CURRICULUM VITAE YONGCHENG QI

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1 CURRICULUM VITAE YONGCHENG QI Department of Mathematics and Statistics Tel: (218) (O) (218) (H) University of Minnesota Duluth Fax: (218) Duluth, MN E mail: yqi@d.umn.edu Education Ph.D., Statistics, May 2001, The University of Georgia, Advisor: Prof. Jaxk Reeves (Dissertation: Sequential Estimation and Related Problems of Statistical Interests) Ph.D., Probability/Statistics, July 1992, Peking University (Beijing, China), Advisor: Prof. Shihong Cheng (Dissertation: Trimmed Sums, Extreme Value Statistics and Reliability) B.Sc., Mathematics, July 1987, Peking University (Beijing, China) Research Interests Order Statistics, Limit Theorems, Applied Probability, Sequential Analysis, Bootstrap, Extreme Value Statistics, Empirical Likelihood, Copulas Work Experience Associate Professor: July 2007 present, University of Minnesota Duluth, Department of Mathematics and Statistics Assistant Professor: Aug 2001 June 2007, University of Minnesota Duluth, Department of Mathematics and Statistics Instructor: Fall 1999, Spring 2000 & Summer 2000, University of Georgia, Department of Statistics Teaching Assistant & Mentor: Sept 1997 May 2001, University of Georgia, Department of Statistics Associate Professor: July 1994 Aug. 1997, Peking University, Department of Probability and Statistics, Beijing, China Professional Activities Visiting Experience: May 18 Jun. 28, 2001: Human Genetics Center, University of Texas Houston Health Science Center Page 1 of 9

2 Dec. 23 Dec. 29, 2001: School of Mathematics, Georgia Institute of Technology Aug. 1 Aug 29, 2004: School of Mathematics, Georgia Institute of Technology Oct. 24 Oct. 30, 2005: Department of Statistics, Chinese University of Hong Kong Nov.14 Nov 23, 2005: School of Mathematics, Peking University Mar 16 Mar 18, 2006: Department of Mathematics and Statistics, Lakehead University, Canada April 8 April 11, 2006: Department of Statistics, Iowa State University June 11 June 23, 2007: Department of Statistics, Southwest University, Chongqing, China Dec 23,2008 Jan : School of Mathematics, Peking University May 20 June 9, 2009: Capital Normal University, Beijing, China June 10 June 18, 2009: Southwest University, Chongqiong, PR China Aug. 7 Aug 31, 2009: Peking University, China July 31 Aug. 4, 2009 & Oct. 30 Nov. 3, 2009: Lakehead University, Thunder Bay, Canada March 14 March. 20, Aug 26 Aug 30, 2010: Lakehead University, Thunder Bay, Canada April 15 April 23, 2010: University of Calgary, Calgary, Canada May 3 May 7, 2010: Georgia Institute of Technology June 15 July 6, 2010: Capital Normal University, Beijing, China Conference Talks: Limit Distribution of the Sum and Maximum from Multivariate Gaussian Sequences, Joint Statistical Meetings 2003, San Francisco, CA. Aug. 2 7, 2003 [invited] Confidence Intervals for Extreme Tail Probabilities of A Heavy Tailed Distribution, Joint Statistical Meetings 2005, Minneapolis, MN, Aug 7 11, 2005 Bootstrap Confidence Band for Dependence Functions in Extreme Value Statistics, Joint Statistical Meetings 2006, Seattle, Washington, Aug 6 10, 2006 [invited] On the Tail Index of A Heavy Tailed Distribution, The 15th International Conference of Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical & Statistical Techniques, Shanghai China, May 17 25, 2007 [invited] Bootstrap and Empirical Likelihood Methods in Extremes, The 5th Conference on Extreme Value Analysis, Bern, Switzerland, July 23 27, 2007 [invited] Inference of A Heavy Tailed Distribution, Joint Statistical Meetings 2007, Salt Lake City, UT, July 29 Aug. 2, 2007 [invited] The Convergence Rate for the Normal Approximation of Extreme Sums, WCNA 2008 the International Federation of Nonlinear Analysts (IFNA), Orlando, Florida, July 2 July 9, 2008 [invited] Jackknife Empirical Likelihood Method for ROC Curve, the International Workshop on Probability Theory, Statistics and Their Application to Biology, June 26 June 28, 2009, Peking University, Beijing, PR China. [invited] A Modified Likelihood Method for Generalized Pareto Distributions, The Fourth International Forum on Statistics and Society, July 10 July 12, 2010, Renmin University of China, Beijing, PR China. Page 2 of 9

