Assistant
Professor
Department
of Mathematics
Education
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B.S. (1997), The University of Science and Technology of China
(USTC) |
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M.S. (2000), The University of Science and Technology of China |
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Ph.D. (2003), The Chinese University of Hong Kong (CUHK) |
Working
Experience
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12/2003-6/2006 |
Research Associate, Department of Operation Research and
Financial |
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Engineering,
Princeton University |
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9/2006-Present |
Assistant Professor,
Department of Mathematics, HKBU |
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Teaching
Research
Interesting
Financial
Econometric
Bioinformatics
Data-analytic
Modeling
Model
Selection
Nonparametric Methods
Publications and
Manuscripts
Li, G. R., Peng, H. and Zhu, L. X., (2009), Nonconcave Penalized
M-estimation with Diverging Number of Parameters, Accepted by Statistica
Sinica.
Zhang,
C. Q., Peng, H. and Zhang, J. T. (2009), Two Samples Tests for
Functional Data,
Accepted by
Communications in Statistics - Theory and Methods.
Ait-Sahalia,
Y., Fan, J. and Peng, H. (2009).
Nonparametric transition-based tests for diffusions,
Journal
of American Statistical Association, Vol 104, No 487, 1102-1116.
Hui, J., Miao, B.Q., Ning, J. and Peng, H., (2008), Nonparametric Estimation for
Contamination Distribution, Applied
Mathematics-a Journal of Chinese Universities Series B., Vol 23,
Issue 2, 175-182.
Zhu, L.X., Miao, B.Q.,
and Peng, H.(2006), On Sliced Inverse
Regression with large dimensional covariates, Journal of
American Statistical Association, Vol 101, No. 474, 630-643.
Fan, J., Peng H.,
and Huang, T., (2005), Semilinear
high-dimensional model for normalization of mircoarray data: a
theoretical analysis and partial consistency
(with discussion)
, Journal of American Statistical Association, Vol 100, No. 471, 781-813.
Fan, J. and Peng H.,
(2004), Nonconcave penalized likelihood with
a diverging number of parameters, The annals of statistics, Vol 32,
No 3, 928-961.
Peng, H.and Miao, B.Q., (2001), Inferences on Negative Dependent Change
Point of Components of Random Vector (in Chinese), Journal of China
university of Science and Technology, Vol 31, No.1, 21-29.
Liu, D.H., Miao, B.Q.
and Peng, H., (2002), Convergence for Kernel Estimation of Error Density
in M-Estimator (in Chinese), Chinese Journal of Applied Probability and
Statistics, Vol 18, No.2, 125-133.
Miao, B.Q., Dai,
X.L., Wei, L.S., Peng H. and Wang, X.F., (2000), Statistical analysis
for the curricular teaching assessment questionnaire (in Chinese), High
Education Assessment of China, Vol 19, No. 2.
Update
Aug. 31, 2009
FSC1205, Fong Shu Chuen
Building
Department of Mathematics, The Hong Kong Baptist
University, Kowloon Tong, Hong Kong
hpeng@math.hkbu.edu.hk
(852)-3411 7021
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