林金官
发布时间:2017-02-27 浏览次数:

南京审计大学统计科学与大数据研究院

林金官19648月生,男,博士,统计学教授、博士生导师。现主要从事非线性统计、计量经济、金融统计与风险度量、统计诊断、面板数据分析和统计应用等方面的研究工作。2000年以来, 在国内外核心期刊上发表论文一百余篇,其中SCISSCI收录论文八十余篇。至目前,已培博士生13(含在读),培养硕士生24人,另先后与8位博士后进行合作研究。

办公室:位育楼201

  话:86-025-58318699

Emai l jglin@nau.edu.cn

通讯地址:南京市浦口区雨山西路86

  编:211815 

 

1. 学术兼职

2013-2017年度教育部统计学类教学指导委员会委员;

中国工程概率统计学会副理事长;

江苏省概率统计学会理事长;

江苏省现场统计研究会副理事长;

中文核心期刊《应用概率统计》、《数理统计与管理》杂志编委;

第六届全国统计教材编审委员会委员;

中国概率统计学会理事、中国现场统计研究会常务理事、中国统计学会常务理事、中国教育统计学会常务理事等。

 

2.  受教育经历

2000/09- 2002/12东南大学经济管理学院,研究生/博士;

1986/09- 1988/07华东师范大学统计系,研究生/硕士;

1982/09 –1986/07华东师范大学数学系,本科/学士。

 

3.  研究工作经历

2016/07至今 南京审计大学统计科学与大数据研究院;

2007/09–2007/112012/05–2012/06香港浸会大学访问;

2006/07–2016/06东南大教授,统计学博士生导师、学科带头人;曾任东南大学数学系副主任

1988/07–2006/07江苏教育学院数学系讲师、副教授、教授。曾任江苏教育学院工会副主席、数学系副主任。

2003/03- 2005/02东南大学管理科学与工程博士后流动站博士后, 2005/03- 2007/02东南大学数学博士后流动站博士后。

 

4.  获奖情况(2000年以来)

[1] 林金官,朱建国,黄超,庄晴韵,近极值事件的广义态密度估计及其在股票数据分析中的应用,江苏省统计局,第十二届江苏省统计科研优秀成果奖二等奖,20125月;

[2] 解锋昌,林金官(导师),一类零过度数据的建模及诊断分析,国家统计局, 第十一届全国统计科研优秀成果奖二等奖,201212月;

[3] 林金官, 韦博成, 非线性回归模型异方差检验的局部渐近功效, 南京市人民政府,南京市第七届自然科学优秀学术论文奖二等奖, 200710月;

[4] 韦博成,林金官等, 复杂数据的统计诊断方法及其应用, 国家统计局第七届全国统计科研优秀成果奖(课题类)一等奖,20046月;

[5] 林金官,韦博成(导师), 回归模型的异方差和变离差检验, 国家统计局第七届全国统计科研优秀成果奖(博士论文类)一等奖,20046月;

[6] 林金官,韦博成, 非线性随机效应模型的异方差性检验, 南京市第五届(2001-2002年度)自然科学优秀学术论文奖三等奖,200310月。

 

4. 2000年以来承担的基金情况

[1] 主持国家自然科学基金“一类经济计量模型的统计分析及其应用研究”(11571073),50万(直接经费),2016.1-2019.12

[2] 主持2014年度江苏省重点统计研究课题“大数据环境下政府统计业务流程优化整合研究”,5万,2014.9-2015.9

[3] 主持全国统计科学研究(计划)重点项目“基于Copulas相关函数的风险度量及其应用”(2014LZ40),2万,2014.11-2016.10

[4] 主持江苏省自然科学基金项目“具有复杂结构的非正规正交设计的研究与应用”(BK20141326),10万,2014.7-2017.6

[5] 主持教育部博士点基金(博导类)“基于Copula相关函数的近极值事件的统计推断及其应用”(20120092110021),12万,2013.1-2015.12.

[6] 主要参与国家社会科学基金项目“基于复杂面板数据模型的物价波动研究”(12BTJ015,排名第二),15万,2012.7-2015.12.

