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
Lin, H.Z., Zhou,
L., Peng, H. and Zhou, X. H., (2011), The selection and combination of
biomarkers using ROC method for disease classification and prediction,
The Canadian Journal of Statistics, 39, 324-343.
Li, G. R., Feng, S.
Y. and Peng, H. (2011), A Profile-type Smoothed Score Function for a
Varying Coefficient Partially Linear Model, Journal of
Multivariate Analysis, 102, 372-385.
Peng, H. and Huang, T. (2011), Penalized Least Squares for Single Index
Models, Journal of Statistical Planning and Inference, 141, 1362-1379.
Li, G. R., Peng, H. and Zhu, L. X., (2011), Nonconcave Penalized
M-estimation with Diverging Number of Parameters, Statistica
Sinica, 21, 391-420.
Peng,H. and Cui, X. (2010),
Estimation and inference for partial
linear model with multivariate function component, In Preparation.
Zhang,
C. Q., Peng, H. and Zhang, J. T. (2010), Two Samples Tests for
Functional Data,
Communications in
Statistics - Theory and Methods, No. 39, 559-578.
Zhang, W.Y. and Peng H., (2010), Simultaneous confidence band and
hypothesis test in generalized varying-coefficient models, Journal of
Multivariate Analysis , 101, No. 7, 1656-1680.
Lam, Y. C., Cheng, C. W., Peng, H., Law, C. K., Huang, X. Z. and Bian,
Z. X. (2009), Cancer patients' attitudes towards Chinese medicine:
a Hong Kong survey, Chinese Medicine, 4:25.
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.
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.
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.
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
Oct. 12, 2010
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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