Qing (Wendy) Wang

Scholarship/Creative Work

Publications

[1]. Qing Wang and Bruce G. Lindsay, Topics in U-statistics and risk estimation, Proceedings of the Joint Statistical Meetings 2011, Section on Nonparametric Statistics, pp. 1267-1280. American Statistical Association. 2011.

[2]. Qing Wang, Investigation of topics in U-statistics and their applications in risk estimation and cross-validation, Ph.D. dissertation, Penn State University library electronic resource, pp. 1-187. 2012.

[3]. Qing Wang and Bruce G. Lindsay, Variance estimation of a general U-statistic with application to cross-validation, Statistica Sinica 24 (3): pp. 1117-1141, 2014.

[4]. Vu Le and Qing Wang, Robust thresholding for Diffusion Index forecast, Economics Letters 125: pp. 52-56, 2014.

[5]. Qing Wang and Shiwen Chen, A general class of linearly extrapolated variance estimators, Statistics & Probability Letters 98: pp. 29-38, 2015.

[6]. Qing Wang and Bruce G. Lindsay, Improving cross-validated bandwidth selection using subsampling-extrapolation techniques, Computational Statistics and Data Analysis 89: 51-71, 2015. http://dx.doi.org/10.1016/j.csda.2015.03.005

Papers under review or revision

[7]. Qing Wang and Bruce G. Lindsay, Pseudo-kernel method in assessing K-fold cross-validation, 2015.

[8]. Qing Wang, Extrapolated techniques in U-statistic variance estimation, 2015.

Ongoing Research

* Extrapolation techniques in indirect cross-validation

* Using Group Lasso and Sparse Group Lasso techniques in studying the market share in automobile industry

* Asymptotic properties for nonparametric estimator of partial ROC curve

* Improving the performance of cross-validation

Invited Talks

“Topics in U-statistics and Risk Estimation”

• 2011 Joint Statistical Meeting, Section on Nonparametric Statistics (08/2011)
• Department of Natural Sciences, University of Wisconsin (12/2011)
• Department of Mathematics and Statistics, Williams College (01/2012)
• Department of Mathematics and Statistics, Austin Peay State University (02/2012)
• Department of Statistics and Probability, Michigan State University (02/2012)

“Cross-validation and a U Model Selection Tool”

• The 4th IMS-China International Conference 2013 (Chengdu, China, 07/2013)

“Subsampling and Extrapolation Techniques in Kernel Density Estimation”

• The Second Taihu International Statistics Forum (Suzhou, China, 07/2013)

“How does the eruption time of the Old Faithful geyser vary?”

• Department of Mathematics and Statistics, Colby College (10/2013)

“An improved method in Bagging Cross-Validation with second-order extrapolation”

• Department of Statistics, School of Mathematical Sciences, Beijing Normal University, Beijing, China (06/2014)

“Finding the best model using a U model selection tool”

• Department of Mathematical Sciences, Bentley University (01/2015)

“Pseudo-kernel method in U-statistic variance estimation”

• Department of Statistics and Actuarial Sciences, University of Waterloo, Canada (invited)

Honors Thesis Supervised:

• Shiwen (Heidi) Chen ’14: “Resampling Schemes with Application to Variance Estimation”

• Vu Le ’14: “Time-series Forecasting with Large Number of Predictors”

Senior Colloquium Topics Supervised:

• “Deming Regression”

• “Penalized Regression” (Ridge, Lasso, Elastic Net)

• “Error Propagation Law”

• “Smoothing Spline”

• “Linear Discriminant Analysis”