[7] 主持国家自然科学基金“具有复杂相关结构的统计模型的理论与应用研究”(11171065, 45 2012.1-2015.12;

[8] 主持江苏省自然科学基金项目“重尾模型中近极值数据的统计推断及其应用”(BK2011058), 20万,2011.6-2013.12;

[9] 主持国家统计局全国统计科学研究(计划)项目“模糊回归分析及其在经济数据分析中的应用”(2010LC27),2010.11-2011.11

[10] 主持浙江省统计局重点课题“基于对称分布模型的统计数据分析”,1万,2010.6- 2011.6

[11] 主持联迪恒星(南京)信息系统有限公司横向课题“数据挖掘应用分析的系统开发”,8万,2010.12-2011.12

[12] 主持江苏省自然科学基金项目“重尾数据的统计分析及其应用”(BK2008284),9万,2008.9-2010.12

[13] 主持国家自然科学基金项目“纵向数据的参数建模及其统计诊断”(10671032),26万,2007.1-2009.12

[14] 主持国家社会科学基金项目“社会经济发展过程中复杂动态随机系统的统计分析”(04BTJ002),7万,2004.7--2008.11

[15] 主持国家统计局全国统计科学研究(计划)项目(重点项目)“纵向数据模型的协方差结构及其统计诊断” (LXZ0415)2万, 2004.11--2006.11

[16] 主要参与国家自然科学基金项目“非线性纵向数据分析及其统计诊断”(10371016) 16万,2004.1-2006.12;

[17] 主要参与国家社会科学基金项目“复杂数据的统计诊断及其应用”(02BTJ001,排名第二,第一为导师),7万,2002.7-2003.12.

 

5. 2010年以来的主要论著(*表示通讯作者)

 

2017年度发表和接受的SCISSCI期刊论文

 

[1] Chen,X.P., Lin,J.G.*, et al. Designs containing partially clear main effects. Statistics and Probability Letters(统计与概率快报,SCI期刊),121,pp: 12-17,2017.

[2]. Zhou,X.C., Xu,Y.Z. and Lin,J.G., et al. Wavelet estimation in varying coefficient models for censored dependent data. Statistics and Probability Letters(统计与概率快报,SCI期刊),122,pp: 179-189,2017.

 

2016年度发表和接受的SCISSCI期刊论文

 

[1] Chen,X.P. and Lin,J.G.. Orthogonal Arrays Robust to A Specified Set of Nonnegligible Effects. Journal of Systems Science and  Complex(系统科学与复杂性杂志,SCI期刊), 29,pp: 531-541,2016.

[2]. Hao,H.X., Lin,J.G*.,et al. Bayesian case influence analysis for GARCH models based on

Kullback–Leibler divergence. Journal of the Korean Statistical Society(韩国统计学会,SCI期刊), 45,pp:595-609, 2016.

[3] Wang,H.X., Lin,J.G. and Wang,J.D.. Nonparametric spatial regression with spatial autoregressive error structure. Statistics (统计学,SCI期刊), 50,pp:60-75,2016.

[4]. Zhao,Y.Y., Lin,J.G.* and Huang,X.F.. Nonparametric estimation in generalized varying-  coefficient models based on iterative weighted quasi-likelihood method. Computational Statistics(计算统计,SCI期刊), 31,pp:247-268,2016.

[5]. Zhang,K.S., Lin,J.G.* and Xu,P.R. A New Class of Copulas involved Geometric Distribution: Estimation and Applications. Insurance: Mathematics and Economics (保险:数学与经济,SCI, SSCI期刊), 66,pp:1-10, 2016.

[6]. Zhao,Y.Y.,Lin,J.G*,et.al. Adaptive jump-preserving estimates in varying-coefficient models.

   Journal of Multivariate Analysis(多元分析杂志,SCI期刊),149,pp:65-80,2016.

 

2015年度发表和接受的SCISSCI期刊论文

 

[1] Lin.J.G.*, Chen,X.P., et,al. Generalized variable resolution designs. Metrika (SCI期刊),78(7),pp:873-884,2015.

[2] Lin.J.G.*, Zhao,Y.Y. and Wang,H.X.. Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data. Journal of Applied Statistics(应用统计杂志,SCI期刊), 42(11),pp:2432-2448,2015.

[3] Ye,X.G., Lin,J.G.*, Zhao,Y.Y. and Hao,H.X.. Two-step estimation of the volatility functions in diffusion models with empirical applications. Journal of Empirical Finance (实证金融杂志,SCI, SSCI期刊), 33,pp:135-159,2015.

[4] Chen,X.P., Lin,J.G.* and Wang,H.X.. Construction of main-effect plans orthogonal through the block factor. Statistics and Probability Letters(统计与概率快报,SCI期刊), 106,pp: 58-64,2015.

[5].  Zhao,Y.Y., Lin,J.G.*, Xu,P.R. and Ye,X.G. Orthogonality-projection-based estimation for semi- varying coefficient models with heteroscedastic errors. Computational Statistics and Data Analysis(计算统计与数据分析,SCI期刊), pp:204-221,2015.