3 Empirical Likelihood Methods for Heavy tailed Distributions, Invited as a keynote speaker in The First Chinese Workshop on Heavy tailed Models and Applications, June 26 27, 2010, Nanjing Normal University Nanjing, China. [invited] Invited Talks: Confidence Intervals for High Quantiles of A Heavy Tailed Distribution, School of Industrial and Systems Engineering, Georgia Institute of Technology, Aug. 26, 2004 Confidence Intervals for High Quantiles of A Heavy Tailed Distribution, Department of Mathematics and Statistics, Georgia State University, Aug. 27, 2004 Confidence Intervals for High Quantiles of A Heavy Tailed Distribution, Department of Statistics, the Chinese University of Hong Kong, Oct 25, 2005 Confidence Intervals for High Quantiles of A Heavy Tailed Distribution, School of Mathematical Sciences, Peking University, Nov. 21, 2005 Confidence Intervals for High Quantiles of A Heavy Tailed Distribution, Department of Mathematical Sciences, Lakehead University, Mar. 17, 2006 Partial Derivatives and Confidence Intervals of Bivariate Tail Dependence Functions, Southwest University, Department of Statistics, June 14, 2007 Bootstrap and Empirical Likelihood Methods in Extremes, Southwest University, Department of Statistics, June 15, 2007 On Sequential Estimation in Branching Processes with Immigration, Southwest University, Department of Statistics, June 20, 2007 On the Tail Index of A Heavy Tailed Distribution, Chinese Academy of Sciences, Institute of Systems Science, July 12, 2007 Maximum likelihood estimation of extreme value index for irregular cases, Peking University, School of Mathematical Sciences, June 4, 2009 Bootstrap Theory, Capital Normal University, School of Mathematical Sciences, May 29, 2009 Jackknife Method, Capital Normal University, School of Mathematical Sciences, June 1, 2009 Maximum Likelihood method, Capital Normal University, School of Mathematical Sciences, June 3, 2009 Maximum Product of Spacings Method, Capital Normal University, School of Mathematical Sciences, June 8, 2009 Empirical Likelihood Method, Southwest University, Department of Statistics, PR China, June 15, 2009 Maximum Likelihood Estimation for the Endpoint and Exponent of A Distribution, Lakehead University, Canada, March 18, 2010 Maximum Likelihood Estimation for the Endpoint and Exponent of A Distribution, University of Calgary, Canada, April 22, 2010 Member of American Statistical Association Associate Editor for International Journal of Stochastic Analysis Reviewer for Mathematical Reviews Page 3 of 9

4 Referee for journals since 2007 Statistics & Probability Letters (8 papers) Annals of Statistics (1 paper) Statistica Sinica (1 paper) Communications in Statistics Theory and Methods (2 papers) Journal of the Royal Statistical Society: Series C (1 paper) Journal of Applied Probability and Statistics (1 paper) International Journal of Applied Mathematics and Statistics (1 paper) Mathematica Slovaca (1 paper) Test (1 paper) Journal of Statistical Planning and Inference (2 papers) Acta Mathematica Sinica (1 paper) Journal of Inequalities and Applications (1 paper) Statistics in Medicine (1 paper) Bernoulli (1 paper) Applied Mathematics Letters (3 papers) Computational Statistics and Data Analysis (1 paper) Matematicki Vesnik (1 paper) Journal of the Indian Statistical Association (1 paper) The American Statistician (1 paper) Journal of Multivariate Analysis (2 papers) Journal of Systems Science and Mathematical Sciences (1 paper) Journal of the Korean Statistical Society (1 paper) Lithuanian Mathematical Journal (1 paper) Acta Mathematica Applicatae Sinica (English Series) (1 paper) Session Chair in conferences The Fourth International Forum on Statistics and Society, July 10 July 12, 2010, Renmin University of China, Beijing, PR China. Probability and Statistics An International Conference in Honor of P.L. Hsu s 100th Birthday, July 5 7, 2010, Peking University, China. Honors and Awards The second place award of science, Ministry of Education, PR China, 2002 for the project Several Problems in Probability Theory and Extreme value Statistics by Shihong Cheng, Yongcheng Qi, Jiazhu Pan, Liang Peng, and Changguo Jiang Graduate School Assistantship ( ), University of Georgia Best Senior Student Award (1999), University of Georgia, Department of Statistics Page 4 of 9

