Department of Statistics, Stockholm University, SE-106 91 Stockholm, Sweden
- Bayesian Inference, Econometrics, Forecasting
- Bayesian Modeling of Conditional Densities
Link to DiVA | Fulltext
- Li, F, and Villani, M. (2013). Efficient Bayesian Multivariate Surface Regression, Scandinavian Journal of Statistics, in press.
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
Teaching & other duties
- Ph.D., (expected 2013 spring), Statistics, Stockholm University, Sweden.
- M.S., Statistics, Dalarna University, Sweden, 2008.
- B.S., Statistics, Renmin University of China, 2007.