[6]  Zhou,X.C. and Lin,J.G. Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process.  RACSAM(SCI期刊), pp: 109: 153-168, 2015.

[7]. Zhu, C.H., Gao, Q.B. and Lin,J.G. Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models. SCIENCE CHINA: Mathematics(SCI期刊), 58(5),pp: 1079-1090,2015.

[8] Chen,X.P., Lin,J.G.*, Wang,X.D. and Huang,X.F.. Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix. Statistical Methods and Applications(统计方法与应用,SCI期刊), 24,pp:411-426,2015.

[9] Cao,C.Z., Lin,J.G., et al. Multivariate measurement error models for replicated data under heavy-tailed distributions. Journal of Chemometrics(化学杂志,SCI期刊), 29(8),pp:457-466.

[10] Du,X.L., Lin,J.G., Liu,G.X. and Zhou,X.Q.. A physical parameter identification method of  Lévy-driven vibratory systems based on multipower variation processes. Journal of Sound and Vibration(SCI期刊), 343,pp:216-229,2015.

[11]. Wang,H.X., Lin,J.G. and Wang,J.D.. Local Linear Estimation for Spatiotemporal Models

Based on Least Absolute Deviation. Communications in Statistics-Theory and Methods (统计通讯-理论与方法,SCI期刊), 44,pp:1508-1522, 2015.

[12] Sun,H.H. and Lin,J.G.. Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation. Communications in Statistics-Theory and Methods (统计通讯-理论与方法,SCI期刊), 44,pp: 1779-1785, 2015.

[13] Chen,X.P., Lin,J.G.* and Huang,X.F.. Construction of main effects plans orthogonal through the block factor based on level permutation. Journal of the Korean Statistical Society(韩国统计学会,SCI期刊), 44,pp: 538-545,, 2015.

 

2014年度发表的SCI论文

 

[1] Cao,C.Z., Lin,J.G. and Shi, J.Q.. Diagnostics on nonlinear model with scale mixtures of    skew-normal and first-order autoregressive errors. Statistics(统计学,SCI期刊), 48(5),pp: 1033- 1047,2014.

[2]. Huang, C. and Lin, J.G.*. Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis. Metrika (计量,SCI期刊), 77,pp:867- 894,2014.

[3]. Wang,K.Y., Lin,J.G. and Yang,Y.. Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments. Communications in Statistics-Theory and Methods (统计通讯-理论与方法,SCI期刊), 43,pp: 2595-2604, 2014

[4]. Xie,F.C., Lin,J.G. and Wei, B.C.. Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics. Journal of Applied Statistics (应用统计杂志,SCI期刊), 41( 6), 1383-1392, 2014

[5]. Yang,Y., Lin,J.G. and Tan,Z.Q.. The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks. Appl. Math. J. Chinese Univ. (SCI期刊), 29(2),pp: 194-204,2014.

[6]. Zhou,X.C. and Lin,J.G.. COMPLETE q-ORDER MOMENT CONVERGENCE OF MOVING AVERAGE PROCESSES UNDER ϕ-MIXING ASSUMPTIONS. APPLICATIONS OF MATHEMATICS (数学应用, SCI期刊), 1, 69–83,2014.

[7]. Zhou,X.C. and Lin,J.G.. Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure. Communications in Statistics-Theory and Methods (统计通讯-理论与方法,SCI期刊), 43,pp: 4707-4722, 2014.

[8]. Zhou,X.C. and Lin,J.G..Empirical likelihood for varying-coefficient semiparametric mixed- effects errors-in-variables models with longitudinal data. Statistical Methods and Applications(统计方法与应用,SCI期刊), 23, pp: 51–69,2014.

[9]  Zhou,X.C. and Lin,J.G.*.Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout. Statistics(统计学,SCI期刊),48(3),pp:668-684, 2014.

 

2013发表的SCI论文

 

[1].  Lin, J. G.* and Cao, C, Z.. On estimation of  measrement  error models with replication under heavy- tailed distributions. Computational Statistics(计算统计,SCI期刊), 28,pp:809–829, 2013.

[2]. Huang, C., Lin, J. G.*, Ren, Y. Y. Testing for the shape parameter of generalized extreme value distribution based on the Lq-likelihood ratio statistic. Metrika(计量,SCI期刊), 76, pp: 641- 671, 2013.

[3]. Zhang, K. S., Lin, J. G., Huang C.. Some new results on weighted geometric mean for copulas. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (SCI期刊) ,21(2)pp:277-288, 2013.

[4].  Zhao. H. X., Lin, J. G.* An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes. Computational Statistic (计算统计,SCI期刊), 28,pp:2029–2047, 2013.

