemedian

.ScienceChinaMathematics,2017,60,861–874.

[18]Liu,X.(2017).FastimplementationoftheTukey

depth.ComputationalStatistics,32(4),1395-1410.

[17]Liu,X.,Approximatingprojectiondepthmedianinhigherdimensions,

CommunicationinStatistics:SimulationandComput-ation,2017,46,3756-3768.

[16]Liu,X.,Wang,Q.,LiuY.,Aconsistentjackknifeempiricallikelihoodtestfordistributionfunctions,

AnnalsoftheInstituteofStatisticalMathematics,2017,69,249–269.

[15]Liu,X.,Empiricallikelihoodfortheresponsemeanofgeneralizedlinearmodelswithmissingatrandomresponses

,CommunicationinStatistics:SimulationandComputation,2017,46,164-173.

[14]Guo,W.,Liu,X.,Zhang,S.,ThePrincipalCorrelationComponentsEstimatoranditsOptimality,

​StatisticalPapers,2016,57,755-779.

[13]Liu,X.,Luo,S.,Askewness-adaptiveprojectiondepth,ActaMathematicaSinica,

ChineseSeries(数学学报中文版,国内A),2015,58,1-14.

[12]Liu,X.,YijunZuo.CompPD:AMATLABPackagefor

ComputingProjectionDepth,JournalofStatistical

Software(SCI2017影响因子22.737),2015,65(2),1-21.

[11]Liu,X.,Ren,H.,Wang,G.,Computinghalfspacedepthcontoursbasedontheideaofacircularsequence,

JournalofSystemsScienceandComplexity,2015,28,1399-1411.

[10]Liu,X.,Empiricallikelihood-basedinferencesinvaryingcoefficientmodelswithmissingdata,

ActaMathematicaeApplicataeSinica,EnglishSeries,2015,31:823-840

[9]Liu,X.,Zuo,Y.,Computingprojectiondepthanditsassociatedestimators,StatisticsandComputing,

2014,24:51-63.

[8]Liu,X.,Zuo,Y.,Computinghalfspacedepthandregressiondepth.CommunicationinStatistics:

SimulationandComputation,2014,43:969-985.

[7]Liu,X.,Zuo,Y.,Wang,Z.,Exactlycomputingbivariateprojectiondepthcontoursandmedian,

ComputationalStatisticsandDataAnalysis,2013,60:1-11.

[6]Hu,X.,Liu,X.,Empiricallikelihoodconfidenceregionsforsemivaryingcoefficientmodelswithlinearprocesserrors.

JournalofNonparametricStatistic,2013,25:161-180.

[5]Wang,G.,Wang,Z.,Liu,X.,Empiricallikelihoodforcensoredpartiallinearmodelbasedonimputedvalue.

CommunicationinStatistics:TheoryandMethods,2013,42:644-659.

[4]Liu,X.,Hu,X.,Wang,G.,Li,B.,Zerofinite-orderserialcorrelationtestinpartiallylinearsingleindexmodels,

JournalofSystemsScienceandComplexity,2012,25(6):1185-1201.

[3]Liu,X.,Wang,Z.,Hu,X.,Estimationinpartiallylinearsingleindexmodelswithmissingcovariates.

CommunicationinStatistics:TheoryandMethods,2012,41(18):3428-3447.

[2]Liu,X.,Wang,Z.,Hu,X.,Testingheteroscedasticityinpartiallylinearmodelswithmissingcovariates.

JournalofNonparametricStatistics,2011,23(2):321-337.

[1]Liu,X.,Wang,Z.,Hu,X.,Wang,G.,Testingserialcorrelationinpartiallylinearsingle-indexerrors-in-variablesmodels.

CommunicationinStatistics:TheoryandMethods,2011,40(14):2554-2573.

获奖情况

其它情况

项目情况：

先后主持国家自然科学基金-地区项目、青年项目、面上项目各一项；中国博士基金项目一等资助一项，特别资助一项；江西省自然科学基金青年项目、面上项目、青年重大项目各一项，江西省教育厅青年项目、重点项目各一项；第五批(2014年度)江西财经大学优秀青年术人才支持计划项目一项。

曾为下列杂志审稿人：

CommunicationinStatistics:Simulationandcomputation;

CommunicationinStatistics:TheoryandMethod;

StatisticsandProbabilityLetters;

ComputationalStatisticsandDataAnalysis；

InternationalJournalofComputerMathematics;

JournalofAppliedStatistics;

OpenJournalofStatistics;

系统科学与数学;

Kybernetika-InternationaljournalpublishedbyInstituteofInformationTheoryandAutomation;

Statisticalpapers;

AnnalsoftheInstituteofStatisticalMathematics;

TheCanadianJournalofStatistics

JournalofAmericanStatisticalAssociation

JournalofStatisticalComputationandSimulation

数学物理学报英文版

中国科学数学

StatisticaSinica

StatisticsandItsInterface

Statistics

JournaloftheKoreanStatisticalSociety