statistics faculty at unc-ch
___________

jfan@stat.unc.edu

109 New West
919 962-1358
Fax: 919-962-1279

        Jianqing Fan
        Moved to Princeton University

        Teaching

        Education

          B.S. (1982), Fudan University, Shanghai, China;
          M.A. (1985), Academia Sinica, Beijing, China;
          Ph. D. (1989), University of California at Berkeley.

        Faculty Positions

          Assistant and Associate Professor, University of North Carolina
              at Chapel Hill (1989-97).

          Professor, Chinese University of Hong Kong(1996 - 1997).
          Professor, University of California at Los Angeles (1997 - 2000).
          Professor, University of North Carolina at Chapel Hill (1999 - 2003).
          Professor of Statistics & Chairman, Chinese University of
              Hong Kong (2000 - 2003).
          Professor, Princeton University (2003 ---)

        Honors and Awards

          Presidents' Award, Committee Of Presidents of Statistical Societies (COPSS)
          (Article 1 in English)
          (Article 1 in Chinese ) (Article 2 in Chinese )
          Committee Of Presidents of Statistical Societies (COPSS)
            (American Statistical Association, International Biometric Society
            --- Eastern North American Region and Western North American Region
            Institute of Mathematical Statistics and Statistical Society of Canada)
          Fellow, Institute of Mathematical Statistics.
          Fellow, American Statistical Association.
          Elected Member, International Statistical Institute
          1996 recipient of UNC's Hettleman Prize for Artistic and Scholarly Achievement.
          NSF Postdoctoral Fellowship, 1993-96.
          Evelyn Fix Memorial Medal, University of California at Berkeley, 1989.

        Professional Service

        Current Research Directions

        • Statistical Methods in Finance
        • Data-analytic modeling
        • Nonlinear time series
        • Analysis of longitudinal data
        • Model selections
        • Wavelets
        • Survival Analysis
        • Generalized linear models

        Research Interests

          Fan is interested in statistical methods in finance and risk managements, biostatistics/epidemiology, data-analytic modeling, functional data analysis, survival analysis, nonlinear time series, wavelets and their applications, among others. His primary research focuses on developing and justifying statistical methodology. This is expanded into other scientific areas where the statistics discipline is useful.

          In each of the areas mentioned above, he devotes most of his efforts to the search for intuitively appealing, model-free, robust nonparametric approaches and illustrates the approaches by real data and simulated examples. Modern statistical principles and modeling inevitably involve intensive computation, which is a part of the methodological research development. He is also very interested in developing foundational statistical theory and in providing fundamental insights to sophisticated statistical models. These include distributional theory, asymptotic minimax theory, efficient semi-parametric modeling and nonlinear function estimation.

          Recently, Fan is particularly interested in quantative finance, risk management, biostatistics/epidemiology, high-dimensional data-analytic modeling and inferences, nonlinear time series, analysis of functional data, wavelets, and other interdisciplinary collaborations.

        Selected Publications: Click Here

        Revised September 1, 2003

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