[5]. Zhou, X. C. & Lin, J. G.*. Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure. Statistics (统计学,SCI期刊),  47(3),pp:521–534, 2013.

[6].  Zhou, X. C. & Lin, J. G.. On complete convergence for strong mixing sequences. Stochastics: An International Journal of Probability and Stochastic Processes  (随机性SCI期刊), 85(2),pp: 262–271, 2013.

[7] Yan,F.R., Huan Y., Liu,J.L., Lu,T. and Lin.J.G., Bayesian Inference for Generalized Linear Mixed Model Based on the Multivariate t Distribution in Population Pharmacokinetic Study, PLoS ONE(SCI期刊),, 8(3): e58369,2013.

[8] Tao,Y.X., Liu,L.J., Li,Z.H., Lin,J.G., Lu,T., Yan,F.R. Dose-Finding Based on Bivariate Efficacy-Toxicity Outcome Using Archimedean Copula. PLoS ONE(SCI期刊), 8(11): e78805.

[9] Zhou, X. C. & Lin, J. G.*. Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout. Journal of the Korean Statistical Society(韩国统计学会,SCI期刊), 42,pp:215-225,2013.

[10] Zhou, X. C. & Lin, J. G.. Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors. Journal of Multivariate Analysis(多元分析杂志,SCI期刊), 122 ,pp:251-270,2013.

[11] Zhou, X. C. & Lin, J. G.Yin,C.M..Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes, Journal of Inequalities and Applications(SCI期刊), 2013:261,2013.

[12]. Chen,P., Dong,L.,Chen,W.Y. and Lin,J.G.*. Outlier Detection in Adaptive Functional- Coefficient Autoregressive Models Based on Extreme Value Theory. Mathematical Problems in Engineering(SCI期刊). 2013, Article ID 910828, 9 pages,2013.

 

2012年度发表的SCI论文

 

[1]. Lin,J.G*., Zhuang,Q.Y., Huang,C.. Fuzzy statistical analysis of multiple regression with crisp and  fuzzy covariates and applications in analyzing economic data of china. Computational Economics  (计算经济,SCI, SSCI期刊), 39(1), pp:29-49, 2012.

[2].  Lin.J.G.*, Chen, J. and Li, Y. Bayesian analysis of student t linear regression with unknown change- point and application to stock data analysis. Computational Economics (计算经济,SCI, SSCI期刊), 40,  pp: 203 -217, 2012.

[3]. Lin,J. G.* & Qu, X. Y.. A consistent test for heteroscedasticity in semiparametric regression with nonparametric variance function based on the kernel method. Statistics (统计学,SCI期刊),46(5), pp:565- 576,2012.

[4]. Huang,C., Lin,J. G.* & Ren, Y. Y.. Statistical inferences for Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data. Computational Economics (计算经济,SCI, SSCI期刊),39(2),173-192,  2012.

[5]. Cao, C. Z., Lin, J. G. and Zhu, X. X.. On estimation of a heteroscedastic measurement error model under heavy-tailed distributions. Computational Statistics and Data Analysis (计算统计与数据分析,SCI期刊), 56(2),  pp: 438-448, 2012.

[6]. Gao,Q. B. & Lin, J. G.*. Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs. Statistics (统计学,SCI期刊),46(6),pp:833-846, 2012.

[7]. Cao,C.Z. and Lin,J.G.. Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear mo-dels with elliptical and AR(1) errors. Acta Mathematicae Applicatae Sinica  (SCI期刊),28(1),pp:49-62, 2012.

[8]. Gao, Q. B.. Lin, J. G.*, et al. Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with “working“ covariance matrix and adaptive designs. Communications in Statistics-Theroy and Methods (SCI期刊),41, pp:3544-3561, 2012.  

[9]. Shi, A. J. and Lin, J. G.*. Tail dependence for regularly varying time series. Mathematical Problems in Engineering(SCI期刊), 2012, 280896, pp:1-14, 2012.

[10]. Yang, Y., Lin, J. G. et al.. The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims. Journal of Kerean Statistical Society (SCI期刊),41, pp:213-224, 2012.

[11]. Zhao, H. X. and Lin, J. G.*. The large sample properties of the solutions of general estimating equations. J. Syst. Sci. Complex (SCI期刊), 25,  pp:315-328, 2012.

[12]. Zhou, X. C. and Lin, J. G.. A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure. Statistics and Probability Letters(SCI期刊),82, pp:1941-1922, 2012.

[13]. Wang, K. Y., Yang, Y. and Lin, J. G.. Precise large deviations for widely orthant dependent random variables with dominatedly varying tails. Front. Math. China(SCI期刊),7(5), pp:919-932,2012.

