李曾，博士，副教授。2017年于香港大学获得博士学位，随后赴美国华盛顿大学（2017/04-2017/08）和美国宾州州立大学（2017/10-2019/08）从事博士后研究工作。主要研究方向包括高维数据分析与统计推断，随机矩阵理论与应用，以及高维时间序列分析。已在The Annals of Statistics, Journal of Multivariate Analysis, Scandinavian Journal of Statistics, Journal of Time Series Analysis 等国际知名统计学期刊上发表论文。
个人简介
工作经历:
2021/01-至今 南方科技大学 统计与数据科学系副教授
2019/08 - 2020/12 南方科技大学 统计与数据科学系助理教授
2017/10 - 2019/08 宾州州立大学 统计系 博士后
2017/04 – 2017/08 华盛顿大学 统计系 研究助理
教育背景:
2012/09 - 2017/04 香港大学 统计与精算学系 统计学博士
2009/09 - 2012/06 中国人民大学 统计学院 数理统计硕士
2005/09 - 2009/06 北京师范大学 数学科学学院 理学学士
代表文章：
1. Jiaxing Qiu, Zeng Li, Jianfeng Yao (2022). CLT for linear spectral statistics of general sample covariance matrices with dimension much larger than sample size, submitted.
2. Zeng Li, Chuanlong Xie, Qinwen Wang (2021). Asymptotic Normality and Confidence Intervals for Prediction Risk of the Min-norm Least Squares Estimator, International Conference on Machine Learning (ICML), May 2021.
3. Zeng Li, Qinwen Wang, Runze Li (2021). CLT for linear spectral statistics of large dimensional Kendall rank correlation matrices, The Annals of Statistics, 49(3), 1569-1593.
4. Zeng Li, Fang Han, Jianfeng Yao (2020). Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, The Annals of Statistics, 48(6), 3138-3160.
5. Zeng Li, Jianfeng Yao, Clifford Lam, Qiwei Yao (2019). On testing for high-dimensional white noise, The Annals of Statistics, 47(6), 3382-3412.
6. Weiming Li, Zeng Li, Jianfeng Yao (2018). Joint CLT for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application, Scandinavian Journal of Statistics, 45(3), 699–728. 7. Zeng Li, Qinwen Wang, Jianfeng Yao (2017). Identifying the number of factors from singular values of a large sample auto-covariance matrix, The Annals of Statistics, 45(1), 257-288.
8. Zeng Li, Jianfeng Yao (2016). Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size, Electronic Journal of Statistics, 10(2), 2973-3010.
9. Zeng Li, Guangming Pan, Jianfeng Yao (2015). On singular value distribution of large-dimensional auto-covariance matrices, Journal of Multivariate Analysis, 137, 119-140.
10. Chao Yu, Yue Fang, Zeng Li, Bo Zhang, Xujie Zhao (2014). Nonparametric estimation of high-frequency spot volatility for Brownian semimartingale with jumps, Journal of Time Series Analysis, 35(6), 572-591.