5 Grants (PI) Collaborative Research: Reducing Computation in Empirical Likelihood Methods, DMS Statistics, National Science Foundation Grant DMS , $150,000, September 2010 August (In collaboration with NSF Grant DMS , $160,001, Liang Peng, Georgia Institute of Technology ) (PI) Collaborative Research: Statistical Inference Based On Jackknife Empirical Likelihood Methods, National Security Agency, Mathematical Sciences Program, NSA Grant H , $18,979, January 2010 January [Expect $19,435 for next period if renewed] [Funded Sept. 2009] (In collaboration with NSA Grant H , Liang Peng, Georgia Institute of Technology) (PI) Inference Problems in Extreme Value Statistics, DMS Statistics, National Science Foundation Grant DMS , $159,542, July 2006 June 2010 Some other small grants: (PI) International Travel Grant, the Office of International Programs, University of Minnesota; April 2009, $1,270 (PI) International Travel Grant, the Office of International Programs, University of Minnesota; April 2007, $1,000 (PI) International Travel Grant, the Office of International Programs, University of Minnesota; August 2005, $750 (PI) Chancellor s Small Grant, University of Minnesota Duluth, Spring 2003, $750 (PI) Multiple Comparisons under Dependence with Applications in Genetics, Grant in Aid of Research, Artistry, and Scholarship; University of Minnesota Graduate School; July 2003 January 2005; $17,337 (PI) Distribution Theory in Statistics, Peking University Research Fund, RMB $18,000 (PI) Extreme Value Statistics with Applications, National Natural Science Foundation of China, 1996, RMB $32,000 Published/Accepted Papers Ha, H T, Li, D. and Qi, Y. (2010) A generalization of the Strassen converse. Journal of Mathematical Analysis and Applications In press Li, D., Qi, Y. and Rosalsky, A. (2010) On the set of limit points of normed sums of geometrically weighted i.i.d. unbounded random variables. II Stochastic Analysis and Applications In press Li, D., Qi, Y. and Rosalsky, A. (2010) A refinement of the Kolmogorov Marcinkiewicz Zygmund strong law of large numbers. Journal of Theoretical Probability In press Li, D., Peng, L. and Qi, Y. (2010) Empirical likelihood confidence intervals for the endpoint of a distribution function. Test In press Peng, L. and Qi, Y. (2010) Smoothed jackknife empirical likelihood method for tail copulas. Test In press Li, D., Qi, Y. and Rosalsky, A. (2010) On the set of limit points of normed sums of geometrically weighted i.i.d. unbounded random variables. Stochastic Analysis and Applications 28, Page 5 of 9

6 Gong, Y., Peng, L. and Qi, Y. (2010) Smoothed jackknife empirical likelihood method for ROC curve. Journal of Multivariate Analysis 101, Li, D., Qi, Y. and Rosalsky, A. (2010) On the set of limit points of normed sums of geometrically weighted i.i.d. bounded random variables. Stochastic Analysis and Applications 28, Qi, Y. (2010) On the tail index of a heavy tailed distribution. Annals of the Institute of Statistical Mathematics 62, Cheng, S. and Qi, Y. (2009) The convergence rate for the normal approximation of extreme sums. Nonlinear Analysis 71, e1081 e1093 Hu, A, Peng, Z. and Qi, Y. (2009) Joint behavior of point process of exceedances and partial sum from a Gaussian sequence. Metrika 70, Peng, L. and Qi, Y. (2009) Maximum likelihood estimation of extreme value index for irregular cases. Journal of Statistical Planning and Inference 139, Yang, J. Qi, Y. and Wang R. (2009) A class of multivariate copulas with bivariate Frechet marginal copulas. Insurance: Mathematics and Economics 45, Chi, Y., Yang, J. and Qi, Y. (2009) Decomposition of Schur constant model and its applications. Insurance: Mathematics and Economics 44, Li, D., Qi, Y. and Rosalsky, A. (2009) Iterated logarithm type behavior for weighted sums of i.i.d. random variables. Statistics & Probability Letters 79, Liang, H., Li, D. and Qi, Y. (2009) Strong convergence in nonparametric regression with truncated dependent data. Journal of Multivariate Analysis 100, James, B., James, K. and Qi, Y. (2008) Limit theorems for correlated Bernoulli random variables. Statistics & Probability Letters 78, Li, D., Qi, Y. and Rosalsky, A. (2008) A supplement to the Einmahl Li results on two sided iterated logarithm type behavior for i.i.d. random variables. Stochastic Analysis and Applications 26, Peng, L. and Qi, Y. (2008) Bootstrap approximation of tail dependence function. Journal of Multivariate Analysis 99, Lu, X., Sun, J. and Qi, Y. (2008) Empirical likelihood for average derivatives of hazard regression functions. Metrika 67, Qi, Y. (2008) Bootstrap and empirical likelihood methods in extremes. Extremes 11, Li, D., Qi, Y. and Rosalsky, A. (2007) Some results on one sided iterated logarithm type behavior. Acta Scientiarum Mathematicarum (Szeged) 73, Qi, Y. (2007) On asymptotic normality of sequential estimators for branching processes with immigration. Journal of Statistical Planning and Inference 137 (9) Peng, L. and Qi, Y. (2007) Partial derivatives and confidence intervals of bivariate tail dependence functions. Journal of Statistical Planning and Inference 137 (7), Li, D. and Qi, Y. (2007) Hierarchical structures associated with order functions. Statistics & Probability Letters 77, James, B., James, K. and Qi, Y. (2007) Limit distribution of the sum and maximum from multivariate Gaussian sequences. Journal of Multivariate Analysis 98, Chen, P. and Qi, Y. (2007) Generalized law of the iterated logarithm and its convergence rate. Stochastic Analysis and Applications 25, Page 6 of 9