[14]. Yan, F. R. & Lin, J. G.*. Empirical Likelihood Estimation for Population Pharmacokinetic Study Based on Generalized Linear Model. Journal of Applied Mathematics(SCI期刊), 2012, pp:1-13,2012.

 

2011年度发表的SCI论文

 

[1]. Lin,J.G.*,Zhu, L. X. et al.. Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors. Journal of Applied Statistics(SCI期刊),38(7), pp:1509-1531, 2011.

[2]. Yan, F. R., Lin, J. G.* and Liu, Y.. Sparse logistic regression for diagnosis of liver fibrosis in rat by using SCAD-penalized likelihood. Journal of Biomedicine and Biotechnology(SCI期刊),2011 (2011), pp:1-8, 2011.

[3]. Li,Y, Ni, Z. X. and Lin J. G.*. A stochastic simulation approach to model selection for stochastic  volatility models. Communications in Statistics - Simulation and Computation (SCI期刊), 40 (7),1043-1056, 2011.

[4]. Zhou,X.C. and Lin,J.G.*. Complete moment convergence of moving average processes under ρ-mixing assumption. Mathematica Slovaca(SCI期刊),61(6),pp:979-992,  2011.

[5]. Zhou,X.C. and Lin,J.G.*. On moments of the maximum of partial sums of moving average processes under dependence assumptions. Acta Mathematicae Applicatae Sinica (SCI期刊), 27 (4),pp:691-696,2011.

[6]. Cao, C. Z. & Lin, J. G.*. Diagnostics for elliptical linear mixed models with first-order autoregressive errors. Journal of Statistical Computation and Simulation(SCI期刊), 81(10), pp:1281-1296,2011 .   

[7]. Zhu, L. P., Qian, L. Y. & Lin, J. G.. Variable selection in a class of single-index models. Ann als of theInstitute of Statistical Mathematics(SCI期刊),63(6), pp: 1277-1293, 2011.

[8].Zhou, X. C and Lin, J. G.*. Strong consistency of estimators in partially linear models for longitudinal  data with mixing-dependent structure. Journal of Inequalities and Applications(SCI期刊),2011, pp: 1-12, 2011.

[9] Yang,Y., Ma, X. and Lin,J.G.. Approximation for the Finite-Time Ruin Probability of a General Risk Model with Constant Interest Rate and Extended Negatively Dependent Heavy-Tailed Claims. Mathematical Problems in Engineering(SCI期刊)2011, Article ID 852852, 14 pages2011.

[10] Zou,X.C.,Tan,C.C. and Lin,J.G.. On the Strong Laws for Weighted Sums of ρ-Mixing Random Variables. Journal of Inequalities and Applications(SCI期刊). 2011, Article ID 157816, 8 pages,2011

 

2010年度发表的SCI论文

 

[1]. Lin J.G.*, Huang, C. & Zhuang, Q. Y.. Estimating generalized state density of near-extreme events   and its applications in analyzing stock data. Insurance: Mathematics and Economics (保险:数学与经济,SCI, SSCI期刊), 47, pp:13-20, 2010.

[2]. Chen,P., Li, L., Liu,Y. & Lin, J. G.*. Detection of outliers and patches in bilinear time series models. Mathematical Problems in Engineering(SCI期刊), 2010, pp:1-10, 2010.

[3]. Zhou, X. C. & Lin, J. G.*. On complete convergence for arrays of row-wise ρ-mixing random variables and Its Applications. Journal of Inequalities and Applications(SCI期刊), 2010, pp: 1-10, 2010.

[4]. Cao, C. Z., Lin, J. G.* & Zhu, L. X.. Heteroscedasticity and/or autocorrelation diagnostics in non-linear   models with AR(1) and symmetrical errors. Statistical Papers(SCI期刊), 51(4), pp:813-836, 2010.

[5]. Xie, F. C., Lin, J.G. & Wei, B. C.. Influence analysis of additive mixed-effects nonlinear regression models via EM algorithm. Journal of Statistical Computation and Simulation (SCI期刊), 80(10), pp: 1115-1129, 2010.

[6].  Xie, F. C., Lin, J. G.,Wei, B. C.. Testing for varying zero-inflation and dispersion in generalized Poisson regression models. Journal of Applied Statistics(SCI期刊), 37(9), pp:1509-1522, 2010.

 

主要中文论著

 

[1]. 解锋昌、韦博成、林金官. 零过多数据的统计分析及其应用.科学出版社2013.

[2]. 韦博成、林金官、解锋昌. 统计诊断. 高等教育出版社2009.