School of Statistics and Mathematics
Central University of Finance and Economics
100081 Beijing, China
- Ph.D., 2013, Statistics, Stockholm University, Sweden. Thesis: Bayesian Modeling of Conditional Densities. Supervisor: Prof. Mattias Villani.
- M.S., 2008, Statistics, Dalarna University, Sweden.
- B.S., 2007, Statistics, Renmin University of China.
- Bayesian statistics
- Econometrics and forecasting
- Multivariate statistics
- Computational statistics
Li, F. (2013). Bayesian Modeling of Conditional Densities. Ph.D. thesis, Department of Statistics, Stockholm University. ISBN: 978-91-7447-665-1
Link to DiVA | Fulltext
- Modeling covariate-contingent correlation and tail-dependence with copulas
Paper on arXiv
- Li, F, and Villani, M. (2013). Efficient Bayesian Multivariate Surface Regression, Scandinavian Journal of Statistics, 40(4), pp. 706-723.
Journal’s version | Paper on arXiv | Talk | Poster
- Li, F, Villani, M. and Kohn, R. (2011). Modeling Conditional Densities using Finite Smooth Mixtures, Book chapter in Mixture Estimation and Applications (Mengersen, K.L., Robert, C. P. and Titterington, D.M. eds), Wiley.
Publisher’s version | Working Paper
- Li, F, Villani, M. and Kohn, R. (2010). Flexible Modeling of Conditional Distributions using Smooth Mixtures of Asymmetric Student T Densities, Journal of Statistical Planning and Inference, 140(12), pp. 3638-3654.
Journal’s version | Working Paper | Talk | Poster