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Dr. Fuxia Cheng

Professor
Mathematics
Office
STV Stevenson Hall 305
  • About
  • Education
  • Research

Current Courses

356.001Statistical Computing

351.001Statistics And Data Analysis

456.001Multivariate Statistics

351.001Statistics And Data Analysis

Ph D

Journal Article

Cheng, F., & Koul, H. An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model. Metrika 86.1 (2023): 27-56.
Cheng, F. The Strong Uniform Consistency of Kernel Estimator of a Smooth Distribution Function in Censored Linear Regression. Statistics 55 (2021): 110-119.
Cheng, F. Glivenko-Cantelli Theorem for Kernel Error Distribution Estimator in the First-order Autoregressive Model. Statistics & Probability Letters 139 (2018): 95-102.
Cheng, F. Strong Convergence of the distribution estimator in the nonlinear autoregressive time series.. Journal of Multivariate Analysis 142 (2015): 41-47.
Wang, J., Liu, R., Cheng, F., & Yang, L. Oracally Efficient Estimation of Autoregressive Error Distribution. Annals of Statistics 42 (2014): 654-668.

Presentations

Asymptotic properties of density estimators in censored linear regression. International Workshop on Modern Methods in Financial Statistics. Soochow University. (2012)
Density Estimators in Censored Linear Regression. Department of Mathematics. Illinois State University. (2011)
Density and Variance Estimation in Nonlinear Autoregressive Time Series. oral presentation. First Wuxi International Statistics Forum. (2011)
Asymptotic properties in ARCH(p)-time series. Institute of Statistical Science of Academic Sinica. (2010)
"Global Property of Error Density Estimation in Nonlinear Autoregressive Time Series Models. ICSA 2010 Applied Statistics Symposium. (2010)