7 Lu, X. and Qi, Y. (2006) Chover's law of the iterated logarithm for trimmed sums. Sankhya 68, Lu, X. and Qi, Y. (2006) Empirical likelihood for average derivatives. Journal of Nonparametric Statistics 18, Peng, L. and Qi, Y. (2006) Confidence regions for high quantiles of a heavy tailed distribution. Annals of Statistics 34 (4), Chen, P. and Qi, Y. (2006) Chover's law of the iterated logarithm for weighted sums with application. Sankhya 68, Peng, L and Qi, Y. (2006) A new calibration method of constructing empirical likelihood based confidence intervals for the tail index. Australian & New Zealand Journal of Statistics 48, Chan, N.H., Peng L. and Qi Y.(2006) Quantile inference for nearly integrated autoregressive time series with infinite variance. Statistica Sinica 16, Lu, X. and Qi, Y. (2004) Empirical likelihood for the additive risk model. Probability and Mathematical Statistics 24, Lu, X. and Qi, Y. (2004) A note on limit distributions for products of sums. Statistics & Probability Letters 68, no 4, Peng, L. and Qi, Y. (2004) Estimating the first and second order parameters of a heavy tailed distribution. Australian & New Zealand Journal of Statistics 46, no 2, Adler, A. and Qi, Y. (2003) On exact strong laws for sums of multidimensionally indexed random variables. Probability and Mathematical Statistics 23, Peng, L. and Qi, Y. (2003) Almost sure convergence of distributional laws for order statistics. Probability and Mathematical Statistics 23, Peng, L. and Qi, Y (2003) Chover type laws of the iterated logarithm for weighted sums. Statistics & Probability Letters 65, Qi, Y. (2003) Limit distributions for products of sums. Statistics & Probability Letters 62, no 1, Qi, Y. and Reeves, J. (2002) On sequential estimation for branching processes with immigration. Stochastic Processes and their Applications 100, McCormick, W.P. and Qi, Y. (2000) Asymptotic distribution for the sum and the maximum of Gaussian processes. Journal of Applied Probability 37, no 4, Cheng, S., Peng, L. and Qi, Y. (2000) Ergodic behavior of extreme values. J. Austral. Math. Soc (Ser. A) 68, Qi, Y. (1999) On the one sided logarithmic law for arrays. Systems Science and Mathematical Sciences 12, no. 2, Cheng, S., Peng, L. and Qi, Y. (1998) Almost sure convergence in extreme value theory. Math. Nach. 190, Qi, Y. (1998) Estimating extreme value index from records. Chinese Annals of Mathematics Ser. B 19: 4, Balkema, A.A. and Qi, Y. (1998) Strictly stable laws for multivariate residual lifetimes. Proceedings of the 18 th Seminar Problems for Stochastic Models, Part I (Hajduszoboszlo, 1997) Journal of Mathematical Sciences (New York) 92, no.3, Qi, Y. and Wilms R.J.G. (1997), The limit behavior of maxima modulo one and the number of maxima. Statistics & Probability Letters 32, no. 4, Page 7 of 9

8 Qi, Y. (1997) A note on the number of maxima in a discrete sample. Statistics & Probability Letters 33, no. 4, Qi, Y. (1997) Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics. Acta Mathematicae Applicatae Sinica (English Ser) 13, no.2, Qi, Y. (1997) A problem on stability of order statistics. Journal of Statistical Planning and Inference 64, no. 1, Qi,Y. (1997) The variational distance for asymptotic distribution of extreme values (modulo one). Acta Scientiarum Naturalium Universitatis Pekinensis 33, no. 1, Qi, Y. (1997) Some results on a counting process associated to records. Acta Scientiarum Naturalium Universitatis Pekinensis 33, no. 3, Peng, L. and Qi, Y. (1997) Asymptotic normality of Hill estimator in a second order submodel of regular variation. (in Chinese) Chinese Annals of Mathematics Ser. A 18, no. 5, ; translated in Chinese J Contemp. Math. 18, no.4, Qi, Y. (1996) The weak law of large numbers when extreme terms are excluded from sums. Systems Science and Mathematical Sciences 9, no. 1, Qi, Y. (1996) A simple estimator for an exponential coefficient. Systems Science and Mathematical Sciences 9, no. 2, Qi, Y. and Cheng, Ping (1996) A law of the iterated logarithm for sums in the domains of attraction of stable distributions. Chinese Annals of Mathematics 17A:2, Qi, Y. and Cheng, Ping (1996) Limit distributions on numbers of runs. Northwest Math J. 12, no. 4, Chen, L. and Qi, Y. (1996) Convergence rate for asymptotic uniformity of distribution of independent sums modulo one. Acta Scientiarum Naturalium Universitatis Pekinensis 32, no. 3, Qi, Y. and Cheng S. (1996) Convergence rate of distributions of trimmed sums. Chinese Annals of Mathematics 17B:3, Qi, Y. (1995) Convergence rates in the law of large numbers for trimmed sums, Acta Mathematicae Applicatae Sinica 18, no.2, Qi, Y. (1995) Limit theorems for sums and maxima of pairwise negative quadrant dependent random variables. Systems Science and Mathematical Sciences 8, no. 3, Qi, Y. (1994) The weak law of large numbers for trimmed sums. Chinese Annals of Mathematics 15A:3, Qi, Y. (1994) Some results on covariance of function of order statistics. Statistics & Probability Letters Qi, Y. (1994) On the strong convergence of arrays. Bulletin of the Australian Mathematical Society 50, Qi, Y. (1994) Strong laws of lifetime for a consecutive k out of n:f system. Systems Science and Mathematical Sciences 7, No.2, Qi, Y. (1994) Limit laws of lifetime for a consecutive k within m out of n system. Systems Science and Mathematical Sciences 7, no. 1, Qi, Y. (1993) The law of the iterated logarithm for Hill's estimator. Chinese Annals of Mathematics 14A:5, (in Chinese); The English version in Chinese Journal of Contemporary Mathematics 14:4, Page 8 of 9

9 Qi, Y. (1993) Generalized moments of several variables related to random walks with positive drift. Acta Scientiarum Naturalium Universitatis Pekinensis 29, no. 5, Qi, Y. (1993) The central limit problem for trimmed sums in the Feller class. Chinese Annals of Mathematics 14A:2, (in Chinese); The English version in Chinese Journal of Contemporary Mathematics 14:2, Qi, Y. and Cheng S. (1992) Convergence of Pickands type estimators. Chinese Science Bulletin 37, no.17, Qi, Y. (1991) Convergence rate of conditional central limit theorem for interchangeable sequences. Acta Scientiarum Naturalium Universitatis Pekinensis 27, No. 5, Qi, Y. (1991) On rates of convergence to normality for trimmed sums. Acta Scientiarum Naturalium Universitatis Pekinensis 27, no. 5, Some recent papers can be downloaded from Page 9 of 9

Curriculum Vitae. Wang ZHOU

Curriculum Vitae. Wang ZHOU Curriculum Vitae Wang ZHOU 1 Research Interests Department of Statistics and Applied Probability National University of Singapore E-mail: stazw@nus.edu.sg Phone: (65)6516 5238(office) Citizenship: P.R.China